CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 01-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2020 |
01-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7211 |
0.7170 |
-0.0041 |
-0.6% |
0.7104 |
| High |
0.7222 |
0.7170 |
-0.0052 |
-0.7% |
0.7222 |
| Low |
0.7167 |
0.7090 |
-0.0078 |
-1.1% |
0.7089 |
| Close |
0.7184 |
0.7106 |
-0.0079 |
-1.1% |
0.7106 |
| Range |
0.0055 |
0.0081 |
0.0026 |
46.4% |
0.0133 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
2.0% |
0.0000 |
| Volume |
257 |
154 |
-103 |
-40.1% |
698 |
|
| Daily Pivots for day following 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7363 |
0.7315 |
0.7150 |
|
| R3 |
0.7283 |
0.7234 |
0.7128 |
|
| R2 |
0.7202 |
0.7202 |
0.7120 |
|
| R1 |
0.7154 |
0.7154 |
0.7113 |
0.7138 |
| PP |
0.7122 |
0.7122 |
0.7122 |
0.7114 |
| S1 |
0.7073 |
0.7073 |
0.7098 |
0.7057 |
| S2 |
0.7041 |
0.7041 |
0.7091 |
|
| S3 |
0.6961 |
0.6993 |
0.7083 |
|
| S4 |
0.6880 |
0.6912 |
0.7061 |
|
|
| Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7538 |
0.7455 |
0.7179 |
|
| R3 |
0.7405 |
0.7322 |
0.7142 |
|
| R2 |
0.7272 |
0.7272 |
0.7130 |
|
| R1 |
0.7189 |
0.7189 |
0.7118 |
0.7230 |
| PP |
0.7139 |
0.7139 |
0.7139 |
0.7160 |
| S1 |
0.7056 |
0.7056 |
0.7093 |
0.7097 |
| S2 |
0.7006 |
0.7006 |
0.7081 |
|
| S3 |
0.6873 |
0.6923 |
0.7069 |
|
| S4 |
0.6740 |
0.6790 |
0.7032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7222 |
0.7089 |
0.0133 |
1.9% |
0.0061 |
0.9% |
12% |
False |
False |
139 |
| 10 |
0.7222 |
0.7018 |
0.0204 |
2.9% |
0.0065 |
0.9% |
43% |
False |
False |
108 |
| 20 |
0.7230 |
0.7018 |
0.0212 |
3.0% |
0.0067 |
0.9% |
41% |
False |
False |
135 |
| 40 |
0.7468 |
0.6827 |
0.0641 |
9.0% |
0.0090 |
1.3% |
43% |
False |
False |
184 |
| 60 |
0.7574 |
0.6827 |
0.0747 |
10.5% |
0.0068 |
1.0% |
37% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7512 |
|
2.618 |
0.7381 |
|
1.618 |
0.7300 |
|
1.000 |
0.7251 |
|
0.618 |
0.7220 |
|
HIGH |
0.7170 |
|
0.618 |
0.7139 |
|
0.500 |
0.7130 |
|
0.382 |
0.7120 |
|
LOW |
0.7090 |
|
0.618 |
0.7040 |
|
1.000 |
0.7009 |
|
1.618 |
0.6959 |
|
2.618 |
0.6879 |
|
4.250 |
0.6747 |
|
|
| Fisher Pivots for day following 01-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7130 |
0.7156 |
| PP |
0.7122 |
0.7139 |
| S1 |
0.7114 |
0.7122 |
|