CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 04-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2020 |
04-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7170 |
0.7095 |
-0.0075 |
-1.0% |
0.7104 |
| High |
0.7170 |
0.7117 |
-0.0053 |
-0.7% |
0.7222 |
| Low |
0.7090 |
0.7068 |
-0.0022 |
-0.3% |
0.7089 |
| Close |
0.7106 |
0.7105 |
-0.0001 |
0.0% |
0.7106 |
| Range |
0.0081 |
0.0049 |
-0.0032 |
-39.1% |
0.0133 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
154 |
83 |
-71 |
-46.1% |
698 |
|
| Daily Pivots for day following 04-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7244 |
0.7223 |
0.7131 |
|
| R3 |
0.7195 |
0.7174 |
0.7118 |
|
| R2 |
0.7146 |
0.7146 |
0.7113 |
|
| R1 |
0.7125 |
0.7125 |
0.7109 |
0.7135 |
| PP |
0.7097 |
0.7097 |
0.7097 |
0.7102 |
| S1 |
0.7076 |
0.7076 |
0.7100 |
0.7086 |
| S2 |
0.7048 |
0.7048 |
0.7096 |
|
| S3 |
0.6999 |
0.7027 |
0.7091 |
|
| S4 |
0.6950 |
0.6978 |
0.7078 |
|
|
| Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7538 |
0.7455 |
0.7179 |
|
| R3 |
0.7405 |
0.7322 |
0.7142 |
|
| R2 |
0.7272 |
0.7272 |
0.7130 |
|
| R1 |
0.7189 |
0.7189 |
0.7118 |
0.7230 |
| PP |
0.7139 |
0.7139 |
0.7139 |
0.7160 |
| S1 |
0.7056 |
0.7056 |
0.7093 |
0.7097 |
| S2 |
0.7006 |
0.7006 |
0.7081 |
|
| S3 |
0.6873 |
0.6923 |
0.7069 |
|
| S4 |
0.6740 |
0.6790 |
0.7032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7222 |
0.7068 |
0.0154 |
2.2% |
0.0063 |
0.9% |
24% |
False |
True |
154 |
| 10 |
0.7222 |
0.7018 |
0.0204 |
2.9% |
0.0063 |
0.9% |
42% |
False |
False |
112 |
| 20 |
0.7230 |
0.7018 |
0.0212 |
3.0% |
0.0066 |
0.9% |
41% |
False |
False |
137 |
| 40 |
0.7397 |
0.6827 |
0.0570 |
8.0% |
0.0090 |
1.3% |
49% |
False |
False |
184 |
| 60 |
0.7574 |
0.6827 |
0.0747 |
10.5% |
0.0069 |
1.0% |
37% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7325 |
|
2.618 |
0.7245 |
|
1.618 |
0.7196 |
|
1.000 |
0.7166 |
|
0.618 |
0.7147 |
|
HIGH |
0.7117 |
|
0.618 |
0.7098 |
|
0.500 |
0.7093 |
|
0.382 |
0.7087 |
|
LOW |
0.7068 |
|
0.618 |
0.7038 |
|
1.000 |
0.7019 |
|
1.618 |
0.6989 |
|
2.618 |
0.6940 |
|
4.250 |
0.6860 |
|
|
| Fisher Pivots for day following 04-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7101 |
0.7145 |
| PP |
0.7097 |
0.7132 |
| S1 |
0.7093 |
0.7118 |
|