CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 14-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2020 |
14-May-2020 |
Change |
Change % |
Previous Week |
Open |
0.7129 |
0.7107 |
-0.0023 |
-0.3% |
0.7090 |
High |
0.7139 |
0.7126 |
-0.0013 |
-0.2% |
0.7189 |
Low |
0.7090 |
0.7077 |
-0.0013 |
-0.2% |
0.7062 |
Close |
0.7092 |
0.7108 |
0.0017 |
0.2% |
0.7180 |
Range |
0.0050 |
0.0049 |
-0.0001 |
-1.0% |
0.0127 |
ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
15 |
2 |
-13 |
-86.7% |
76 |
|
Daily Pivots for day following 14-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7251 |
0.7228 |
0.7135 |
|
R3 |
0.7202 |
0.7179 |
0.7121 |
|
R2 |
0.7153 |
0.7153 |
0.7117 |
|
R1 |
0.7130 |
0.7130 |
0.7112 |
0.7142 |
PP |
0.7104 |
0.7104 |
0.7104 |
0.7109 |
S1 |
0.7081 |
0.7081 |
0.7104 |
0.7093 |
S2 |
0.7055 |
0.7055 |
0.7099 |
|
S3 |
0.7006 |
0.7032 |
0.7095 |
|
S4 |
0.6957 |
0.6983 |
0.7081 |
|
|
Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7523 |
0.7478 |
0.7249 |
|
R3 |
0.7396 |
0.7351 |
0.7214 |
|
R2 |
0.7270 |
0.7270 |
0.7203 |
|
R1 |
0.7225 |
0.7225 |
0.7191 |
0.7247 |
PP |
0.7143 |
0.7143 |
0.7143 |
0.7155 |
S1 |
0.7098 |
0.7098 |
0.7168 |
0.7121 |
S2 |
0.7017 |
0.7017 |
0.7156 |
|
S3 |
0.6890 |
0.6972 |
0.7145 |
|
S4 |
0.6764 |
0.6845 |
0.7110 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7192 |
0.7077 |
0.0115 |
1.6% |
0.0048 |
0.7% |
27% |
False |
True |
21 |
10 |
0.7192 |
0.7062 |
0.0130 |
1.8% |
0.0050 |
0.7% |
35% |
False |
False |
20 |
20 |
0.7222 |
0.7024 |
0.0198 |
2.8% |
0.0053 |
0.7% |
43% |
False |
False |
23 |
40 |
0.7230 |
0.6835 |
0.0395 |
5.6% |
0.0071 |
1.0% |
69% |
False |
False |
70 |
60 |
0.7574 |
0.6835 |
0.0739 |
10.4% |
0.0066 |
0.9% |
37% |
False |
False |
70 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7334 |
2.618 |
0.7254 |
1.618 |
0.7205 |
1.000 |
0.7175 |
0.618 |
0.7156 |
HIGH |
0.7126 |
0.618 |
0.7107 |
0.500 |
0.7102 |
0.382 |
0.7096 |
LOW |
0.7077 |
0.618 |
0.7047 |
1.000 |
0.7028 |
1.618 |
0.6998 |
2.618 |
0.6949 |
4.250 |
0.6869 |
|
|
Fisher Pivots for day following 14-May-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7106 |
0.7118 |
PP |
0.7104 |
0.7115 |
S1 |
0.7102 |
0.7111 |
|