CME Canadian Dollar Future September 2020
Trading Metrics calculated at close of trading on 19-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2020 |
19-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.7062 |
0.6907 |
-0.0155 |
-2.2% |
0.7397 |
High |
0.7069 |
0.6945 |
-0.0124 |
-1.8% |
0.7397 |
Low |
0.6840 |
0.6827 |
-0.0013 |
-0.2% |
0.7153 |
Close |
0.6874 |
0.6903 |
0.0030 |
0.4% |
0.7183 |
Range |
0.0229 |
0.0118 |
-0.0112 |
-48.7% |
0.0244 |
ATR |
0.0078 |
0.0081 |
0.0003 |
3.5% |
0.0000 |
Volume |
466 |
267 |
-199 |
-42.7% |
1,694 |
|
Daily Pivots for day following 19-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7244 |
0.7191 |
0.6968 |
|
R3 |
0.7127 |
0.7074 |
0.6935 |
|
R2 |
0.7009 |
0.7009 |
0.6925 |
|
R1 |
0.6956 |
0.6956 |
0.6914 |
0.6924 |
PP |
0.6892 |
0.6892 |
0.6892 |
0.6875 |
S1 |
0.6839 |
0.6839 |
0.6892 |
0.6806 |
S2 |
0.6774 |
0.6774 |
0.6881 |
|
S3 |
0.6657 |
0.6721 |
0.6871 |
|
S4 |
0.6539 |
0.6604 |
0.6838 |
|
|
Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7975 |
0.7822 |
0.7317 |
|
R3 |
0.7731 |
0.7579 |
0.7250 |
|
R2 |
0.7488 |
0.7488 |
0.7228 |
|
R1 |
0.7335 |
0.7335 |
0.7205 |
0.7290 |
PP |
0.7244 |
0.7244 |
0.7244 |
0.7221 |
S1 |
0.7092 |
0.7092 |
0.7161 |
0.7046 |
S2 |
0.7001 |
0.7001 |
0.7138 |
|
S3 |
0.6757 |
0.6848 |
0.7116 |
|
S4 |
0.6514 |
0.6605 |
0.7049 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7444 |
2.618 |
0.7252 |
1.618 |
0.7135 |
1.000 |
0.7062 |
0.618 |
0.7017 |
HIGH |
0.6945 |
0.618 |
0.6900 |
0.500 |
0.6886 |
0.382 |
0.6872 |
LOW |
0.6827 |
0.618 |
0.6754 |
1.000 |
0.6710 |
1.618 |
0.6637 |
2.618 |
0.6519 |
4.250 |
0.6328 |
|
|
Fisher Pivots for day following 19-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.6897 |
0.6999 |
PP |
0.6892 |
0.6967 |
S1 |
0.6886 |
0.6935 |
|