CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 26-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2020 |
26-May-2020 |
Change |
Change % |
Previous Week |
Open |
0.7129 |
0.7162 |
0.0033 |
0.5% |
0.7116 |
High |
0.7151 |
0.7270 |
0.0119 |
1.7% |
0.7212 |
Low |
0.7122 |
0.7162 |
0.0040 |
0.6% |
0.7116 |
Close |
0.7137 |
0.7270 |
0.0133 |
1.9% |
0.7137 |
Range |
0.0030 |
0.0108 |
0.0079 |
266.1% |
0.0097 |
ATR |
0.0058 |
0.0063 |
0.0005 |
9.2% |
0.0000 |
Volume |
4 |
51 |
47 |
1,175.0% |
245 |
|
Daily Pivots for day following 26-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7558 |
0.7522 |
0.7329 |
|
R3 |
0.7450 |
0.7414 |
0.7299 |
|
R2 |
0.7342 |
0.7342 |
0.7289 |
|
R1 |
0.7306 |
0.7306 |
0.7279 |
0.7324 |
PP |
0.7234 |
0.7234 |
0.7234 |
0.7243 |
S1 |
0.7198 |
0.7198 |
0.7260 |
0.7216 |
S2 |
0.7126 |
0.7126 |
0.7250 |
|
S3 |
0.7018 |
0.7090 |
0.7240 |
|
S4 |
0.6910 |
0.6982 |
0.7210 |
|
|
Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7444 |
0.7387 |
0.7190 |
|
R3 |
0.7348 |
0.7291 |
0.7164 |
|
R2 |
0.7251 |
0.7251 |
0.7155 |
|
R1 |
0.7194 |
0.7194 |
0.7146 |
0.7223 |
PP |
0.7155 |
0.7155 |
0.7155 |
0.7169 |
S1 |
0.7098 |
0.7098 |
0.7128 |
0.7126 |
S2 |
0.7058 |
0.7058 |
0.7119 |
|
S3 |
0.6962 |
0.7001 |
0.7110 |
|
S4 |
0.6865 |
0.6905 |
0.7084 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7270 |
0.7122 |
0.0148 |
2.0% |
0.0048 |
0.7% |
100% |
True |
False |
53 |
10 |
0.7270 |
0.7077 |
0.0193 |
2.6% |
0.0049 |
0.7% |
100% |
True |
False |
33 |
20 |
0.7270 |
0.7062 |
0.0208 |
2.9% |
0.0051 |
0.7% |
100% |
True |
False |
28 |
40 |
0.7270 |
0.6988 |
0.0282 |
3.9% |
0.0060 |
0.8% |
100% |
True |
False |
47 |
60 |
0.7488 |
0.6835 |
0.0653 |
9.0% |
0.0070 |
1.0% |
67% |
False |
False |
70 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7729 |
2.618 |
0.7552 |
1.618 |
0.7444 |
1.000 |
0.7378 |
0.618 |
0.7336 |
HIGH |
0.7270 |
0.618 |
0.7228 |
0.500 |
0.7216 |
0.382 |
0.7203 |
LOW |
0.7162 |
0.618 |
0.7095 |
1.000 |
0.7054 |
1.618 |
0.6987 |
2.618 |
0.6879 |
4.250 |
0.6703 |
|
|
Fisher Pivots for day following 26-May-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7252 |
0.7245 |
PP |
0.7234 |
0.7220 |
S1 |
0.7216 |
0.7196 |
|