CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 20-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2020 |
20-May-2020 |
Change |
Change % |
Previous Week |
Open |
0.7190 |
0.7175 |
-0.0015 |
-0.2% |
0.7169 |
High |
0.7212 |
0.7210 |
-0.0003 |
0.0% |
0.7192 |
Low |
0.7175 |
0.7173 |
-0.0002 |
0.0% |
0.7077 |
Close |
0.7204 |
0.7202 |
-0.0002 |
0.0% |
0.7091 |
Range |
0.0037 |
0.0037 |
-0.0001 |
-1.4% |
0.0115 |
ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
47 |
3 |
-44 |
-93.6% |
76 |
|
Daily Pivots for day following 20-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7304 |
0.7289 |
0.7222 |
|
R3 |
0.7268 |
0.7253 |
0.7212 |
|
R2 |
0.7231 |
0.7231 |
0.7208 |
|
R1 |
0.7216 |
0.7216 |
0.7205 |
0.7224 |
PP |
0.7195 |
0.7195 |
0.7195 |
0.7198 |
S1 |
0.7180 |
0.7180 |
0.7198 |
0.7187 |
S2 |
0.7158 |
0.7158 |
0.7195 |
|
S3 |
0.7122 |
0.7143 |
0.7191 |
|
S4 |
0.7085 |
0.7107 |
0.7181 |
|
|
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% |
0.0045 |
0.6% |
92% |
False |
False |
16 |
10 |
0.7212 |
0.7062 |
0.0150 |
2.1% |
0.0052 |
0.7% |
93% |
False |
False |
21 |
20 |
0.7222 |
0.7058 |
0.0164 |
2.3% |
0.0051 |
0.7% |
88% |
False |
False |
22 |
40 |
0.7230 |
0.6950 |
0.0280 |
3.9% |
0.0064 |
0.9% |
90% |
False |
False |
60 |
60 |
0.7520 |
0.6835 |
0.0685 |
9.5% |
0.0068 |
0.9% |
54% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7365 |
2.618 |
0.7305 |
1.618 |
0.7269 |
1.000 |
0.7246 |
0.618 |
0.7232 |
HIGH |
0.7210 |
0.618 |
0.7196 |
0.500 |
0.7191 |
0.382 |
0.7187 |
LOW |
0.7173 |
0.618 |
0.7150 |
1.000 |
0.7137 |
1.618 |
0.7114 |
2.618 |
0.7077 |
4.250 |
0.7018 |
|
|
Fisher Pivots for day following 20-May-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7198 |
0.7189 |
PP |
0.7195 |
0.7176 |
S1 |
0.7191 |
0.7164 |
|