CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 03-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2020 |
03-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7574 |
0.7537 |
-0.0037 |
-0.5% |
0.7591 |
| High |
0.7576 |
0.7538 |
-0.0038 |
-0.5% |
0.7603 |
| Low |
0.7548 |
0.7520 |
-0.0029 |
-0.4% |
0.7548 |
| Close |
0.7557 |
0.7521 |
-0.0037 |
-0.5% |
0.7557 |
| Range |
0.0028 |
0.0019 |
-0.0009 |
-32.7% |
0.0055 |
| ATR |
|
|
|
|
|
| Volume |
33 |
24 |
-9 |
-27.3% |
65 |
|
| Daily Pivots for day following 03-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7582 |
0.7570 |
0.7531 |
|
| R3 |
0.7563 |
0.7551 |
0.7526 |
|
| R2 |
0.7545 |
0.7545 |
0.7524 |
|
| R1 |
0.7533 |
0.7533 |
0.7522 |
0.7529 |
| PP |
0.7526 |
0.7526 |
0.7526 |
0.7524 |
| S1 |
0.7514 |
0.7514 |
0.7519 |
0.7511 |
| S2 |
0.7508 |
0.7508 |
0.7517 |
|
| S3 |
0.7489 |
0.7496 |
0.7515 |
|
| S4 |
0.7471 |
0.7477 |
0.7510 |
|
|
| Weekly Pivots for week ending 31-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7733 |
0.7699 |
0.7587 |
|
| R3 |
0.7678 |
0.7645 |
0.7572 |
|
| R2 |
0.7624 |
0.7624 |
0.7567 |
|
| R1 |
0.7590 |
0.7590 |
0.7562 |
0.7580 |
| PP |
0.7569 |
0.7569 |
0.7569 |
0.7564 |
| S1 |
0.7536 |
0.7536 |
0.7552 |
0.7525 |
| S2 |
0.7515 |
0.7515 |
0.7547 |
|
| S3 |
0.7460 |
0.7481 |
0.7542 |
|
| S4 |
0.7406 |
0.7427 |
0.7527 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7617 |
|
2.618 |
0.7586 |
|
1.618 |
0.7568 |
|
1.000 |
0.7557 |
|
0.618 |
0.7549 |
|
HIGH |
0.7538 |
|
0.618 |
0.7531 |
|
0.500 |
0.7529 |
|
0.382 |
0.7527 |
|
LOW |
0.7520 |
|
0.618 |
0.7508 |
|
1.000 |
0.7501 |
|
1.618 |
0.7490 |
|
2.618 |
0.7471 |
|
4.250 |
0.7441 |
|
|
| Fisher Pivots for day following 03-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7529 |
0.7549 |
| PP |
0.7526 |
0.7540 |
| S1 |
0.7523 |
0.7530 |
|