CME Canadian Dollar Future September 2020
Trading Metrics calculated at close of trading on 14-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2020 |
14-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
0.7542 |
0.7545 |
0.0003 |
0.0% |
0.7520 |
High |
0.7547 |
0.7551 |
0.0004 |
0.0% |
0.7551 |
Low |
0.7537 |
0.7537 |
0.0001 |
0.0% |
0.7501 |
Close |
0.7540 |
0.7545 |
0.0005 |
0.1% |
0.7545 |
Range |
0.0011 |
0.0014 |
0.0003 |
28.6% |
0.0050 |
ATR |
0.0024 |
0.0023 |
-0.0001 |
-3.1% |
0.0000 |
Volume |
28 |
4 |
-24 |
-85.7% |
152 |
|
Daily Pivots for day following 14-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7585 |
0.7578 |
0.7552 |
|
R3 |
0.7571 |
0.7565 |
0.7548 |
|
R2 |
0.7558 |
0.7558 |
0.7547 |
|
R1 |
0.7551 |
0.7551 |
0.7546 |
0.7548 |
PP |
0.7544 |
0.7544 |
0.7544 |
0.7542 |
S1 |
0.7538 |
0.7538 |
0.7543 |
0.7534 |
S2 |
0.7531 |
0.7531 |
0.7542 |
|
S3 |
0.7517 |
0.7524 |
0.7541 |
|
S4 |
0.7504 |
0.7511 |
0.7537 |
|
|
Weekly Pivots for week ending 14-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7681 |
0.7662 |
0.7572 |
|
R3 |
0.7631 |
0.7613 |
0.7558 |
|
R2 |
0.7582 |
0.7582 |
0.7554 |
|
R1 |
0.7563 |
0.7563 |
0.7549 |
0.7572 |
PP |
0.7532 |
0.7532 |
0.7532 |
0.7537 |
S1 |
0.7514 |
0.7514 |
0.7540 |
0.7523 |
S2 |
0.7483 |
0.7483 |
0.7535 |
|
S3 |
0.7433 |
0.7464 |
0.7531 |
|
S4 |
0.7384 |
0.7415 |
0.7517 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7608 |
2.618 |
0.7586 |
1.618 |
0.7572 |
1.000 |
0.7564 |
0.618 |
0.7559 |
HIGH |
0.7551 |
0.618 |
0.7545 |
0.500 |
0.7544 |
0.382 |
0.7542 |
LOW |
0.7537 |
0.618 |
0.7529 |
1.000 |
0.7524 |
1.618 |
0.7515 |
2.618 |
0.7502 |
4.250 |
0.7480 |
|
|
Fisher Pivots for day following 14-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7544 |
0.7543 |
PP |
0.7544 |
0.7542 |
S1 |
0.7544 |
0.7540 |
|