CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 20-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2020 |
20-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7550 |
0.7542 |
-0.0008 |
-0.1% |
0.7520 |
| High |
0.7564 |
0.7567 |
0.0003 |
0.0% |
0.7551 |
| Low |
0.7548 |
0.7539 |
-0.0010 |
-0.1% |
0.7501 |
| Close |
0.7560 |
0.7539 |
-0.0021 |
-0.3% |
0.7545 |
| Range |
0.0016 |
0.0028 |
0.0013 |
80.6% |
0.0050 |
| ATR |
0.0023 |
0.0023 |
0.0000 |
1.6% |
0.0000 |
| Volume |
30 |
15 |
-15 |
-50.0% |
152 |
|
| Daily Pivots for day following 20-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7632 |
0.7614 |
0.7554 |
|
| R3 |
0.7604 |
0.7586 |
0.7547 |
|
| R2 |
0.7576 |
0.7576 |
0.7544 |
|
| R1 |
0.7558 |
0.7558 |
0.7542 |
0.7553 |
| PP |
0.7548 |
0.7548 |
0.7548 |
0.7546 |
| S1 |
0.7530 |
0.7530 |
0.7536 |
0.7525 |
| S2 |
0.7520 |
0.7520 |
0.7534 |
|
| S3 |
0.7492 |
0.7502 |
0.7531 |
|
| S4 |
0.7464 |
0.7474 |
0.7524 |
|
|
| 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 |
0.7686 |
|
2.618 |
0.7640 |
|
1.618 |
0.7612 |
|
1.000 |
0.7595 |
|
0.618 |
0.7584 |
|
HIGH |
0.7567 |
|
0.618 |
0.7556 |
|
0.500 |
0.7553 |
|
0.382 |
0.7549 |
|
LOW |
0.7539 |
|
0.618 |
0.7521 |
|
1.000 |
0.7511 |
|
1.618 |
0.7493 |
|
2.618 |
0.7465 |
|
4.250 |
0.7420 |
|
|
| Fisher Pivots for day following 20-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7553 |
0.7550 |
| PP |
0.7548 |
0.7546 |
| S1 |
0.7544 |
0.7543 |
|