CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 13-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2020 |
13-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7129 |
0.7105 |
-0.0024 |
-0.3% |
0.7095 |
| High |
0.7158 |
0.7141 |
-0.0017 |
-0.2% |
0.7190 |
| Low |
0.7105 |
0.7087 |
-0.0018 |
-0.2% |
0.7057 |
| Close |
0.7124 |
0.7091 |
-0.0034 |
-0.5% |
0.7179 |
| Range |
0.0053 |
0.0054 |
0.0001 |
0.9% |
0.0133 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
59 |
200 |
141 |
239.0% |
638 |
|
| Daily Pivots for day following 13-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7267 |
0.7232 |
0.7120 |
|
| R3 |
0.7213 |
0.7179 |
0.7105 |
|
| R2 |
0.7160 |
0.7160 |
0.7100 |
|
| R1 |
0.7125 |
0.7125 |
0.7095 |
0.7116 |
| PP |
0.7106 |
0.7106 |
0.7106 |
0.7101 |
| S1 |
0.7072 |
0.7072 |
0.7086 |
0.7062 |
| S2 |
0.7053 |
0.7053 |
0.7081 |
|
| S3 |
0.6999 |
0.7018 |
0.7076 |
|
| S4 |
0.6946 |
0.6965 |
0.7061 |
|
|
| 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% |
0.0063 |
0.9% |
24% |
False |
False |
139 |
| 10 |
0.7222 |
0.7057 |
0.0165 |
2.3% |
0.0061 |
0.9% |
20% |
False |
False |
137 |
| 20 |
0.7222 |
0.7018 |
0.0204 |
2.9% |
0.0062 |
0.9% |
36% |
False |
False |
120 |
| 40 |
0.7230 |
0.6827 |
0.0403 |
5.7% |
0.0082 |
1.2% |
65% |
False |
False |
153 |
| 60 |
0.7574 |
0.6827 |
0.0747 |
10.5% |
0.0074 |
1.0% |
35% |
False |
False |
179 |
| 80 |
0.7666 |
0.6827 |
0.0839 |
11.8% |
0.0061 |
0.9% |
31% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7368 |
|
2.618 |
0.7281 |
|
1.618 |
0.7227 |
|
1.000 |
0.7194 |
|
0.618 |
0.7174 |
|
HIGH |
0.7141 |
|
0.618 |
0.7120 |
|
0.500 |
0.7114 |
|
0.382 |
0.7107 |
|
LOW |
0.7087 |
|
0.618 |
0.7054 |
|
1.000 |
0.7034 |
|
1.618 |
0.7000 |
|
2.618 |
0.6947 |
|
4.250 |
0.6860 |
|
|
| Fisher Pivots for day following 13-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7114 |
0.7141 |
| PP |
0.7106 |
0.7124 |
| S1 |
0.7098 |
0.7107 |
|