CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 19-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2020 |
19-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7116 |
0.7190 |
0.0075 |
1.0% |
0.7169 |
| High |
0.7174 |
0.7212 |
0.0039 |
0.5% |
0.7192 |
| Low |
0.7116 |
0.7175 |
0.0060 |
0.8% |
0.7077 |
| Close |
0.7165 |
0.7204 |
0.0039 |
0.5% |
0.7091 |
| Range |
0.0058 |
0.0037 |
-0.0021 |
-36.2% |
0.0115 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
27 |
47 |
20 |
74.1% |
76 |
|
| Daily Pivots for day following 19-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7308 |
0.7293 |
0.7224 |
|
| R3 |
0.7271 |
0.7256 |
0.7214 |
|
| R2 |
0.7234 |
0.7234 |
0.7210 |
|
| R1 |
0.7219 |
0.7219 |
0.7207 |
0.7226 |
| PP |
0.7197 |
0.7197 |
0.7197 |
0.7201 |
| S1 |
0.7182 |
0.7182 |
0.7200 |
0.7189 |
| S2 |
0.7160 |
0.7160 |
0.7197 |
|
| S3 |
0.7123 |
0.7145 |
0.7193 |
|
| S4 |
0.7086 |
0.7108 |
0.7183 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7465 |
0.7393 |
0.7154 |
|
| R3 |
0.7350 |
0.7278 |
0.7123 |
|
| R2 |
0.7235 |
0.7235 |
0.7112 |
|
| R1 |
0.7163 |
0.7163 |
0.7102 |
0.7142 |
| PP |
0.7120 |
0.7120 |
0.7120 |
0.7109 |
| S1 |
0.7048 |
0.7048 |
0.7080 |
0.7027 |
| S2 |
0.7005 |
0.7005 |
0.7070 |
|
| S3 |
0.6890 |
0.6933 |
0.7059 |
|
| S4 |
0.6775 |
0.6818 |
0.7028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7212 |
0.7077 |
0.0135 |
1.9% |
0.0048 |
0.7% |
94% |
True |
False |
19 |
| 10 |
0.7212 |
0.7062 |
0.0150 |
2.1% |
0.0052 |
0.7% |
94% |
True |
False |
21 |
| 20 |
0.7222 |
0.7042 |
0.0180 |
2.5% |
0.0051 |
0.7% |
90% |
False |
False |
24 |
| 40 |
0.7230 |
0.6896 |
0.0334 |
4.6% |
0.0065 |
0.9% |
92% |
False |
False |
62 |
| 60 |
0.7530 |
0.6835 |
0.0695 |
9.6% |
0.0068 |
0.9% |
53% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7369 |
|
2.618 |
0.7309 |
|
1.618 |
0.7272 |
|
1.000 |
0.7249 |
|
0.618 |
0.7235 |
|
HIGH |
0.7212 |
|
0.618 |
0.7198 |
|
0.500 |
0.7194 |
|
0.382 |
0.7189 |
|
LOW |
0.7175 |
|
0.618 |
0.7152 |
|
1.000 |
0.7138 |
|
1.618 |
0.7115 |
|
2.618 |
0.7078 |
|
4.250 |
0.7018 |
|
|
| Fisher Pivots for day following 19-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7200 |
0.7186 |
| PP |
0.7197 |
0.7168 |
| S1 |
0.7194 |
0.7151 |
|