CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 11-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2020 |
11-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7179 |
0.7180 |
0.0001 |
0.0% |
0.7095 |
| High |
0.7190 |
0.7195 |
0.0005 |
0.1% |
0.7190 |
| Low |
0.7163 |
0.7123 |
-0.0040 |
-0.6% |
0.7057 |
| Close |
0.7179 |
0.7133 |
-0.0046 |
-0.6% |
0.7179 |
| Range |
0.0028 |
0.0072 |
0.0045 |
161.8% |
0.0133 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.1% |
0.0000 |
| Volume |
155 |
65 |
-90 |
-58.1% |
638 |
|
| Daily Pivots for day following 11-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7366 |
0.7321 |
0.7172 |
|
| R3 |
0.7294 |
0.7249 |
0.7152 |
|
| R2 |
0.7222 |
0.7222 |
0.7146 |
|
| R1 |
0.7177 |
0.7177 |
0.7139 |
0.7164 |
| PP |
0.7150 |
0.7150 |
0.7150 |
0.7143 |
| S1 |
0.7105 |
0.7105 |
0.7126 |
0.7092 |
| S2 |
0.7078 |
0.7078 |
0.7119 |
|
| S3 |
0.7006 |
0.7033 |
0.7113 |
|
| S4 |
0.6934 |
0.6961 |
0.7093 |
|
|
| 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 |
0.7195 |
0.7057 |
0.0138 |
1.9% |
0.0064 |
0.9% |
55% |
True |
False |
124 |
| 10 |
0.7222 |
0.7057 |
0.0165 |
2.3% |
0.0064 |
0.9% |
46% |
False |
False |
139 |
| 20 |
0.7226 |
0.7018 |
0.0208 |
2.9% |
0.0065 |
0.9% |
55% |
False |
False |
119 |
| 40 |
0.7275 |
0.6827 |
0.0448 |
6.3% |
0.0086 |
1.2% |
68% |
False |
False |
157 |
| 60 |
0.7574 |
0.6827 |
0.0747 |
10.5% |
0.0073 |
1.0% |
41% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7501 |
|
2.618 |
0.7383 |
|
1.618 |
0.7311 |
|
1.000 |
0.7267 |
|
0.618 |
0.7239 |
|
HIGH |
0.7195 |
|
0.618 |
0.7167 |
|
0.500 |
0.7159 |
|
0.382 |
0.7151 |
|
LOW |
0.7123 |
|
0.618 |
0.7079 |
|
1.000 |
0.7051 |
|
1.618 |
0.7007 |
|
2.618 |
0.6935 |
|
4.250 |
0.6817 |
|
|
| Fisher Pivots for day following 11-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7159 |
0.7130 |
| PP |
0.7150 |
0.7128 |
| S1 |
0.7141 |
0.7126 |
|