CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 06-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2020 |
06-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7525 |
0.7530 |
0.0005 |
0.1% |
0.7591 |
| High |
0.7538 |
0.7534 |
-0.0004 |
0.0% |
0.7603 |
| Low |
0.7520 |
0.7513 |
-0.0007 |
-0.1% |
0.7548 |
| Close |
0.7522 |
0.7523 |
0.0001 |
0.0% |
0.7557 |
| Range |
0.0018 |
0.0021 |
0.0004 |
20.0% |
0.0055 |
| ATR |
0.0000 |
0.0025 |
0.0025 |
|
0.0000 |
| Volume |
165 |
84 |
-81 |
-49.1% |
65 |
|
| Daily Pivots for day following 06-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7586 |
0.7575 |
0.7534 |
|
| R3 |
0.7565 |
0.7554 |
0.7528 |
|
| R2 |
0.7544 |
0.7544 |
0.7526 |
|
| R1 |
0.7533 |
0.7533 |
0.7524 |
0.7528 |
| PP |
0.7523 |
0.7523 |
0.7523 |
0.7521 |
| S1 |
0.7512 |
0.7512 |
0.7521 |
0.7507 |
| S2 |
0.7502 |
0.7502 |
0.7519 |
|
| S3 |
0.7481 |
0.7491 |
0.7517 |
|
| S4 |
0.7460 |
0.7470 |
0.7511 |
|
|
| 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 |
0.7623 |
|
2.618 |
0.7589 |
|
1.618 |
0.7568 |
|
1.000 |
0.7555 |
|
0.618 |
0.7547 |
|
HIGH |
0.7534 |
|
0.618 |
0.7526 |
|
0.500 |
0.7524 |
|
0.382 |
0.7521 |
|
LOW |
0.7513 |
|
0.618 |
0.7500 |
|
1.000 |
0.7492 |
|
1.618 |
0.7479 |
|
2.618 |
0.7458 |
|
4.250 |
0.7424 |
|
|
| Fisher Pivots for day following 06-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7524 |
0.7525 |
| PP |
0.7523 |
0.7524 |
| S1 |
0.7523 |
0.7523 |
|