CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 11-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7609 |
0.7584 |
-0.0025 |
-0.3% |
0.7651 |
| High |
0.7625 |
0.7607 |
-0.0018 |
-0.2% |
0.7655 |
| Low |
0.7576 |
0.7573 |
-0.0003 |
0.0% |
0.7544 |
| Close |
0.7588 |
0.7583 |
-0.0006 |
-0.1% |
0.7583 |
| Range |
0.0049 |
0.0034 |
-0.0015 |
-30.9% |
0.0111 |
| ATR |
0.0053 |
0.0051 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
67,406 |
62,654 |
-4,752 |
-7.0% |
233,089 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7688 |
0.7669 |
0.7601 |
|
| R3 |
0.7654 |
0.7635 |
0.7592 |
|
| R2 |
0.7621 |
0.7621 |
0.7589 |
|
| R1 |
0.7602 |
0.7602 |
0.7586 |
0.7595 |
| PP |
0.7587 |
0.7587 |
0.7587 |
0.7584 |
| S1 |
0.7568 |
0.7568 |
0.7579 |
0.7561 |
| S2 |
0.7554 |
0.7554 |
0.7576 |
|
| S3 |
0.7520 |
0.7535 |
0.7573 |
|
| S4 |
0.7487 |
0.7501 |
0.7564 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7927 |
0.7866 |
0.7644 |
|
| R3 |
0.7816 |
0.7755 |
0.7613 |
|
| R2 |
0.7705 |
0.7705 |
0.7603 |
|
| R1 |
0.7644 |
0.7644 |
0.7593 |
0.7619 |
| PP |
0.7594 |
0.7594 |
0.7594 |
0.7581 |
| S1 |
0.7533 |
0.7533 |
0.7572 |
0.7508 |
| S2 |
0.7483 |
0.7483 |
0.7562 |
|
| S3 |
0.7372 |
0.7422 |
0.7552 |
|
| S4 |
0.7261 |
0.7311 |
0.7521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7668 |
0.7544 |
0.0124 |
1.6% |
0.0060 |
0.8% |
31% |
False |
False |
48,193 |
| 10 |
0.7697 |
0.7544 |
0.0154 |
2.0% |
0.0056 |
0.7% |
25% |
False |
False |
25,580 |
| 20 |
0.7697 |
0.7537 |
0.0160 |
2.1% |
0.0050 |
0.7% |
28% |
False |
False |
13,133 |
| 40 |
0.7697 |
0.7355 |
0.0342 |
4.5% |
0.0046 |
0.6% |
67% |
False |
False |
6,653 |
| 60 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0045 |
0.6% |
72% |
False |
False |
4,455 |
| 80 |
0.7697 |
0.7122 |
0.0576 |
7.6% |
0.0048 |
0.6% |
80% |
False |
False |
3,372 |
| 100 |
0.7697 |
0.7042 |
0.0656 |
8.6% |
0.0049 |
0.6% |
83% |
False |
False |
2,702 |
| 120 |
0.7697 |
0.6896 |
0.0801 |
10.6% |
0.0054 |
0.7% |
86% |
False |
False |
2,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7749 |
|
2.618 |
0.7694 |
|
1.618 |
0.7661 |
|
1.000 |
0.7640 |
|
0.618 |
0.7627 |
|
HIGH |
0.7607 |
|
0.618 |
0.7594 |
|
0.500 |
0.7590 |
|
0.382 |
0.7586 |
|
LOW |
0.7573 |
|
0.618 |
0.7552 |
|
1.000 |
0.7540 |
|
1.618 |
0.7519 |
|
2.618 |
0.7485 |
|
4.250 |
0.7431 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7590 |
0.7584 |
| PP |
0.7587 |
0.7584 |
| S1 |
0.7585 |
0.7583 |
|