CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 28-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2020 |
28-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7104 |
0.7134 |
0.0030 |
0.4% |
0.7146 |
| High |
0.7129 |
0.7179 |
0.0050 |
0.7% |
0.7146 |
| Low |
0.7089 |
0.7111 |
0.0022 |
0.3% |
0.7018 |
| Close |
0.7127 |
0.7154 |
0.0027 |
0.4% |
0.7095 |
| Range |
0.0040 |
0.0069 |
0.0029 |
71.3% |
0.0128 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
10 |
144 |
134 |
1,340.0% |
389 |
|
| Daily Pivots for day following 28-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7353 |
0.7322 |
0.7192 |
|
| R3 |
0.7285 |
0.7254 |
0.7173 |
|
| R2 |
0.7216 |
0.7216 |
0.7167 |
|
| R1 |
0.7185 |
0.7185 |
0.7160 |
0.7201 |
| PP |
0.7148 |
0.7148 |
0.7148 |
0.7156 |
| S1 |
0.7117 |
0.7117 |
0.7148 |
0.7132 |
| S2 |
0.7079 |
0.7079 |
0.7141 |
|
| S3 |
0.7011 |
0.7048 |
0.7135 |
|
| S4 |
0.6942 |
0.6980 |
0.7116 |
|
|
| Weekly Pivots for week ending 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7469 |
0.7409 |
0.7165 |
|
| R3 |
0.7341 |
0.7282 |
0.7130 |
|
| R2 |
0.7214 |
0.7214 |
0.7118 |
|
| R1 |
0.7154 |
0.7154 |
0.7107 |
0.7120 |
| PP |
0.7086 |
0.7086 |
0.7086 |
0.7069 |
| S1 |
0.7027 |
0.7027 |
0.7083 |
0.6993 |
| S2 |
0.6959 |
0.6959 |
0.7072 |
|
| S3 |
0.6831 |
0.6899 |
0.7060 |
|
| S4 |
0.6704 |
0.6772 |
0.7025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7179 |
0.7032 |
0.0147 |
2.1% |
0.0061 |
0.9% |
83% |
True |
False |
73 |
| 10 |
0.7220 |
0.7018 |
0.0202 |
2.8% |
0.0069 |
1.0% |
67% |
False |
False |
103 |
| 20 |
0.7230 |
0.6980 |
0.0250 |
3.5% |
0.0075 |
1.0% |
70% |
False |
False |
118 |
| 40 |
0.7502 |
0.6827 |
0.0675 |
9.4% |
0.0088 |
1.2% |
48% |
False |
False |
200 |
| 60 |
0.7574 |
0.6827 |
0.0747 |
10.4% |
0.0066 |
0.9% |
44% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7470 |
|
2.618 |
0.7358 |
|
1.618 |
0.7290 |
|
1.000 |
0.7248 |
|
0.618 |
0.7221 |
|
HIGH |
0.7179 |
|
0.618 |
0.7153 |
|
0.500 |
0.7145 |
|
0.382 |
0.7137 |
|
LOW |
0.7111 |
|
0.618 |
0.7068 |
|
1.000 |
0.7042 |
|
1.618 |
0.7000 |
|
2.618 |
0.6931 |
|
4.250 |
0.6819 |
|
|
| Fisher Pivots for day following 28-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7151 |
0.7147 |
| PP |
0.7148 |
0.7141 |
| S1 |
0.7145 |
0.7134 |
|