CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 16-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2020 |
16-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7215 |
0.7096 |
-0.0119 |
-1.6% |
0.7026 |
| High |
0.7220 |
0.7120 |
-0.0100 |
-1.4% |
0.7188 |
| Low |
0.7091 |
0.7064 |
-0.0027 |
-0.4% |
0.7025 |
| Close |
0.7112 |
0.7094 |
-0.0018 |
-0.3% |
0.7173 |
| Range |
0.0130 |
0.0057 |
-0.0073 |
-56.4% |
0.0164 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
124 |
321 |
197 |
158.9% |
836 |
|
| Daily Pivots for day following 16-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7262 |
0.7235 |
0.7125 |
|
| R3 |
0.7206 |
0.7178 |
0.7110 |
|
| R2 |
0.7149 |
0.7149 |
0.7104 |
|
| R1 |
0.7122 |
0.7122 |
0.7099 |
0.7107 |
| PP |
0.7093 |
0.7093 |
0.7093 |
0.7085 |
| S1 |
0.7065 |
0.7065 |
0.7089 |
0.7051 |
| S2 |
0.7036 |
0.7036 |
0.7084 |
|
| S3 |
0.6980 |
0.7009 |
0.7078 |
|
| S4 |
0.6923 |
0.6952 |
0.7063 |
|
|
| 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 |
0.7064 |
0.0167 |
2.3% |
0.0071 |
1.0% |
18% |
False |
True |
172 |
| 10 |
0.7230 |
0.7006 |
0.0224 |
3.2% |
0.0073 |
1.0% |
39% |
False |
False |
164 |
| 20 |
0.7230 |
0.6827 |
0.0403 |
5.7% |
0.0093 |
1.3% |
66% |
False |
False |
179 |
| 40 |
0.7574 |
0.6827 |
0.0747 |
10.5% |
0.0081 |
1.1% |
36% |
False |
False |
215 |
| 60 |
0.7666 |
0.6827 |
0.0839 |
11.8% |
0.0061 |
0.9% |
32% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7360 |
|
2.618 |
0.7268 |
|
1.618 |
0.7211 |
|
1.000 |
0.7177 |
|
0.618 |
0.7155 |
|
HIGH |
0.7120 |
|
0.618 |
0.7098 |
|
0.500 |
0.7092 |
|
0.382 |
0.7085 |
|
LOW |
0.7064 |
|
0.618 |
0.7029 |
|
1.000 |
0.7007 |
|
1.618 |
0.6972 |
|
2.618 |
0.6916 |
|
4.250 |
0.6823 |
|
|
| Fisher Pivots for day following 16-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7093 |
0.7145 |
| PP |
0.7093 |
0.7128 |
| S1 |
0.7092 |
0.7111 |
|