CME Canadian Dollar Future September 2020
Trading Metrics calculated at close of trading on 04-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2020 |
04-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.7490 |
0.7472 |
-0.0018 |
-0.2% |
0.7525 |
High |
0.7502 |
0.7493 |
-0.0009 |
-0.1% |
0.7541 |
Low |
0.7461 |
0.7442 |
-0.0019 |
-0.3% |
0.7425 |
Close |
0.7469 |
0.7456 |
-0.0013 |
-0.2% |
0.7458 |
Range |
0.0041 |
0.0051 |
0.0011 |
25.9% |
0.0117 |
ATR |
0.0031 |
0.0032 |
0.0001 |
4.7% |
0.0000 |
Volume |
455 |
308 |
-147 |
-32.3% |
836 |
|
Daily Pivots for day following 04-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7617 |
0.7587 |
0.7484 |
|
R3 |
0.7566 |
0.7536 |
0.7470 |
|
R2 |
0.7515 |
0.7515 |
0.7465 |
|
R1 |
0.7485 |
0.7485 |
0.7461 |
0.7475 |
PP |
0.7464 |
0.7464 |
0.7464 |
0.7458 |
S1 |
0.7434 |
0.7434 |
0.7451 |
0.7424 |
S2 |
0.7413 |
0.7413 |
0.7447 |
|
S3 |
0.7362 |
0.7383 |
0.7442 |
|
S4 |
0.7311 |
0.7332 |
0.7428 |
|
|
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 |
0.7710 |
2.618 |
0.7627 |
1.618 |
0.7576 |
1.000 |
0.7544 |
0.618 |
0.7525 |
HIGH |
0.7493 |
0.618 |
0.7474 |
0.500 |
0.7468 |
0.382 |
0.7461 |
LOW |
0.7442 |
0.618 |
0.7410 |
1.000 |
0.7391 |
1.618 |
0.7359 |
2.618 |
0.7308 |
4.250 |
0.7225 |
|
|
Fisher Pivots for day following 04-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7468 |
0.7472 |
PP |
0.7464 |
0.7467 |
S1 |
0.7460 |
0.7461 |
|