CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 12-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2020 |
12-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7180 |
0.7129 |
-0.0051 |
-0.7% |
0.7095 |
| High |
0.7195 |
0.7158 |
-0.0038 |
-0.5% |
0.7190 |
| Low |
0.7123 |
0.7105 |
-0.0019 |
-0.3% |
0.7057 |
| Close |
0.7133 |
0.7124 |
-0.0009 |
-0.1% |
0.7179 |
| Range |
0.0072 |
0.0053 |
-0.0019 |
-26.4% |
0.0133 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
65 |
59 |
-6 |
-9.2% |
638 |
|
| Daily Pivots for day following 12-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7288 |
0.7259 |
0.7153 |
|
| R3 |
0.7235 |
0.7206 |
0.7139 |
|
| R2 |
0.7182 |
0.7182 |
0.7134 |
|
| R1 |
0.7153 |
0.7153 |
0.7129 |
0.7141 |
| PP |
0.7129 |
0.7129 |
0.7129 |
0.7123 |
| S1 |
0.7100 |
0.7100 |
0.7119 |
0.7088 |
| S2 |
0.7076 |
0.7076 |
0.7114 |
|
| S3 |
0.7023 |
0.7047 |
0.7109 |
|
| S4 |
0.6970 |
0.6994 |
0.7095 |
|
|
| Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7541 |
0.7493 |
0.7252 |
|
| R3 |
0.7408 |
0.7360 |
0.7215 |
|
| R2 |
0.7275 |
0.7275 |
0.7203 |
|
| R1 |
0.7227 |
0.7227 |
0.7191 |
0.7251 |
| PP |
0.7142 |
0.7142 |
0.7142 |
0.7154 |
| S1 |
0.7094 |
0.7094 |
0.7166 |
0.7118 |
| S2 |
0.7009 |
0.7009 |
0.7154 |
|
| S3 |
0.6876 |
0.6961 |
0.7142 |
|
| S4 |
0.6743 |
0.6828 |
0.7105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7195 |
0.7057 |
0.0138 |
1.9% |
0.0066 |
0.9% |
49% |
False |
False |
123 |
| 10 |
0.7222 |
0.7057 |
0.0165 |
2.3% |
0.0062 |
0.9% |
41% |
False |
False |
130 |
| 20 |
0.7222 |
0.7018 |
0.0204 |
2.9% |
0.0066 |
0.9% |
52% |
False |
False |
117 |
| 40 |
0.7230 |
0.6827 |
0.0403 |
5.7% |
0.0084 |
1.2% |
74% |
False |
False |
157 |
| 60 |
0.7574 |
0.6827 |
0.0747 |
10.5% |
0.0073 |
1.0% |
40% |
False |
False |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7383 |
|
2.618 |
0.7296 |
|
1.618 |
0.7243 |
|
1.000 |
0.7211 |
|
0.618 |
0.7190 |
|
HIGH |
0.7158 |
|
0.618 |
0.7137 |
|
0.500 |
0.7131 |
|
0.382 |
0.7125 |
|
LOW |
0.7105 |
|
0.618 |
0.7072 |
|
1.000 |
0.7052 |
|
1.618 |
0.7019 |
|
2.618 |
0.6966 |
|
4.250 |
0.6879 |
|
|
| Fisher Pivots for day following 12-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7131 |
0.7150 |
| PP |
0.7129 |
0.7141 |
| S1 |
0.7126 |
0.7133 |
|