CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 12-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2020 |
12-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7169 |
0.7159 |
-0.0010 |
-0.1% |
0.7090 |
| High |
0.7192 |
0.7159 |
-0.0033 |
-0.5% |
0.7189 |
| Low |
0.7126 |
0.7108 |
-0.0018 |
-0.3% |
0.7062 |
| Close |
0.7134 |
0.7126 |
-0.0009 |
-0.1% |
0.7180 |
| Range |
0.0066 |
0.0051 |
-0.0015 |
-22.7% |
0.0127 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
39 |
16 |
-23 |
-59.0% |
76 |
|
| Daily Pivots for day following 12-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7284 |
0.7256 |
0.7154 |
|
| R3 |
0.7233 |
0.7205 |
0.7140 |
|
| R2 |
0.7182 |
0.7182 |
0.7135 |
|
| R1 |
0.7154 |
0.7154 |
0.7130 |
0.7142 |
| PP |
0.7131 |
0.7131 |
0.7131 |
0.7125 |
| S1 |
0.7103 |
0.7103 |
0.7121 |
0.7091 |
| S2 |
0.7080 |
0.7080 |
0.7116 |
|
| S3 |
0.7029 |
0.7052 |
0.7111 |
|
| S4 |
0.6978 |
0.7001 |
0.7097 |
|
|
| Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7523 |
0.7478 |
0.7249 |
|
| R3 |
0.7396 |
0.7351 |
0.7214 |
|
| R2 |
0.7270 |
0.7270 |
0.7203 |
|
| R1 |
0.7225 |
0.7225 |
0.7191 |
0.7247 |
| PP |
0.7143 |
0.7143 |
0.7143 |
0.7155 |
| S1 |
0.7098 |
0.7098 |
0.7168 |
0.7121 |
| S2 |
0.7017 |
0.7017 |
0.7156 |
|
| S3 |
0.6890 |
0.6972 |
0.7145 |
|
| S4 |
0.6764 |
0.6845 |
0.7110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7192 |
0.7062 |
0.0130 |
1.8% |
0.0056 |
0.8% |
49% |
False |
False |
23 |
| 10 |
0.7222 |
0.7062 |
0.0160 |
2.2% |
0.0051 |
0.7% |
40% |
False |
False |
23 |
| 20 |
0.7223 |
0.7024 |
0.0199 |
2.8% |
0.0057 |
0.8% |
51% |
False |
False |
26 |
| 40 |
0.7230 |
0.6835 |
0.0395 |
5.5% |
0.0079 |
1.1% |
74% |
False |
False |
75 |
| 60 |
0.7574 |
0.6835 |
0.0739 |
10.4% |
0.0065 |
0.9% |
39% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7376 |
|
2.618 |
0.7293 |
|
1.618 |
0.7242 |
|
1.000 |
0.7210 |
|
0.618 |
0.7191 |
|
HIGH |
0.7159 |
|
0.618 |
0.7140 |
|
0.500 |
0.7134 |
|
0.382 |
0.7127 |
|
LOW |
0.7108 |
|
0.618 |
0.7076 |
|
1.000 |
0.7057 |
|
1.618 |
0.7025 |
|
2.618 |
0.6974 |
|
4.250 |
0.6891 |
|
|
| Fisher Pivots for day following 12-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7134 |
0.7150 |
| PP |
0.7131 |
0.7142 |
| S1 |
0.7128 |
0.7134 |
|