CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 15-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2020 |
15-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7204 |
0.7215 |
0.0011 |
0.2% |
0.7026 |
| High |
0.7226 |
0.7220 |
-0.0006 |
-0.1% |
0.7188 |
| Low |
0.7197 |
0.7091 |
-0.0106 |
-1.5% |
0.7025 |
| Close |
0.7204 |
0.7112 |
-0.0092 |
-1.3% |
0.7173 |
| Range |
0.0030 |
0.0130 |
0.0100 |
339.0% |
0.0164 |
| ATR |
0.0086 |
0.0089 |
0.0003 |
3.6% |
0.0000 |
| Volume |
111 |
124 |
13 |
11.7% |
836 |
|
| Daily Pivots for day following 15-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7529 |
0.7450 |
0.7183 |
|
| R3 |
0.7400 |
0.7321 |
0.7148 |
|
| R2 |
0.7270 |
0.7270 |
0.7136 |
|
| R1 |
0.7191 |
0.7191 |
0.7124 |
0.7166 |
| PP |
0.7141 |
0.7141 |
0.7141 |
0.7128 |
| S1 |
0.7062 |
0.7062 |
0.7100 |
0.7037 |
| S2 |
0.7011 |
0.7011 |
0.7088 |
|
| S3 |
0.6882 |
0.6932 |
0.7076 |
|
| S4 |
0.6752 |
0.6803 |
0.7041 |
|
|
| Weekly Pivots for week ending 10-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7619 |
0.7559 |
0.7262 |
|
| R3 |
0.7455 |
0.7396 |
0.7217 |
|
| R2 |
0.7292 |
0.7292 |
0.7202 |
|
| R1 |
0.7232 |
0.7232 |
0.7187 |
0.7262 |
| PP |
0.7128 |
0.7128 |
0.7128 |
0.7143 |
| S1 |
0.7069 |
0.7069 |
0.7158 |
0.7099 |
| S2 |
0.6965 |
0.6965 |
0.7143 |
|
| S3 |
0.6801 |
0.6905 |
0.7128 |
|
| S4 |
0.6638 |
0.6742 |
0.7083 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7230 |
0.7091 |
0.0140 |
2.0% |
0.0068 |
1.0% |
15% |
False |
True |
124 |
| 10 |
0.7230 |
0.7006 |
0.0224 |
3.1% |
0.0077 |
1.1% |
47% |
False |
False |
137 |
| 20 |
0.7230 |
0.6827 |
0.0403 |
5.7% |
0.0101 |
1.4% |
71% |
False |
False |
186 |
| 40 |
0.7574 |
0.6827 |
0.0747 |
10.5% |
0.0080 |
1.1% |
38% |
False |
False |
208 |
| 60 |
0.7666 |
0.6827 |
0.0839 |
11.8% |
0.0060 |
0.8% |
34% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7770 |
|
2.618 |
0.7559 |
|
1.618 |
0.7430 |
|
1.000 |
0.7350 |
|
0.618 |
0.7300 |
|
HIGH |
0.7220 |
|
0.618 |
0.7171 |
|
0.500 |
0.7155 |
|
0.382 |
0.7140 |
|
LOW |
0.7091 |
|
0.618 |
0.7010 |
|
1.000 |
0.6961 |
|
1.618 |
0.6881 |
|
2.618 |
0.6751 |
|
4.250 |
0.6540 |
|
|
| Fisher Pivots for day following 15-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7155 |
0.7160 |
| PP |
0.7141 |
0.7144 |
| S1 |
0.7126 |
0.7128 |
|