CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 29-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2020 |
29-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7269 |
0.7258 |
-0.0011 |
-0.1% |
0.7145 |
| High |
0.7281 |
0.7291 |
0.0010 |
0.1% |
0.7291 |
| Low |
0.7253 |
0.7230 |
-0.0023 |
-0.3% |
0.7140 |
| Close |
0.7267 |
0.7256 |
-0.0011 |
-0.1% |
0.7256 |
| Range |
0.0029 |
0.0062 |
0.0033 |
115.8% |
0.0151 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
799 |
938 |
139 |
17.4% |
5,493 |
|
| Daily Pivots for day following 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7443 |
0.7411 |
0.7290 |
|
| R3 |
0.7382 |
0.7350 |
0.7273 |
|
| R2 |
0.7320 |
0.7320 |
0.7267 |
|
| R1 |
0.7288 |
0.7288 |
0.7262 |
0.7274 |
| PP |
0.7259 |
0.7259 |
0.7259 |
0.7252 |
| S1 |
0.7227 |
0.7227 |
0.7250 |
0.7212 |
| S2 |
0.7197 |
0.7197 |
0.7245 |
|
| S3 |
0.7136 |
0.7165 |
0.7239 |
|
| S4 |
0.7074 |
0.7104 |
0.7222 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7682 |
0.7620 |
0.7339 |
|
| R3 |
0.7531 |
0.7469 |
0.7298 |
|
| R2 |
0.7380 |
0.7380 |
0.7284 |
|
| R1 |
0.7318 |
0.7318 |
0.7270 |
0.7349 |
| PP |
0.7229 |
0.7229 |
0.7229 |
0.7245 |
| S1 |
0.7167 |
0.7167 |
0.7242 |
0.7198 |
| S2 |
0.7078 |
0.7078 |
0.7228 |
|
| S3 |
0.6927 |
0.7016 |
0.7214 |
|
| S4 |
0.6776 |
0.6865 |
0.7173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7291 |
0.7119 |
0.0172 |
2.4% |
0.0064 |
0.9% |
80% |
True |
False |
1,160 |
| 10 |
0.7291 |
0.7086 |
0.0205 |
2.8% |
0.0059 |
0.8% |
83% |
True |
False |
754 |
| 20 |
0.7291 |
0.7057 |
0.0234 |
3.2% |
0.0060 |
0.8% |
85% |
True |
False |
440 |
| 40 |
0.7291 |
0.7006 |
0.0285 |
3.9% |
0.0064 |
0.9% |
88% |
True |
False |
286 |
| 60 |
0.7468 |
0.6827 |
0.0641 |
8.8% |
0.0079 |
1.1% |
67% |
False |
False |
274 |
| 80 |
0.7574 |
0.6827 |
0.0747 |
10.3% |
0.0065 |
0.9% |
57% |
False |
False |
237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7552 |
|
2.618 |
0.7452 |
|
1.618 |
0.7391 |
|
1.000 |
0.7353 |
|
0.618 |
0.7329 |
|
HIGH |
0.7291 |
|
0.618 |
0.7268 |
|
0.500 |
0.7260 |
|
0.382 |
0.7253 |
|
LOW |
0.7230 |
|
0.618 |
0.7191 |
|
1.000 |
0.7168 |
|
1.618 |
0.7130 |
|
2.618 |
0.7068 |
|
4.250 |
0.6968 |
|
|
| Fisher Pivots for day following 29-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7260 |
0.7260 |
| PP |
0.7259 |
0.7259 |
| S1 |
0.7257 |
0.7257 |
|