CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 11-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2020 |
11-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7316 |
0.7284 |
-0.0032 |
-0.4% |
0.7475 |
| High |
0.7342 |
0.7304 |
-0.0038 |
-0.5% |
0.7502 |
| Low |
0.7250 |
0.7250 |
0.0000 |
0.0% |
0.7438 |
| Close |
0.7276 |
0.7261 |
-0.0015 |
-0.2% |
0.7443 |
| Range |
0.0092 |
0.0054 |
-0.0038 |
-41.5% |
0.0064 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
1.3% |
0.0000 |
| Volume |
211 |
761 |
550 |
260.7% |
1,561 |
|
| Daily Pivots for day following 11-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7432 |
0.7400 |
0.7290 |
|
| R3 |
0.7378 |
0.7346 |
0.7275 |
|
| R2 |
0.7325 |
0.7325 |
0.7270 |
|
| R1 |
0.7293 |
0.7293 |
0.7265 |
0.7282 |
| PP |
0.7271 |
0.7271 |
0.7271 |
0.7266 |
| S1 |
0.7239 |
0.7239 |
0.7256 |
0.7229 |
| S2 |
0.7218 |
0.7218 |
0.7251 |
|
| S3 |
0.7164 |
0.7186 |
0.7246 |
|
| S4 |
0.7111 |
0.7132 |
0.7231 |
|
|
| 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 |
0.7531 |
|
2.618 |
0.7444 |
|
1.618 |
0.7390 |
|
1.000 |
0.7357 |
|
0.618 |
0.7337 |
|
HIGH |
0.7304 |
|
0.618 |
0.7283 |
|
0.500 |
0.7277 |
|
0.382 |
0.7270 |
|
LOW |
0.7250 |
|
0.618 |
0.7217 |
|
1.000 |
0.7197 |
|
1.618 |
0.7163 |
|
2.618 |
0.7110 |
|
4.250 |
0.7023 |
|
|
| Fisher Pivots for day following 11-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7277 |
0.7323 |
| PP |
0.7271 |
0.7302 |
| S1 |
0.7266 |
0.7281 |
|