CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 22-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2020 |
22-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7192 |
0.7168 |
-0.0024 |
-0.3% |
0.7090 |
| High |
0.7197 |
0.7173 |
-0.0024 |
-0.3% |
0.7214 |
| Low |
0.7160 |
0.7119 |
-0.0041 |
-0.6% |
0.7090 |
| Close |
0.7171 |
0.7137 |
-0.0035 |
-0.5% |
0.7137 |
| Range |
0.0037 |
0.0054 |
0.0017 |
45.9% |
0.0124 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
572 |
309 |
-263 |
-46.0% |
1,845 |
|
| Daily Pivots for day following 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7305 |
0.7275 |
0.7166 |
|
| R3 |
0.7251 |
0.7221 |
0.7151 |
|
| R2 |
0.7197 |
0.7197 |
0.7146 |
|
| R1 |
0.7167 |
0.7167 |
0.7141 |
0.7155 |
| PP |
0.7143 |
0.7143 |
0.7143 |
0.7137 |
| S1 |
0.7113 |
0.7113 |
0.7132 |
0.7101 |
| S2 |
0.7089 |
0.7089 |
0.7127 |
|
| S3 |
0.7035 |
0.7059 |
0.7122 |
|
| S4 |
0.6981 |
0.7005 |
0.7107 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7519 |
0.7452 |
0.7205 |
|
| R3 |
0.7395 |
0.7328 |
0.7171 |
|
| R2 |
0.7271 |
0.7271 |
0.7159 |
|
| R1 |
0.7204 |
0.7204 |
0.7148 |
0.7237 |
| PP |
0.7147 |
0.7147 |
0.7147 |
0.7163 |
| S1 |
0.7080 |
0.7080 |
0.7125 |
0.7113 |
| S2 |
0.7023 |
0.7023 |
0.7114 |
|
| S3 |
0.6899 |
0.6956 |
0.7102 |
|
| S4 |
0.6775 |
0.6832 |
0.7068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7214 |
0.7090 |
0.0124 |
1.7% |
0.0055 |
0.8% |
38% |
False |
False |
369 |
| 10 |
0.7214 |
0.7074 |
0.0140 |
2.0% |
0.0056 |
0.8% |
45% |
False |
False |
253 |
| 20 |
0.7222 |
0.7057 |
0.0165 |
2.3% |
0.0058 |
0.8% |
48% |
False |
False |
193 |
| 40 |
0.7230 |
0.6980 |
0.0250 |
3.5% |
0.0067 |
0.9% |
63% |
False |
False |
156 |
| 60 |
0.7502 |
0.6827 |
0.0675 |
9.5% |
0.0077 |
1.1% |
46% |
False |
False |
203 |
| 80 |
0.7579 |
0.6827 |
0.0752 |
10.5% |
0.0063 |
0.9% |
41% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7403 |
|
2.618 |
0.7314 |
|
1.618 |
0.7260 |
|
1.000 |
0.7227 |
|
0.618 |
0.7206 |
|
HIGH |
0.7173 |
|
0.618 |
0.7152 |
|
0.500 |
0.7146 |
|
0.382 |
0.7140 |
|
LOW |
0.7119 |
|
0.618 |
0.7086 |
|
1.000 |
0.7065 |
|
1.618 |
0.7032 |
|
2.618 |
0.6978 |
|
4.250 |
0.6890 |
|
|
| Fisher Pivots for day following 22-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7146 |
0.7166 |
| PP |
0.7143 |
0.7156 |
| S1 |
0.7140 |
0.7146 |
|