CME Canadian Dollar Future September 2020
Trading Metrics calculated at close of trading on 27-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2020 |
27-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
0.7515 |
0.7485 |
-0.0030 |
-0.4% |
0.7559 |
High |
0.7529 |
0.7492 |
-0.0038 |
-0.5% |
0.7574 |
Low |
0.7499 |
0.7464 |
-0.0036 |
-0.5% |
0.7533 |
Close |
0.7506 |
0.7478 |
-0.0028 |
-0.4% |
0.7570 |
Range |
0.0030 |
0.0028 |
-0.0002 |
-6.7% |
0.0041 |
ATR |
0.0026 |
0.0027 |
0.0001 |
4.4% |
0.0000 |
Volume |
11 |
495 |
484 |
4,400.0% |
87 |
|
Daily Pivots for day following 27-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7562 |
0.7548 |
0.7493 |
|
R3 |
0.7534 |
0.7520 |
0.7485 |
|
R2 |
0.7506 |
0.7506 |
0.7483 |
|
R1 |
0.7492 |
0.7492 |
0.7480 |
0.7485 |
PP |
0.7478 |
0.7478 |
0.7478 |
0.7474 |
S1 |
0.7464 |
0.7464 |
0.7475 |
0.7457 |
S2 |
0.7450 |
0.7450 |
0.7472 |
|
S3 |
0.7422 |
0.7436 |
0.7470 |
|
S4 |
0.7394 |
0.7408 |
0.7462 |
|
|
Weekly Pivots for week ending 21-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7682 |
0.7667 |
0.7592 |
|
R3 |
0.7641 |
0.7626 |
0.7581 |
|
R2 |
0.7600 |
0.7600 |
0.7577 |
|
R1 |
0.7585 |
0.7585 |
0.7573 |
0.7592 |
PP |
0.7559 |
0.7559 |
0.7559 |
0.7563 |
S1 |
0.7544 |
0.7544 |
0.7566 |
0.7551 |
S2 |
0.7518 |
0.7518 |
0.7562 |
|
S3 |
0.7477 |
0.7503 |
0.7558 |
|
S4 |
0.7436 |
0.7462 |
0.7547 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7611 |
2.618 |
0.7565 |
1.618 |
0.7537 |
1.000 |
0.7520 |
0.618 |
0.7509 |
HIGH |
0.7492 |
0.618 |
0.7481 |
0.500 |
0.7478 |
0.382 |
0.7474 |
LOW |
0.7464 |
0.618 |
0.7446 |
1.000 |
0.7436 |
1.618 |
0.7418 |
2.618 |
0.7390 |
4.250 |
0.7345 |
|
|
Fisher Pivots for day following 27-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7478 |
0.7498 |
PP |
0.7478 |
0.7491 |
S1 |
0.7478 |
0.7484 |
|