CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7474 |
0.7500 |
0.0026 |
0.3% |
0.7461 |
| High |
0.7501 |
0.7536 |
0.0036 |
0.5% |
0.7558 |
| Low |
0.7467 |
0.7486 |
0.0019 |
0.3% |
0.7437 |
| Close |
0.7491 |
0.7529 |
0.0038 |
0.5% |
0.7473 |
| Range |
0.0034 |
0.0050 |
0.0017 |
49.3% |
0.0121 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.6% |
0.0000 |
| Volume |
161 |
133 |
-28 |
-17.4% |
1,165 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7667 |
0.7648 |
0.7557 |
|
| R3 |
0.7617 |
0.7598 |
0.7543 |
|
| R2 |
0.7567 |
0.7567 |
0.7538 |
|
| R1 |
0.7548 |
0.7548 |
0.7534 |
0.7558 |
| PP |
0.7517 |
0.7517 |
0.7517 |
0.7522 |
| S1 |
0.7498 |
0.7498 |
0.7524 |
0.7508 |
| S2 |
0.7467 |
0.7467 |
0.7520 |
|
| S3 |
0.7417 |
0.7448 |
0.7515 |
|
| S4 |
0.7367 |
0.7398 |
0.7502 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7852 |
0.7783 |
0.7539 |
|
| R3 |
0.7731 |
0.7662 |
0.7506 |
|
| R2 |
0.7610 |
0.7610 |
0.7495 |
|
| R1 |
0.7541 |
0.7541 |
0.7484 |
0.7576 |
| PP |
0.7489 |
0.7489 |
0.7489 |
0.7506 |
| S1 |
0.7420 |
0.7420 |
0.7461 |
0.7455 |
| S2 |
0.7368 |
0.7368 |
0.7450 |
|
| S3 |
0.7247 |
0.7299 |
0.7439 |
|
| S4 |
0.7126 |
0.7178 |
0.7406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7558 |
0.7465 |
0.0093 |
1.2% |
0.0044 |
0.6% |
69% |
False |
False |
213 |
| 10 |
0.7558 |
0.7432 |
0.0126 |
1.7% |
0.0045 |
0.6% |
77% |
False |
False |
184 |
| 20 |
0.7558 |
0.7355 |
0.0203 |
2.7% |
0.0042 |
0.6% |
86% |
False |
False |
149 |
| 40 |
0.7558 |
0.7291 |
0.0267 |
3.5% |
0.0043 |
0.6% |
89% |
False |
False |
102 |
| 60 |
0.7558 |
0.7116 |
0.0442 |
5.9% |
0.0048 |
0.6% |
94% |
False |
False |
110 |
| 80 |
0.7558 |
0.7024 |
0.0534 |
7.1% |
0.0049 |
0.7% |
95% |
False |
False |
88 |
| 100 |
0.7558 |
0.6890 |
0.0668 |
8.9% |
0.0056 |
0.7% |
96% |
False |
False |
93 |
| 120 |
0.7574 |
0.6835 |
0.0739 |
9.8% |
0.0057 |
0.8% |
94% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7749 |
|
2.618 |
0.7667 |
|
1.618 |
0.7617 |
|
1.000 |
0.7586 |
|
0.618 |
0.7567 |
|
HIGH |
0.7536 |
|
0.618 |
0.7517 |
|
0.500 |
0.7511 |
|
0.382 |
0.7505 |
|
LOW |
0.7486 |
|
0.618 |
0.7455 |
|
1.000 |
0.7436 |
|
1.618 |
0.7405 |
|
2.618 |
0.7355 |
|
4.250 |
0.7274 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7523 |
0.7520 |
| PP |
0.7517 |
0.7510 |
| S1 |
0.7511 |
0.7501 |
|