CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 10-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7553 |
0.7609 |
0.0056 |
0.7% |
0.7639 |
| High |
0.7609 |
0.7625 |
0.0016 |
0.2% |
0.7697 |
| Low |
0.7544 |
0.7576 |
0.0033 |
0.4% |
0.7600 |
| Close |
0.7599 |
0.7588 |
-0.0011 |
-0.1% |
0.7668 |
| Range |
0.0066 |
0.0049 |
-0.0017 |
-26.0% |
0.0098 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
71,121 |
67,406 |
-3,715 |
-5.2% |
21,001 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7742 |
0.7713 |
0.7615 |
|
| R3 |
0.7693 |
0.7665 |
0.7601 |
|
| R2 |
0.7645 |
0.7645 |
0.7597 |
|
| R1 |
0.7616 |
0.7616 |
0.7592 |
0.7606 |
| PP |
0.7596 |
0.7596 |
0.7596 |
0.7591 |
| S1 |
0.7568 |
0.7568 |
0.7584 |
0.7558 |
| S2 |
0.7548 |
0.7548 |
0.7579 |
|
| S3 |
0.7499 |
0.7519 |
0.7575 |
|
| S4 |
0.7451 |
0.7471 |
0.7561 |
|
|
| 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 |
0.7669 |
0.7544 |
0.0126 |
1.7% |
0.0068 |
0.9% |
35% |
False |
False |
36,225 |
| 10 |
0.7697 |
0.7544 |
0.0154 |
2.0% |
0.0056 |
0.7% |
29% |
False |
False |
19,415 |
| 20 |
0.7697 |
0.7537 |
0.0160 |
2.1% |
0.0050 |
0.7% |
32% |
False |
False |
10,010 |
| 40 |
0.7697 |
0.7355 |
0.0342 |
4.5% |
0.0046 |
0.6% |
68% |
False |
False |
5,089 |
| 60 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0045 |
0.6% |
73% |
False |
False |
3,411 |
| 80 |
0.7697 |
0.7122 |
0.0576 |
7.6% |
0.0048 |
0.6% |
81% |
False |
False |
2,589 |
| 100 |
0.7697 |
0.7024 |
0.0673 |
8.9% |
0.0049 |
0.6% |
84% |
False |
False |
2,076 |
| 120 |
0.7697 |
0.6890 |
0.0807 |
10.6% |
0.0054 |
0.7% |
86% |
False |
False |
1,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7831 |
|
2.618 |
0.7751 |
|
1.618 |
0.7703 |
|
1.000 |
0.7673 |
|
0.618 |
0.7654 |
|
HIGH |
0.7625 |
|
0.618 |
0.7606 |
|
0.500 |
0.7600 |
|
0.382 |
0.7595 |
|
LOW |
0.7576 |
|
0.618 |
0.7546 |
|
1.000 |
0.7528 |
|
1.618 |
0.7498 |
|
2.618 |
0.7449 |
|
4.250 |
0.7370 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7600 |
0.7599 |
| PP |
0.7596 |
0.7595 |
| S1 |
0.7592 |
0.7592 |
|