CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 06-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2020 |
06-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7134 |
0.7105 |
-0.0029 |
-0.4% |
0.7097 |
| High |
0.7138 |
0.7105 |
-0.0033 |
-0.5% |
0.7222 |
| Low |
0.7099 |
0.7067 |
-0.0032 |
-0.5% |
0.7094 |
| Close |
0.7133 |
0.7084 |
-0.0049 |
-0.7% |
0.7108 |
| Range |
0.0039 |
0.0038 |
-0.0001 |
-2.6% |
0.0128 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.1% |
0.0000 |
| Volume |
7 |
7 |
0 |
0.0% |
209 |
|
| Daily Pivots for day following 06-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7199 |
0.7180 |
0.7105 |
|
| R3 |
0.7161 |
0.7142 |
0.7094 |
|
| R2 |
0.7123 |
0.7123 |
0.7091 |
|
| R1 |
0.7104 |
0.7104 |
0.7087 |
0.7095 |
| PP |
0.7085 |
0.7085 |
0.7085 |
0.7081 |
| S1 |
0.7066 |
0.7066 |
0.7081 |
0.7057 |
| S2 |
0.7047 |
0.7047 |
0.7077 |
|
| S3 |
0.7009 |
0.7028 |
0.7074 |
|
| S4 |
0.6971 |
0.6990 |
0.7063 |
|
|
| Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7524 |
0.7443 |
0.7178 |
|
| R3 |
0.7396 |
0.7316 |
0.7143 |
|
| R2 |
0.7269 |
0.7269 |
0.7131 |
|
| R1 |
0.7188 |
0.7188 |
0.7119 |
0.7228 |
| PP |
0.7141 |
0.7141 |
0.7141 |
0.7161 |
| S1 |
0.7061 |
0.7061 |
0.7096 |
0.7101 |
| S2 |
0.7014 |
0.7014 |
0.7084 |
|
| S3 |
0.6886 |
0.6933 |
0.7072 |
|
| S4 |
0.6759 |
0.6806 |
0.7037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7222 |
0.7067 |
0.0155 |
2.2% |
0.0042 |
0.6% |
11% |
False |
True |
22 |
| 10 |
0.7222 |
0.7058 |
0.0164 |
2.3% |
0.0050 |
0.7% |
16% |
False |
False |
24 |
| 20 |
0.7230 |
0.7024 |
0.0206 |
2.9% |
0.0054 |
0.8% |
29% |
False |
False |
31 |
| 40 |
0.7285 |
0.6835 |
0.0450 |
6.4% |
0.0080 |
1.1% |
55% |
False |
False |
81 |
| 60 |
0.7574 |
0.6835 |
0.0739 |
10.4% |
0.0062 |
0.9% |
34% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7267 |
|
2.618 |
0.7204 |
|
1.618 |
0.7166 |
|
1.000 |
0.7143 |
|
0.618 |
0.7128 |
|
HIGH |
0.7105 |
|
0.618 |
0.7090 |
|
0.500 |
0.7086 |
|
0.382 |
0.7082 |
|
LOW |
0.7067 |
|
0.618 |
0.7044 |
|
1.000 |
0.7029 |
|
1.618 |
0.7006 |
|
2.618 |
0.6968 |
|
4.250 |
0.6906 |
|
|
| Fisher Pivots for day following 06-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7086 |
0.7103 |
| PP |
0.7085 |
0.7096 |
| S1 |
0.7085 |
0.7090 |
|