CME Canadian Dollar Future September 2020
Trading Metrics calculated at close of trading on 15-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2020 |
15-May-2020 |
Change |
Change % |
Previous Week |
Open |
0.7089 |
0.7122 |
0.0034 |
0.5% |
0.7180 |
High |
0.7128 |
0.7135 |
0.0007 |
0.1% |
0.7195 |
Low |
0.7074 |
0.7086 |
0.0012 |
0.2% |
0.7074 |
Close |
0.7108 |
0.7091 |
-0.0017 |
-0.2% |
0.7091 |
Range |
0.0054 |
0.0049 |
-0.0005 |
-9.3% |
0.0121 |
ATR |
0.0068 |
0.0066 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
153 |
208 |
55 |
35.9% |
685 |
|
Daily Pivots for day following 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7249 |
0.7218 |
0.7117 |
|
R3 |
0.7201 |
0.7170 |
0.7104 |
|
R2 |
0.7152 |
0.7152 |
0.7099 |
|
R1 |
0.7121 |
0.7121 |
0.7095 |
0.7113 |
PP |
0.7104 |
0.7104 |
0.7104 |
0.7099 |
S1 |
0.7073 |
0.7073 |
0.7086 |
0.7064 |
S2 |
0.7055 |
0.7055 |
0.7082 |
|
S3 |
0.7007 |
0.7024 |
0.7077 |
|
S4 |
0.6958 |
0.6976 |
0.7064 |
|
|
Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7483 |
0.7408 |
0.7157 |
|
R3 |
0.7362 |
0.7287 |
0.7124 |
|
R2 |
0.7241 |
0.7241 |
0.7113 |
|
R1 |
0.7166 |
0.7166 |
0.7102 |
0.7143 |
PP |
0.7120 |
0.7120 |
0.7120 |
0.7108 |
S1 |
0.7045 |
0.7045 |
0.7079 |
0.7022 |
S2 |
0.6999 |
0.6999 |
0.7068 |
|
S3 |
0.6878 |
0.6924 |
0.7057 |
|
S4 |
0.6757 |
0.6803 |
0.7024 |
|
|
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% |
0.0056 |
0.8% |
14% |
False |
False |
137 |
10 |
0.7195 |
0.7057 |
0.0138 |
1.9% |
0.0058 |
0.8% |
24% |
False |
False |
132 |
20 |
0.7222 |
0.7018 |
0.0204 |
2.9% |
0.0061 |
0.9% |
36% |
False |
False |
120 |
40 |
0.7230 |
0.6878 |
0.0353 |
5.0% |
0.0075 |
1.1% |
60% |
False |
False |
144 |
60 |
0.7574 |
0.6827 |
0.0747 |
10.5% |
0.0075 |
1.1% |
35% |
False |
False |
184 |
80 |
0.7624 |
0.6827 |
0.0797 |
11.2% |
0.0061 |
0.9% |
33% |
False |
False |
148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7341 |
2.618 |
0.7261 |
1.618 |
0.7213 |
1.000 |
0.7183 |
0.618 |
0.7164 |
HIGH |
0.7135 |
0.618 |
0.7116 |
0.500 |
0.7110 |
0.382 |
0.7105 |
LOW |
0.7086 |
0.618 |
0.7056 |
1.000 |
0.7038 |
1.618 |
0.7008 |
2.618 |
0.6959 |
4.250 |
0.6880 |
|
|
Fisher Pivots for day following 15-May-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7110 |
0.7107 |
PP |
0.7104 |
0.7102 |
S1 |
0.7097 |
0.7096 |
|