CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 07-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2020 |
07-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7117 |
0.7060 |
-0.0057 |
-0.8% |
0.7104 |
| High |
0.7132 |
0.7168 |
0.0036 |
0.5% |
0.7222 |
| Low |
0.7066 |
0.7057 |
-0.0009 |
-0.1% |
0.7089 |
| Close |
0.7083 |
0.7148 |
0.0066 |
0.9% |
0.7106 |
| Range |
0.0066 |
0.0111 |
0.0045 |
67.4% |
0.0133 |
| ATR |
0.0071 |
0.0074 |
0.0003 |
4.0% |
0.0000 |
| Volume |
121 |
219 |
98 |
81.0% |
698 |
|
| Daily Pivots for day following 07-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7456 |
0.7412 |
0.7209 |
|
| R3 |
0.7345 |
0.7302 |
0.7178 |
|
| R2 |
0.7235 |
0.7235 |
0.7168 |
|
| R1 |
0.7191 |
0.7191 |
0.7158 |
0.7213 |
| PP |
0.7124 |
0.7124 |
0.7124 |
0.7135 |
| S1 |
0.7081 |
0.7081 |
0.7138 |
0.7103 |
| S2 |
0.7014 |
0.7014 |
0.7128 |
|
| S3 |
0.6903 |
0.6970 |
0.7118 |
|
| S4 |
0.6793 |
0.6860 |
0.7087 |
|
|
| 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 |
0.7170 |
0.7057 |
0.0113 |
1.6% |
0.0070 |
1.0% |
81% |
False |
True |
127 |
| 10 |
0.7222 |
0.7057 |
0.0165 |
2.3% |
0.0062 |
0.9% |
55% |
False |
True |
124 |
| 20 |
0.7230 |
0.7018 |
0.0212 |
3.0% |
0.0066 |
0.9% |
61% |
False |
False |
123 |
| 40 |
0.7288 |
0.6827 |
0.0461 |
6.4% |
0.0089 |
1.2% |
70% |
False |
False |
167 |
| 60 |
0.7574 |
0.6827 |
0.0747 |
10.5% |
0.0071 |
1.0% |
43% |
False |
False |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7637 |
|
2.618 |
0.7457 |
|
1.618 |
0.7346 |
|
1.000 |
0.7278 |
|
0.618 |
0.7236 |
|
HIGH |
0.7168 |
|
0.618 |
0.7125 |
|
0.500 |
0.7112 |
|
0.382 |
0.7099 |
|
LOW |
0.7057 |
|
0.618 |
0.6989 |
|
1.000 |
0.6947 |
|
1.618 |
0.6878 |
|
2.618 |
0.6768 |
|
4.250 |
0.6587 |
|
|
| Fisher Pivots for day following 07-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7136 |
0.7136 |
| PP |
0.7124 |
0.7124 |
| S1 |
0.7112 |
0.7112 |
|