CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 21-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2020 |
21-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7184 |
0.7192 |
0.0008 |
0.1% |
0.7180 |
| High |
0.7212 |
0.7197 |
-0.0016 |
-0.2% |
0.7195 |
| Low |
0.7166 |
0.7160 |
-0.0006 |
-0.1% |
0.7074 |
| Close |
0.7200 |
0.7171 |
-0.0029 |
-0.4% |
0.7091 |
| Range |
0.0047 |
0.0037 |
-0.0010 |
-20.4% |
0.0121 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
534 |
572 |
38 |
7.1% |
685 |
|
| Daily Pivots for day following 21-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7287 |
0.7266 |
0.7191 |
|
| R3 |
0.7250 |
0.7229 |
0.7181 |
|
| R2 |
0.7213 |
0.7213 |
0.7178 |
|
| R1 |
0.7192 |
0.7192 |
0.7174 |
0.7184 |
| PP |
0.7176 |
0.7176 |
0.7176 |
0.7172 |
| S1 |
0.7155 |
0.7155 |
0.7168 |
0.7147 |
| S2 |
0.7139 |
0.7139 |
0.7164 |
|
| S3 |
0.7102 |
0.7118 |
0.7161 |
|
| S4 |
0.7065 |
0.7081 |
0.7151 |
|
|
| 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 |
0.7086 |
0.0128 |
1.8% |
0.0054 |
0.8% |
67% |
False |
False |
348 |
| 10 |
0.7214 |
0.7074 |
0.0140 |
1.9% |
0.0053 |
0.7% |
70% |
False |
False |
237 |
| 20 |
0.7222 |
0.7057 |
0.0165 |
2.3% |
0.0058 |
0.8% |
69% |
False |
False |
181 |
| 40 |
0.7230 |
0.6980 |
0.0250 |
3.5% |
0.0069 |
1.0% |
76% |
False |
False |
153 |
| 60 |
0.7502 |
0.6827 |
0.0675 |
9.4% |
0.0077 |
1.1% |
51% |
False |
False |
206 |
| 80 |
0.7603 |
0.6827 |
0.0776 |
10.8% |
0.0063 |
0.9% |
44% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7354 |
|
2.618 |
0.7293 |
|
1.618 |
0.7256 |
|
1.000 |
0.7234 |
|
0.618 |
0.7219 |
|
HIGH |
0.7197 |
|
0.618 |
0.7182 |
|
0.500 |
0.7178 |
|
0.382 |
0.7174 |
|
LOW |
0.7160 |
|
0.618 |
0.7137 |
|
1.000 |
0.7123 |
|
1.618 |
0.7100 |
|
2.618 |
0.7063 |
|
4.250 |
0.7002 |
|
|
| Fisher Pivots for day following 21-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7178 |
0.7187 |
| PP |
0.7176 |
0.7181 |
| S1 |
0.7173 |
0.7176 |
|