CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 06-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2020 |
06-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7101 |
0.7117 |
0.0016 |
0.2% |
0.7104 |
| High |
0.7139 |
0.7132 |
-0.0008 |
-0.1% |
0.7222 |
| Low |
0.7096 |
0.7066 |
-0.0031 |
-0.4% |
0.7089 |
| Close |
0.7132 |
0.7083 |
-0.0049 |
-0.7% |
0.7106 |
| Range |
0.0043 |
0.0066 |
0.0023 |
53.5% |
0.0133 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
60 |
121 |
61 |
101.7% |
698 |
|
| Daily Pivots for day following 06-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7291 |
0.7253 |
0.7119 |
|
| R3 |
0.7225 |
0.7187 |
0.7101 |
|
| R2 |
0.7159 |
0.7159 |
0.7095 |
|
| R1 |
0.7121 |
0.7121 |
0.7089 |
0.7107 |
| PP |
0.7093 |
0.7093 |
0.7093 |
0.7086 |
| S1 |
0.7055 |
0.7055 |
0.7076 |
0.7041 |
| S2 |
0.7027 |
0.7027 |
0.7070 |
|
| S3 |
0.6961 |
0.6989 |
0.7064 |
|
| S4 |
0.6895 |
0.6923 |
0.7046 |
|
|
| 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 |
0.7066 |
0.0157 |
2.2% |
0.0059 |
0.8% |
11% |
False |
True |
135 |
| 10 |
0.7222 |
0.7050 |
0.0173 |
2.4% |
0.0061 |
0.9% |
19% |
False |
False |
112 |
| 20 |
0.7230 |
0.7018 |
0.0212 |
3.0% |
0.0063 |
0.9% |
30% |
False |
False |
116 |
| 40 |
0.7304 |
0.6827 |
0.0477 |
6.7% |
0.0088 |
1.2% |
54% |
False |
False |
180 |
| 60 |
0.7574 |
0.6827 |
0.0747 |
10.5% |
0.0070 |
1.0% |
34% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7412 |
|
2.618 |
0.7304 |
|
1.618 |
0.7238 |
|
1.000 |
0.7198 |
|
0.618 |
0.7172 |
|
HIGH |
0.7132 |
|
0.618 |
0.7106 |
|
0.500 |
0.7099 |
|
0.382 |
0.7091 |
|
LOW |
0.7066 |
|
0.618 |
0.7025 |
|
1.000 |
0.7000 |
|
1.618 |
0.6959 |
|
2.618 |
0.6893 |
|
4.250 |
0.6785 |
|
|
| Fisher Pivots for day following 06-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7099 |
0.7102 |
| PP |
0.7093 |
0.7096 |
| S1 |
0.7088 |
0.7089 |
|