CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 09-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7651 |
0.7553 |
-0.0098 |
-1.3% |
0.7639 |
| High |
0.7655 |
0.7609 |
-0.0046 |
-0.6% |
0.7697 |
| Low |
0.7556 |
0.7544 |
-0.0012 |
-0.2% |
0.7600 |
| Close |
0.7565 |
0.7599 |
0.0034 |
0.4% |
0.7668 |
| Range |
0.0099 |
0.0066 |
-0.0034 |
-33.8% |
0.0098 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.8% |
0.0000 |
| Volume |
31,908 |
71,121 |
39,213 |
122.9% |
21,001 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7780 |
0.7755 |
0.7635 |
|
| R3 |
0.7715 |
0.7689 |
0.7617 |
|
| R2 |
0.7649 |
0.7649 |
0.7611 |
|
| R1 |
0.7624 |
0.7624 |
0.7605 |
0.7637 |
| PP |
0.7584 |
0.7584 |
0.7584 |
0.7590 |
| S1 |
0.7558 |
0.7558 |
0.7592 |
0.7571 |
| S2 |
0.7518 |
0.7518 |
0.7586 |
|
| S3 |
0.7453 |
0.7493 |
0.7580 |
|
| S4 |
0.7387 |
0.7427 |
0.7562 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7947 |
0.7905 |
0.7721 |
|
| R3 |
0.7850 |
0.7807 |
0.7694 |
|
| R2 |
0.7752 |
0.7752 |
0.7685 |
|
| R1 |
0.7710 |
0.7710 |
0.7676 |
0.7731 |
| PP |
0.7655 |
0.7655 |
0.7655 |
0.7665 |
| S1 |
0.7612 |
0.7612 |
0.7659 |
0.7634 |
| S2 |
0.7557 |
0.7557 |
0.7650 |
|
| S3 |
0.7460 |
0.7515 |
0.7641 |
|
| S4 |
0.7362 |
0.7417 |
0.7614 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7672 |
0.7544 |
0.0128 |
1.7% |
0.0065 |
0.9% |
43% |
False |
True |
23,589 |
| 10 |
0.7697 |
0.7544 |
0.0154 |
2.0% |
0.0055 |
0.7% |
36% |
False |
True |
12,795 |
| 20 |
0.7697 |
0.7494 |
0.0203 |
2.7% |
0.0050 |
0.7% |
51% |
False |
False |
6,660 |
| 40 |
0.7697 |
0.7355 |
0.0342 |
4.5% |
0.0046 |
0.6% |
71% |
False |
False |
3,404 |
| 60 |
0.7697 |
0.7291 |
0.0407 |
5.3% |
0.0045 |
0.6% |
76% |
False |
False |
2,288 |
| 80 |
0.7697 |
0.7116 |
0.0582 |
7.7% |
0.0048 |
0.6% |
83% |
False |
False |
1,747 |
| 100 |
0.7697 |
0.7024 |
0.0673 |
8.9% |
0.0049 |
0.6% |
85% |
False |
False |
1,402 |
| 120 |
0.7697 |
0.6890 |
0.0807 |
10.6% |
0.0055 |
0.7% |
88% |
False |
False |
1,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7887 |
|
2.618 |
0.7780 |
|
1.618 |
0.7715 |
|
1.000 |
0.7675 |
|
0.618 |
0.7649 |
|
HIGH |
0.7609 |
|
0.618 |
0.7584 |
|
0.500 |
0.7576 |
|
0.382 |
0.7569 |
|
LOW |
0.7544 |
|
0.618 |
0.7503 |
|
1.000 |
0.7478 |
|
1.618 |
0.7438 |
|
2.618 |
0.7372 |
|
4.250 |
0.7265 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7591 |
0.7606 |
| PP |
0.7584 |
0.7603 |
| S1 |
0.7576 |
0.7601 |
|