CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7559 |
0.7580 |
0.0021 |
0.3% |
0.7543 |
| High |
0.7615 |
0.7595 |
-0.0020 |
-0.3% |
0.7614 |
| Low |
0.7559 |
0.7575 |
0.0016 |
0.2% |
0.7543 |
| Close |
0.7560 |
0.7588 |
0.0028 |
0.4% |
0.7585 |
| Range |
0.0056 |
0.0020 |
-0.0036 |
-64.0% |
0.0071 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
1 |
9 |
8 |
800.0% |
36 |
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7646 |
0.7637 |
0.7599 |
|
| R3 |
0.7626 |
0.7617 |
0.7594 |
|
| R2 |
0.7606 |
0.7606 |
0.7592 |
|
| R1 |
0.7597 |
0.7597 |
0.7590 |
0.7602 |
| PP |
0.7586 |
0.7586 |
0.7586 |
0.7588 |
| S1 |
0.7577 |
0.7577 |
0.7586 |
0.7582 |
| S2 |
0.7566 |
0.7566 |
0.7584 |
|
| S3 |
0.7546 |
0.7557 |
0.7583 |
|
| S4 |
0.7526 |
0.7537 |
0.7577 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7794 |
0.7760 |
0.7624 |
|
| R3 |
0.7723 |
0.7689 |
0.7605 |
|
| R2 |
0.7652 |
0.7652 |
0.7598 |
|
| R1 |
0.7618 |
0.7618 |
0.7592 |
0.7635 |
| PP |
0.7581 |
0.7581 |
0.7581 |
0.7589 |
| S1 |
0.7547 |
0.7547 |
0.7578 |
0.7564 |
| S2 |
0.7510 |
0.7510 |
0.7572 |
|
| S3 |
0.7439 |
0.7476 |
0.7565 |
|
| S4 |
0.7368 |
0.7405 |
0.7546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7615 |
0.7557 |
0.0058 |
0.8% |
0.0040 |
0.5% |
54% |
False |
False |
6 |
| 10 |
0.7615 |
0.7497 |
0.0118 |
1.6% |
0.0039 |
0.5% |
78% |
False |
False |
9 |
| 20 |
0.7615 |
0.7436 |
0.0179 |
2.4% |
0.0038 |
0.5% |
85% |
False |
False |
7 |
| 40 |
0.7615 |
0.7303 |
0.0312 |
4.1% |
0.0036 |
0.5% |
91% |
False |
False |
7 |
| 60 |
0.7615 |
0.7298 |
0.0317 |
4.2% |
0.0038 |
0.5% |
92% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7680 |
|
2.618 |
0.7647 |
|
1.618 |
0.7627 |
|
1.000 |
0.7615 |
|
0.618 |
0.7607 |
|
HIGH |
0.7595 |
|
0.618 |
0.7587 |
|
0.500 |
0.7585 |
|
0.382 |
0.7583 |
|
LOW |
0.7575 |
|
0.618 |
0.7563 |
|
1.000 |
0.7555 |
|
1.618 |
0.7543 |
|
2.618 |
0.7523 |
|
4.250 |
0.7490 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7587 |
0.7588 |
| PP |
0.7586 |
0.7587 |
| S1 |
0.7585 |
0.7587 |
|