CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 03-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2020 |
03-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7475 |
0.7490 |
0.0015 |
0.2% |
0.7525 |
| High |
0.7502 |
0.7502 |
-0.0001 |
0.0% |
0.7541 |
| Low |
0.7466 |
0.7461 |
-0.0005 |
-0.1% |
0.7425 |
| Close |
0.7484 |
0.7469 |
-0.0015 |
-0.2% |
0.7458 |
| Range |
0.0036 |
0.0041 |
0.0005 |
12.5% |
0.0117 |
| ATR |
0.0030 |
0.0031 |
0.0001 |
2.5% |
0.0000 |
| Volume |
305 |
455 |
150 |
49.2% |
836 |
|
| Daily Pivots for day following 03-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7599 |
0.7574 |
0.7491 |
|
| R3 |
0.7558 |
0.7534 |
0.7480 |
|
| R2 |
0.7518 |
0.7518 |
0.7476 |
|
| R1 |
0.7493 |
0.7493 |
0.7473 |
0.7485 |
| PP |
0.7477 |
0.7477 |
0.7477 |
0.7473 |
| S1 |
0.7453 |
0.7453 |
0.7465 |
0.7445 |
| S2 |
0.7437 |
0.7437 |
0.7462 |
|
| S3 |
0.7396 |
0.7412 |
0.7458 |
|
| S4 |
0.7356 |
0.7372 |
0.7447 |
|
|
| 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 |
0.7674 |
|
2.618 |
0.7608 |
|
1.618 |
0.7567 |
|
1.000 |
0.7542 |
|
0.618 |
0.7527 |
|
HIGH |
0.7502 |
|
0.618 |
0.7486 |
|
0.500 |
0.7481 |
|
0.382 |
0.7476 |
|
LOW |
0.7461 |
|
0.618 |
0.7436 |
|
1.000 |
0.7421 |
|
1.618 |
0.7395 |
|
2.618 |
0.7355 |
|
4.250 |
0.7289 |
|
|
| Fisher Pivots for day following 03-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7481 |
0.7467 |
| PP |
0.7477 |
0.7465 |
| S1 |
0.7473 |
0.7463 |
|