CME Canadian Dollar Future September 2020
Trading Metrics calculated at close of trading on 23-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2020 |
23-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
0.7049 |
0.7058 |
0.0009 |
0.1% |
0.7166 |
High |
0.7090 |
0.7145 |
0.0056 |
0.8% |
0.7230 |
Low |
0.7032 |
0.7050 |
0.0018 |
0.2% |
0.7064 |
Close |
0.7056 |
0.7125 |
0.0070 |
1.0% |
0.7140 |
Range |
0.0058 |
0.0096 |
0.0038 |
66.1% |
0.0167 |
ATR |
0.0081 |
0.0082 |
0.0001 |
1.3% |
0.0000 |
Volume |
45 |
101 |
56 |
124.4% |
734 |
|
Daily Pivots for day following 23-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7393 |
0.7355 |
0.7178 |
|
R3 |
0.7298 |
0.7259 |
0.7151 |
|
R2 |
0.7202 |
0.7202 |
0.7143 |
|
R1 |
0.7164 |
0.7164 |
0.7134 |
0.7183 |
PP |
0.7107 |
0.7107 |
0.7107 |
0.7116 |
S1 |
0.7068 |
0.7068 |
0.7116 |
0.7087 |
S2 |
0.7011 |
0.7011 |
0.7107 |
|
S3 |
0.6916 |
0.6973 |
0.7099 |
|
S4 |
0.6820 |
0.6877 |
0.7072 |
|
|
Weekly Pivots for week ending 17-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7644 |
0.7558 |
0.7231 |
|
R3 |
0.7477 |
0.7392 |
0.7185 |
|
R2 |
0.7311 |
0.7311 |
0.7170 |
|
R1 |
0.7225 |
0.7225 |
0.7155 |
0.7185 |
PP |
0.7144 |
0.7144 |
0.7144 |
0.7124 |
S1 |
0.7059 |
0.7059 |
0.7124 |
0.7018 |
S2 |
0.6978 |
0.6978 |
0.7109 |
|
S3 |
0.6811 |
0.6892 |
0.7094 |
|
S4 |
0.6645 |
0.6726 |
0.7048 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7151 |
0.7018 |
0.0133 |
1.9% |
0.0071 |
1.0% |
81% |
False |
False |
74 |
10 |
0.7230 |
0.7018 |
0.0212 |
3.0% |
0.0071 |
1.0% |
50% |
False |
False |
123 |
20 |
0.7230 |
0.6980 |
0.0250 |
3.5% |
0.0081 |
1.1% |
58% |
False |
False |
125 |
40 |
0.7502 |
0.6827 |
0.0675 |
9.5% |
0.0087 |
1.2% |
44% |
False |
False |
219 |
60 |
0.7603 |
0.6827 |
0.0776 |
10.9% |
0.0065 |
0.9% |
38% |
False |
False |
162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7551 |
2.618 |
0.7395 |
1.618 |
0.7300 |
1.000 |
0.7241 |
0.618 |
0.7204 |
HIGH |
0.7145 |
0.618 |
0.7109 |
0.500 |
0.7097 |
0.382 |
0.7086 |
LOW |
0.7050 |
0.618 |
0.6990 |
1.000 |
0.6954 |
1.618 |
0.6895 |
2.618 |
0.6799 |
4.250 |
0.6644 |
|
|
Fisher Pivots for day following 23-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7116 |
0.7111 |
PP |
0.7107 |
0.7096 |
S1 |
0.7097 |
0.7082 |
|