CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 20-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2020 |
20-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7136 |
0.7146 |
0.0010 |
0.1% |
0.7166 |
| High |
0.7151 |
0.7146 |
-0.0005 |
-0.1% |
0.7230 |
| Low |
0.7093 |
0.7076 |
-0.0017 |
-0.2% |
0.7064 |
| Close |
0.7140 |
0.7084 |
-0.0056 |
-0.8% |
0.7140 |
| Range |
0.0058 |
0.0070 |
0.0012 |
19.8% |
0.0167 |
| ATR |
0.0085 |
0.0083 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
46 |
48 |
2 |
4.3% |
734 |
|
| Daily Pivots for day following 20-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7310 |
0.7267 |
0.7122 |
|
| R3 |
0.7241 |
0.7197 |
0.7103 |
|
| R2 |
0.7171 |
0.7171 |
0.7097 |
|
| R1 |
0.7128 |
0.7128 |
0.7090 |
0.7115 |
| PP |
0.7102 |
0.7102 |
0.7102 |
0.7095 |
| S1 |
0.7058 |
0.7058 |
0.7078 |
0.7045 |
| S2 |
0.7032 |
0.7032 |
0.7071 |
|
| S3 |
0.6963 |
0.6989 |
0.7065 |
|
| S4 |
0.6893 |
0.6919 |
0.7046 |
|
|
| 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 |
0.7226 |
0.7064 |
0.0163 |
2.3% |
0.0069 |
1.0% |
13% |
False |
False |
130 |
| 10 |
0.7230 |
0.7025 |
0.0206 |
2.9% |
0.0070 |
1.0% |
29% |
False |
False |
161 |
| 20 |
0.7230 |
0.6878 |
0.0353 |
5.0% |
0.0084 |
1.2% |
59% |
False |
False |
149 |
| 40 |
0.7541 |
0.6827 |
0.0714 |
10.1% |
0.0083 |
1.2% |
36% |
False |
False |
216 |
| 60 |
0.7624 |
0.6827 |
0.0797 |
11.2% |
0.0062 |
0.9% |
32% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7441 |
|
2.618 |
0.7327 |
|
1.618 |
0.7258 |
|
1.000 |
0.7215 |
|
0.618 |
0.7188 |
|
HIGH |
0.7146 |
|
0.618 |
0.7119 |
|
0.500 |
0.7111 |
|
0.382 |
0.7103 |
|
LOW |
0.7076 |
|
0.618 |
0.7033 |
|
1.000 |
0.7007 |
|
1.618 |
0.6964 |
|
2.618 |
0.6894 |
|
4.250 |
0.6781 |
|
|
| Fisher Pivots for day following 20-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7111 |
0.7107 |
| PP |
0.7102 |
0.7099 |
| S1 |
0.7093 |
0.7092 |
|