CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 21-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2020 |
21-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7175 |
0.7179 |
0.0004 |
0.1% |
0.7169 |
| High |
0.7210 |
0.7196 |
-0.0014 |
-0.2% |
0.7192 |
| Low |
0.7173 |
0.7165 |
-0.0008 |
-0.1% |
0.7077 |
| Close |
0.7202 |
0.7172 |
-0.0030 |
-0.4% |
0.7091 |
| Range |
0.0037 |
0.0031 |
-0.0006 |
-15.1% |
0.0115 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
3 |
164 |
161 |
5,366.7% |
76 |
|
| Daily Pivots for day following 21-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7271 |
0.7252 |
0.7189 |
|
| R3 |
0.7240 |
0.7221 |
0.7181 |
|
| R2 |
0.7209 |
0.7209 |
0.7178 |
|
| R1 |
0.7190 |
0.7190 |
0.7175 |
0.7184 |
| PP |
0.7178 |
0.7178 |
0.7178 |
0.7175 |
| S1 |
0.7159 |
0.7159 |
0.7169 |
0.7153 |
| S2 |
0.7147 |
0.7147 |
0.7166 |
|
| S3 |
0.7116 |
0.7128 |
0.7163 |
|
| S4 |
0.7085 |
0.7097 |
0.7155 |
|
|
| 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 |
0.7089 |
0.0123 |
1.7% |
0.0042 |
0.6% |
67% |
False |
False |
49 |
| 10 |
0.7212 |
0.7077 |
0.0135 |
1.9% |
0.0045 |
0.6% |
70% |
False |
False |
35 |
| 20 |
0.7222 |
0.7062 |
0.0160 |
2.2% |
0.0048 |
0.7% |
69% |
False |
False |
30 |
| 40 |
0.7230 |
0.6988 |
0.0243 |
3.4% |
0.0062 |
0.9% |
76% |
False |
False |
49 |
| 60 |
0.7488 |
0.6835 |
0.0653 |
9.1% |
0.0068 |
0.9% |
52% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7328 |
|
2.618 |
0.7277 |
|
1.618 |
0.7246 |
|
1.000 |
0.7227 |
|
0.618 |
0.7215 |
|
HIGH |
0.7196 |
|
0.618 |
0.7184 |
|
0.500 |
0.7181 |
|
0.382 |
0.7177 |
|
LOW |
0.7165 |
|
0.618 |
0.7146 |
|
1.000 |
0.7134 |
|
1.618 |
0.7115 |
|
2.618 |
0.7084 |
|
4.250 |
0.7033 |
|
|
| Fisher Pivots for day following 21-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7181 |
0.7189 |
| PP |
0.7178 |
0.7183 |
| S1 |
0.7175 |
0.7178 |
|