CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 28-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2020 |
28-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7255 |
0.7269 |
0.0014 |
0.2% |
0.7090 |
| High |
0.7284 |
0.7281 |
-0.0003 |
0.0% |
0.7214 |
| Low |
0.7235 |
0.7253 |
0.0018 |
0.2% |
0.7090 |
| Close |
0.7258 |
0.7267 |
0.0009 |
0.1% |
0.7137 |
| Range |
0.0049 |
0.0029 |
-0.0021 |
-41.8% |
0.0124 |
| ATR |
0.0066 |
0.0064 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
1,224 |
799 |
-425 |
-34.7% |
1,845 |
|
| Daily Pivots for day following 28-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7352 |
0.7338 |
0.7282 |
|
| R3 |
0.7324 |
0.7309 |
0.7274 |
|
| R2 |
0.7295 |
0.7295 |
0.7272 |
|
| R1 |
0.7281 |
0.7281 |
0.7269 |
0.7274 |
| PP |
0.7267 |
0.7267 |
0.7267 |
0.7263 |
| S1 |
0.7252 |
0.7252 |
0.7264 |
0.7245 |
| S2 |
0.7238 |
0.7238 |
0.7261 |
|
| S3 |
0.7210 |
0.7224 |
0.7259 |
|
| S4 |
0.7181 |
0.7195 |
0.7251 |
|
|
| 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% |
0.0060 |
0.8% |
89% |
False |
False |
1,087 |
| 10 |
0.7284 |
0.7074 |
0.0210 |
2.9% |
0.0058 |
0.8% |
92% |
False |
False |
676 |
| 20 |
0.7284 |
0.7057 |
0.0227 |
3.1% |
0.0060 |
0.8% |
92% |
False |
False |
406 |
| 40 |
0.7284 |
0.7006 |
0.0278 |
3.8% |
0.0065 |
0.9% |
94% |
False |
False |
263 |
| 60 |
0.7493 |
0.6827 |
0.0666 |
9.2% |
0.0079 |
1.1% |
66% |
False |
False |
263 |
| 80 |
0.7574 |
0.6827 |
0.0747 |
10.3% |
0.0065 |
0.9% |
59% |
False |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7402 |
|
2.618 |
0.7356 |
|
1.618 |
0.7327 |
|
1.000 |
0.7310 |
|
0.618 |
0.7299 |
|
HIGH |
0.7281 |
|
0.618 |
0.7270 |
|
0.500 |
0.7267 |
|
0.382 |
0.7263 |
|
LOW |
0.7253 |
|
0.618 |
0.7235 |
|
1.000 |
0.7224 |
|
1.618 |
0.7206 |
|
2.618 |
0.7178 |
|
4.250 |
0.7131 |
|
|
| Fisher Pivots for day following 28-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7267 |
0.7248 |
| PP |
0.7267 |
0.7230 |
| S1 |
0.7267 |
0.7212 |
|