CME Canadian Dollar Future September 2020
Trading Metrics calculated at close of trading on 02-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2020 |
02-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.7468 |
0.7475 |
0.0007 |
0.1% |
0.7525 |
High |
0.7468 |
0.7502 |
0.0034 |
0.5% |
0.7541 |
Low |
0.7425 |
0.7466 |
0.0042 |
0.6% |
0.7425 |
Close |
0.7458 |
0.7484 |
0.0026 |
0.3% |
0.7458 |
Range |
0.0044 |
0.0036 |
-0.0008 |
-17.2% |
0.0117 |
ATR |
0.0029 |
0.0030 |
0.0001 |
3.7% |
0.0000 |
Volume |
165 |
305 |
140 |
84.8% |
836 |
|
Daily Pivots for day following 02-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7592 |
0.7574 |
0.7503 |
|
R3 |
0.7556 |
0.7538 |
0.7493 |
|
R2 |
0.7520 |
0.7520 |
0.7490 |
|
R1 |
0.7502 |
0.7502 |
0.7487 |
0.7511 |
PP |
0.7484 |
0.7484 |
0.7484 |
0.7488 |
S1 |
0.7466 |
0.7466 |
0.7480 |
0.7475 |
S2 |
0.7448 |
0.7448 |
0.7477 |
|
S3 |
0.7412 |
0.7430 |
0.7474 |
|
S4 |
0.7376 |
0.7394 |
0.7464 |
|
|
Weekly Pivots for week ending 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7824 |
0.7758 |
0.7522 |
|
R3 |
0.7708 |
0.7641 |
0.7490 |
|
R2 |
0.7591 |
0.7591 |
0.7479 |
|
R1 |
0.7525 |
0.7525 |
0.7469 |
0.7500 |
PP |
0.7475 |
0.7475 |
0.7475 |
0.7462 |
S1 |
0.7408 |
0.7408 |
0.7447 |
0.7383 |
S2 |
0.7358 |
0.7358 |
0.7437 |
|
S3 |
0.7242 |
0.7292 |
0.7426 |
|
S4 |
0.7125 |
0.7175 |
0.7394 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7655 |
2.618 |
0.7596 |
1.618 |
0.7560 |
1.000 |
0.7538 |
0.618 |
0.7524 |
HIGH |
0.7502 |
0.618 |
0.7488 |
0.500 |
0.7484 |
0.382 |
0.7480 |
LOW |
0.7466 |
0.618 |
0.7444 |
1.000 |
0.7430 |
1.618 |
0.7408 |
2.618 |
0.7372 |
4.250 |
0.7313 |
|
|
Fisher Pivots for day following 02-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7484 |
0.7477 |
PP |
0.7484 |
0.7470 |
S1 |
0.7484 |
0.7463 |
|