CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 08-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2020 |
08-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7060 |
0.7179 |
0.0119 |
1.7% |
0.7095 |
| High |
0.7168 |
0.7190 |
0.0023 |
0.3% |
0.7190 |
| Low |
0.7057 |
0.7163 |
0.0106 |
1.5% |
0.7057 |
| Close |
0.7148 |
0.7179 |
0.0031 |
0.4% |
0.7179 |
| Range |
0.0111 |
0.0028 |
-0.0083 |
-75.1% |
0.0133 |
| ATR |
0.0074 |
0.0071 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
219 |
155 |
-64 |
-29.2% |
638 |
|
| Daily Pivots for day following 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7260 |
0.7247 |
0.7194 |
|
| R3 |
0.7232 |
0.7219 |
0.7186 |
|
| R2 |
0.7205 |
0.7205 |
0.7184 |
|
| R1 |
0.7192 |
0.7192 |
0.7181 |
0.7184 |
| PP |
0.7177 |
0.7177 |
0.7177 |
0.7173 |
| S1 |
0.7164 |
0.7164 |
0.7176 |
0.7157 |
| S2 |
0.7150 |
0.7150 |
0.7173 |
|
| S3 |
0.7122 |
0.7137 |
0.7171 |
|
| S4 |
0.7095 |
0.7109 |
0.7163 |
|
|
| Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7541 |
0.7493 |
0.7252 |
|
| R3 |
0.7408 |
0.7360 |
0.7215 |
|
| R2 |
0.7275 |
0.7275 |
0.7203 |
|
| R1 |
0.7227 |
0.7227 |
0.7191 |
0.7251 |
| PP |
0.7142 |
0.7142 |
0.7142 |
0.7154 |
| S1 |
0.7094 |
0.7094 |
0.7166 |
0.7118 |
| S2 |
0.7009 |
0.7009 |
0.7154 |
|
| S3 |
0.6876 |
0.6961 |
0.7142 |
|
| S4 |
0.6743 |
0.6828 |
0.7105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7190 |
0.7057 |
0.0133 |
1.9% |
0.0059 |
0.8% |
91% |
True |
False |
127 |
| 10 |
0.7222 |
0.7057 |
0.0165 |
2.3% |
0.0060 |
0.8% |
74% |
False |
False |
133 |
| 20 |
0.7230 |
0.7018 |
0.0212 |
3.0% |
0.0065 |
0.9% |
76% |
False |
False |
122 |
| 40 |
0.7275 |
0.6827 |
0.0448 |
6.2% |
0.0087 |
1.2% |
78% |
False |
False |
163 |
| 60 |
0.7574 |
0.6827 |
0.0747 |
10.4% |
0.0072 |
1.0% |
47% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7307 |
|
2.618 |
0.7262 |
|
1.618 |
0.7234 |
|
1.000 |
0.7218 |
|
0.618 |
0.7207 |
|
HIGH |
0.7190 |
|
0.618 |
0.7179 |
|
0.500 |
0.7176 |
|
0.382 |
0.7173 |
|
LOW |
0.7163 |
|
0.618 |
0.7146 |
|
1.000 |
0.7135 |
|
1.618 |
0.7118 |
|
2.618 |
0.7091 |
|
4.250 |
0.7046 |
|
|
| Fisher Pivots for day following 08-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7178 |
0.7160 |
| PP |
0.7177 |
0.7142 |
| S1 |
0.7176 |
0.7124 |
|