CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 18-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2020 |
18-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7122 |
0.7090 |
-0.0032 |
-0.4% |
0.7180 |
| High |
0.7135 |
0.7176 |
0.0042 |
0.6% |
0.7195 |
| Low |
0.7086 |
0.7090 |
0.0004 |
0.0% |
0.7074 |
| Close |
0.7091 |
0.7164 |
0.0073 |
1.0% |
0.7091 |
| Range |
0.0049 |
0.0087 |
0.0038 |
78.4% |
0.0121 |
| ATR |
0.0066 |
0.0068 |
0.0001 |
2.2% |
0.0000 |
| Volume |
208 |
143 |
-65 |
-31.3% |
685 |
|
| Daily Pivots for day following 18-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7403 |
0.7370 |
0.7211 |
|
| R3 |
0.7316 |
0.7283 |
0.7187 |
|
| R2 |
0.7230 |
0.7230 |
0.7179 |
|
| R1 |
0.7197 |
0.7197 |
0.7171 |
0.7213 |
| PP |
0.7143 |
0.7143 |
0.7143 |
0.7151 |
| S1 |
0.7110 |
0.7110 |
0.7156 |
0.7127 |
| S2 |
0.7057 |
0.7057 |
0.7148 |
|
| S3 |
0.6970 |
0.7024 |
0.7140 |
|
| S4 |
0.6884 |
0.6937 |
0.7116 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7483 |
0.7408 |
0.7157 |
|
| R3 |
0.7362 |
0.7287 |
0.7124 |
|
| R2 |
0.7241 |
0.7241 |
0.7113 |
|
| R1 |
0.7166 |
0.7166 |
0.7102 |
0.7143 |
| PP |
0.7120 |
0.7120 |
0.7120 |
0.7108 |
| S1 |
0.7045 |
0.7045 |
0.7079 |
0.7022 |
| S2 |
0.6999 |
0.6999 |
0.7068 |
|
| S3 |
0.6878 |
0.6924 |
0.7057 |
|
| S4 |
0.6757 |
0.6803 |
0.7024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7176 |
0.7074 |
0.0102 |
1.4% |
0.0059 |
0.8% |
88% |
True |
False |
152 |
| 10 |
0.7195 |
0.7057 |
0.0138 |
1.9% |
0.0061 |
0.9% |
77% |
False |
False |
138 |
| 20 |
0.7222 |
0.7018 |
0.0204 |
2.8% |
0.0062 |
0.9% |
71% |
False |
False |
125 |
| 40 |
0.7230 |
0.6878 |
0.0353 |
4.9% |
0.0073 |
1.0% |
81% |
False |
False |
137 |
| 60 |
0.7541 |
0.6827 |
0.0714 |
10.0% |
0.0076 |
1.1% |
47% |
False |
False |
186 |
| 80 |
0.7624 |
0.6827 |
0.0797 |
11.1% |
0.0062 |
0.9% |
42% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7544 |
|
2.618 |
0.7402 |
|
1.618 |
0.7316 |
|
1.000 |
0.7263 |
|
0.618 |
0.7229 |
|
HIGH |
0.7176 |
|
0.618 |
0.7143 |
|
0.500 |
0.7133 |
|
0.382 |
0.7123 |
|
LOW |
0.7090 |
|
0.618 |
0.7036 |
|
1.000 |
0.7003 |
|
1.618 |
0.6950 |
|
2.618 |
0.6863 |
|
4.250 |
0.6722 |
|
|
| Fisher Pivots for day following 18-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7153 |
0.7151 |
| PP |
0.7143 |
0.7138 |
| S1 |
0.7133 |
0.7125 |
|