CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 14-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2020 |
14-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7105 |
0.7089 |
-0.0017 |
-0.2% |
0.7095 |
| High |
0.7141 |
0.7128 |
-0.0013 |
-0.2% |
0.7190 |
| Low |
0.7087 |
0.7074 |
-0.0013 |
-0.2% |
0.7057 |
| Close |
0.7091 |
0.7108 |
0.0017 |
0.2% |
0.7179 |
| Range |
0.0054 |
0.0054 |
0.0000 |
0.0% |
0.0133 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
200 |
153 |
-47 |
-23.5% |
638 |
|
| Daily Pivots for day following 14-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7264 |
0.7239 |
0.7137 |
|
| R3 |
0.7210 |
0.7186 |
0.7122 |
|
| R2 |
0.7157 |
0.7157 |
0.7117 |
|
| R1 |
0.7132 |
0.7132 |
0.7112 |
0.7144 |
| PP |
0.7103 |
0.7103 |
0.7103 |
0.7109 |
| S1 |
0.7079 |
0.7079 |
0.7103 |
0.7091 |
| S2 |
0.7050 |
0.7050 |
0.7098 |
|
| S3 |
0.6996 |
0.7025 |
0.7093 |
|
| S4 |
0.6943 |
0.6972 |
0.7078 |
|
|
| 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 |
0.7074 |
0.0121 |
1.7% |
0.0052 |
0.7% |
28% |
False |
True |
126 |
| 10 |
0.7195 |
0.7057 |
0.0138 |
1.9% |
0.0061 |
0.9% |
37% |
False |
False |
126 |
| 20 |
0.7222 |
0.7018 |
0.0204 |
2.9% |
0.0062 |
0.9% |
44% |
False |
False |
112 |
| 40 |
0.7230 |
0.6827 |
0.0403 |
5.7% |
0.0077 |
1.1% |
70% |
False |
False |
145 |
| 60 |
0.7574 |
0.6827 |
0.0747 |
10.5% |
0.0074 |
1.0% |
38% |
False |
False |
181 |
| 80 |
0.7666 |
0.6827 |
0.0839 |
11.8% |
0.0061 |
0.9% |
33% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7355 |
|
2.618 |
0.7268 |
|
1.618 |
0.7214 |
|
1.000 |
0.7181 |
|
0.618 |
0.7161 |
|
HIGH |
0.7128 |
|
0.618 |
0.7107 |
|
0.500 |
0.7101 |
|
0.382 |
0.7094 |
|
LOW |
0.7074 |
|
0.618 |
0.7041 |
|
1.000 |
0.7021 |
|
1.618 |
0.6987 |
|
2.618 |
0.6934 |
|
4.250 |
0.6847 |
|
|
| Fisher Pivots for day following 14-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7105 |
0.7116 |
| PP |
0.7103 |
0.7113 |
| S1 |
0.7101 |
0.7110 |
|