CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 26-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2020 |
26-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7168 |
0.7145 |
-0.0024 |
-0.3% |
0.7090 |
| High |
0.7173 |
0.7269 |
0.0096 |
1.3% |
0.7214 |
| Low |
0.7119 |
0.7140 |
0.0021 |
0.3% |
0.7090 |
| Close |
0.7137 |
0.7269 |
0.0132 |
1.8% |
0.7137 |
| Range |
0.0054 |
0.0129 |
0.0075 |
138.9% |
0.0124 |
| ATR |
0.0063 |
0.0068 |
0.0005 |
7.9% |
0.0000 |
| Volume |
309 |
2,532 |
2,223 |
719.4% |
1,845 |
|
| Daily Pivots for day following 26-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7613 |
0.7570 |
0.7339 |
|
| R3 |
0.7484 |
0.7441 |
0.7304 |
|
| R2 |
0.7355 |
0.7355 |
0.7292 |
|
| R1 |
0.7312 |
0.7312 |
0.7280 |
0.7333 |
| PP |
0.7226 |
0.7226 |
0.7226 |
0.7237 |
| S1 |
0.7183 |
0.7183 |
0.7257 |
0.7204 |
| S2 |
0.7097 |
0.7097 |
0.7245 |
|
| S3 |
0.6968 |
0.7054 |
0.7233 |
|
| S4 |
0.6839 |
0.6925 |
0.7198 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7519 |
0.7452 |
0.7205 |
|
| R3 |
0.7395 |
0.7328 |
0.7171 |
|
| R2 |
0.7271 |
0.7271 |
0.7159 |
|
| R1 |
0.7204 |
0.7204 |
0.7148 |
0.7237 |
| PP |
0.7147 |
0.7147 |
0.7147 |
0.7163 |
| S1 |
0.7080 |
0.7080 |
0.7125 |
0.7113 |
| S2 |
0.7023 |
0.7023 |
0.7114 |
|
| S3 |
0.6899 |
0.6956 |
0.7102 |
|
| S4 |
0.6775 |
0.6832 |
0.7068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7269 |
0.7119 |
0.0150 |
2.1% |
0.0064 |
0.9% |
100% |
True |
False |
846 |
| 10 |
0.7269 |
0.7074 |
0.0195 |
2.7% |
0.0061 |
0.8% |
100% |
True |
False |
499 |
| 20 |
0.7269 |
0.7057 |
0.0212 |
2.9% |
0.0062 |
0.9% |
100% |
True |
False |
319 |
| 40 |
0.7269 |
0.6980 |
0.0289 |
4.0% |
0.0068 |
0.9% |
100% |
True |
False |
217 |
| 60 |
0.7502 |
0.6827 |
0.0675 |
9.3% |
0.0079 |
1.1% |
65% |
False |
False |
242 |
| 80 |
0.7576 |
0.6827 |
0.0749 |
10.3% |
0.0064 |
0.9% |
59% |
False |
False |
202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7817 |
|
2.618 |
0.7607 |
|
1.618 |
0.7478 |
|
1.000 |
0.7398 |
|
0.618 |
0.7349 |
|
HIGH |
0.7269 |
|
0.618 |
0.7220 |
|
0.500 |
0.7205 |
|
0.382 |
0.7189 |
|
LOW |
0.7140 |
|
0.618 |
0.7060 |
|
1.000 |
0.7011 |
|
1.618 |
0.6931 |
|
2.618 |
0.6802 |
|
4.250 |
0.6592 |
|
|
| Fisher Pivots for day following 26-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7247 |
0.7244 |
| PP |
0.7226 |
0.7219 |
| S1 |
0.7205 |
0.7194 |
|