CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 19-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2020 |
19-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7090 |
0.7175 |
0.0085 |
1.2% |
0.7180 |
| High |
0.7176 |
0.7214 |
0.0038 |
0.5% |
0.7195 |
| Low |
0.7090 |
0.7162 |
0.0072 |
1.0% |
0.7074 |
| Close |
0.7164 |
0.7203 |
0.0039 |
0.5% |
0.7091 |
| Range |
0.0087 |
0.0052 |
-0.0035 |
-39.9% |
0.0121 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
143 |
287 |
144 |
100.7% |
685 |
|
| Daily Pivots for day following 19-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7349 |
0.7328 |
0.7231 |
|
| R3 |
0.7297 |
0.7276 |
0.7217 |
|
| R2 |
0.7245 |
0.7245 |
0.7212 |
|
| R1 |
0.7224 |
0.7224 |
0.7207 |
0.7234 |
| PP |
0.7193 |
0.7193 |
0.7193 |
0.7198 |
| S1 |
0.7172 |
0.7172 |
0.7198 |
0.7182 |
| S2 |
0.7141 |
0.7141 |
0.7193 |
|
| S3 |
0.7089 |
0.7120 |
0.7188 |
|
| S4 |
0.7037 |
0.7068 |
0.7174 |
|
|
| 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 |
0.7214 |
0.7074 |
0.0140 |
1.9% |
0.0059 |
0.8% |
92% |
True |
False |
198 |
| 10 |
0.7214 |
0.7057 |
0.0157 |
2.2% |
0.0062 |
0.9% |
93% |
True |
False |
161 |
| 20 |
0.7222 |
0.7032 |
0.0190 |
2.6% |
0.0061 |
0.8% |
90% |
False |
False |
133 |
| 40 |
0.7230 |
0.6893 |
0.0338 |
4.7% |
0.0072 |
1.0% |
92% |
False |
False |
136 |
| 60 |
0.7533 |
0.6827 |
0.0706 |
9.8% |
0.0076 |
1.1% |
53% |
False |
False |
189 |
| 80 |
0.7603 |
0.6827 |
0.0776 |
10.8% |
0.0062 |
0.9% |
48% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7435 |
|
2.618 |
0.7350 |
|
1.618 |
0.7298 |
|
1.000 |
0.7266 |
|
0.618 |
0.7246 |
|
HIGH |
0.7214 |
|
0.618 |
0.7194 |
|
0.500 |
0.7188 |
|
0.382 |
0.7181 |
|
LOW |
0.7162 |
|
0.618 |
0.7129 |
|
1.000 |
0.7110 |
|
1.618 |
0.7077 |
|
2.618 |
0.7025 |
|
4.250 |
0.6941 |
|
|
| Fisher Pivots for day following 19-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7198 |
0.7185 |
| PP |
0.7193 |
0.7167 |
| S1 |
0.7188 |
0.7150 |
|