CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 22-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2020 |
22-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7060 |
0.7049 |
-0.0011 |
-0.2% |
0.7166 |
| High |
0.7093 |
0.7090 |
-0.0004 |
0.0% |
0.7230 |
| Low |
0.7018 |
0.7032 |
0.0014 |
0.2% |
0.7064 |
| Close |
0.7049 |
0.7056 |
0.0007 |
0.1% |
0.7140 |
| Range |
0.0075 |
0.0058 |
-0.0018 |
-23.3% |
0.0167 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
130 |
45 |
-85 |
-65.4% |
734 |
|
| Daily Pivots for day following 22-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7232 |
0.7201 |
0.7087 |
|
| R3 |
0.7174 |
0.7144 |
0.7071 |
|
| R2 |
0.7117 |
0.7117 |
0.7066 |
|
| R1 |
0.7086 |
0.7086 |
0.7061 |
0.7101 |
| PP |
0.7059 |
0.7059 |
0.7059 |
0.7067 |
| S1 |
0.7029 |
0.7029 |
0.7050 |
0.7044 |
| S2 |
0.7002 |
0.7002 |
0.7045 |
|
| S3 |
0.6944 |
0.6971 |
0.7040 |
|
| S4 |
0.6887 |
0.6914 |
0.7024 |
|
|
| Weekly Pivots for week ending 17-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7644 |
0.7558 |
0.7231 |
|
| R3 |
0.7477 |
0.7392 |
0.7185 |
|
| R2 |
0.7311 |
0.7311 |
0.7170 |
|
| R1 |
0.7225 |
0.7225 |
0.7155 |
0.7185 |
| PP |
0.7144 |
0.7144 |
0.7144 |
0.7124 |
| S1 |
0.7059 |
0.7059 |
0.7124 |
0.7018 |
| S2 |
0.6978 |
0.6978 |
0.7109 |
|
| S3 |
0.6811 |
0.6892 |
0.7094 |
|
| S4 |
0.6645 |
0.6726 |
0.7048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7151 |
0.7018 |
0.0133 |
1.9% |
0.0063 |
0.9% |
28% |
False |
False |
118 |
| 10 |
0.7230 |
0.7018 |
0.0212 |
3.0% |
0.0066 |
0.9% |
18% |
False |
False |
121 |
| 20 |
0.7230 |
0.6943 |
0.0288 |
4.1% |
0.0082 |
1.2% |
39% |
False |
False |
131 |
| 40 |
0.7529 |
0.6827 |
0.0702 |
9.9% |
0.0085 |
1.2% |
33% |
False |
False |
216 |
| 60 |
0.7603 |
0.6827 |
0.0776 |
11.0% |
0.0063 |
0.9% |
29% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7334 |
|
2.618 |
0.7240 |
|
1.618 |
0.7183 |
|
1.000 |
0.7147 |
|
0.618 |
0.7125 |
|
HIGH |
0.7090 |
|
0.618 |
0.7068 |
|
0.500 |
0.7061 |
|
0.382 |
0.7054 |
|
LOW |
0.7032 |
|
0.618 |
0.6996 |
|
1.000 |
0.6975 |
|
1.618 |
0.6939 |
|
2.618 |
0.6881 |
|
4.250 |
0.6788 |
|
|
| Fisher Pivots for day following 22-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7061 |
0.7082 |
| PP |
0.7059 |
0.7073 |
| S1 |
0.7057 |
0.7064 |
|