CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 09-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2020 |
09-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7461 |
0.7397 |
-0.0065 |
-0.9% |
0.7475 |
| High |
0.7468 |
0.7397 |
-0.0071 |
-1.0% |
0.7502 |
| Low |
0.7438 |
0.7266 |
-0.0172 |
-2.3% |
0.7438 |
| Close |
0.7443 |
0.7334 |
-0.0110 |
-1.5% |
0.7443 |
| Range |
0.0030 |
0.0131 |
0.0101 |
342.4% |
0.0064 |
| ATR |
0.0032 |
0.0042 |
0.0010 |
32.9% |
0.0000 |
| Volume |
71 |
128 |
57 |
80.3% |
1,561 |
|
| Daily Pivots for day following 09-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7724 |
0.7659 |
0.7405 |
|
| R3 |
0.7593 |
0.7529 |
0.7369 |
|
| R2 |
0.7463 |
0.7463 |
0.7357 |
|
| R1 |
0.7398 |
0.7398 |
0.7345 |
0.7365 |
| PP |
0.7332 |
0.7332 |
0.7332 |
0.7316 |
| S1 |
0.7268 |
0.7268 |
0.7322 |
0.7235 |
| S2 |
0.7202 |
0.7202 |
0.7310 |
|
| S3 |
0.7071 |
0.7137 |
0.7298 |
|
| S4 |
0.6941 |
0.7007 |
0.7262 |
|
|
| Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7653 |
0.7612 |
0.7478 |
|
| R3 |
0.7589 |
0.7548 |
0.7461 |
|
| R2 |
0.7525 |
0.7525 |
0.7455 |
|
| R1 |
0.7484 |
0.7484 |
0.7449 |
0.7473 |
| PP |
0.7461 |
0.7461 |
0.7461 |
0.7455 |
| S1 |
0.7420 |
0.7420 |
0.7437 |
0.7409 |
| S2 |
0.7397 |
0.7397 |
0.7431 |
|
| S3 |
0.7333 |
0.7356 |
0.7425 |
|
| S4 |
0.7269 |
0.7292 |
0.7408 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7951 |
|
2.618 |
0.7738 |
|
1.618 |
0.7608 |
|
1.000 |
0.7527 |
|
0.618 |
0.7477 |
|
HIGH |
0.7397 |
|
0.618 |
0.7347 |
|
0.500 |
0.7331 |
|
0.382 |
0.7316 |
|
LOW |
0.7266 |
|
0.618 |
0.7185 |
|
1.000 |
0.7136 |
|
1.618 |
0.7055 |
|
2.618 |
0.6924 |
|
4.250 |
0.6711 |
|
|
| Fisher Pivots for day following 09-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7333 |
0.7367 |
| PP |
0.7332 |
0.7356 |
| S1 |
0.7331 |
0.7345 |
|