CME Canadian Dollar Future September 2020
Trading Metrics calculated at close of trading on 18-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2020 |
18-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
0.7545 |
0.7559 |
0.0014 |
0.2% |
0.7520 |
High |
0.7551 |
0.7559 |
0.0009 |
0.1% |
0.7551 |
Low |
0.7537 |
0.7533 |
-0.0004 |
-0.1% |
0.7501 |
Close |
0.7545 |
0.7545 |
0.0001 |
0.0% |
0.7545 |
Range |
0.0014 |
0.0026 |
0.0013 |
92.6% |
0.0050 |
ATR |
0.0023 |
0.0023 |
0.0000 |
0.9% |
0.0000 |
Volume |
4 |
3 |
-1 |
-25.0% |
152 |
|
Daily Pivots for day following 18-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7624 |
0.7610 |
0.7559 |
|
R3 |
0.7598 |
0.7584 |
0.7552 |
|
R2 |
0.7572 |
0.7572 |
0.7550 |
|
R1 |
0.7558 |
0.7558 |
0.7547 |
0.7552 |
PP |
0.7546 |
0.7546 |
0.7546 |
0.7543 |
S1 |
0.7532 |
0.7532 |
0.7543 |
0.7526 |
S2 |
0.7520 |
0.7520 |
0.7540 |
|
S3 |
0.7494 |
0.7506 |
0.7538 |
|
S4 |
0.7468 |
0.7480 |
0.7531 |
|
|
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 |
0.7670 |
2.618 |
0.7627 |
1.618 |
0.7601 |
1.000 |
0.7585 |
0.618 |
0.7575 |
HIGH |
0.7559 |
0.618 |
0.7549 |
0.500 |
0.7546 |
0.382 |
0.7543 |
LOW |
0.7533 |
0.618 |
0.7517 |
1.000 |
0.7507 |
1.618 |
0.7491 |
2.618 |
0.7465 |
4.250 |
0.7423 |
|
|
Fisher Pivots for day following 18-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7546 |
0.7546 |
PP |
0.7546 |
0.7546 |
S1 |
0.7545 |
0.7545 |
|