CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 27-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7145 |
0.7255 |
0.0111 |
1.5% |
0.7090 |
| High |
0.7269 |
0.7284 |
0.0015 |
0.2% |
0.7214 |
| Low |
0.7140 |
0.7235 |
0.0095 |
1.3% |
0.7090 |
| Close |
0.7269 |
0.7258 |
-0.0011 |
-0.1% |
0.7137 |
| Range |
0.0129 |
0.0049 |
-0.0080 |
-62.0% |
0.0124 |
| ATR |
0.0068 |
0.0066 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
2,532 |
1,224 |
-1,308 |
-51.7% |
1,845 |
|
| Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7406 |
0.7381 |
0.7285 |
|
| R3 |
0.7357 |
0.7332 |
0.7271 |
|
| R2 |
0.7308 |
0.7308 |
0.7267 |
|
| R1 |
0.7283 |
0.7283 |
0.7262 |
0.7296 |
| PP |
0.7259 |
0.7259 |
0.7259 |
0.7265 |
| S1 |
0.7234 |
0.7234 |
0.7254 |
0.7247 |
| S2 |
0.7210 |
0.7210 |
0.7249 |
|
| S3 |
0.7161 |
0.7185 |
0.7245 |
|
| S4 |
0.7112 |
0.7136 |
0.7231 |
|
|
| 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 |
0.7284 |
0.7119 |
0.0165 |
2.3% |
0.0063 |
0.9% |
84% |
True |
False |
1,034 |
| 10 |
0.7284 |
0.7074 |
0.0210 |
2.9% |
0.0061 |
0.8% |
88% |
True |
False |
616 |
| 20 |
0.7284 |
0.7057 |
0.0227 |
3.1% |
0.0061 |
0.8% |
89% |
True |
False |
373 |
| 40 |
0.7284 |
0.6980 |
0.0304 |
4.2% |
0.0068 |
0.9% |
91% |
True |
False |
246 |
| 60 |
0.7502 |
0.6827 |
0.0675 |
9.3% |
0.0079 |
1.1% |
64% |
False |
False |
258 |
| 80 |
0.7574 |
0.6827 |
0.0747 |
10.3% |
0.0065 |
0.9% |
58% |
False |
False |
217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7492 |
|
2.618 |
0.7412 |
|
1.618 |
0.7363 |
|
1.000 |
0.7333 |
|
0.618 |
0.7314 |
|
HIGH |
0.7284 |
|
0.618 |
0.7265 |
|
0.500 |
0.7260 |
|
0.382 |
0.7254 |
|
LOW |
0.7235 |
|
0.618 |
0.7205 |
|
1.000 |
0.7186 |
|
1.618 |
0.7156 |
|
2.618 |
0.7107 |
|
4.250 |
0.7027 |
|
|
| Fisher Pivots for day following 27-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7260 |
0.7239 |
| PP |
0.7259 |
0.7220 |
| S1 |
0.7259 |
0.7202 |
|