CME Canadian Dollar Future September 2020
Trading Metrics calculated at close of trading on 30-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2020 |
30-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.7133 |
0.7098 |
-0.0035 |
-0.5% |
0.6958 |
High |
0.7194 |
0.7098 |
-0.0096 |
-1.3% |
0.7194 |
Low |
0.7080 |
0.7066 |
-0.0014 |
-0.2% |
0.6878 |
Close |
0.7180 |
0.7072 |
-0.0108 |
-1.5% |
0.7180 |
Range |
0.0115 |
0.0032 |
-0.0083 |
-72.1% |
0.0317 |
ATR |
0.0097 |
0.0098 |
0.0001 |
1.3% |
0.0000 |
Volume |
115 |
66 |
-49 |
-42.6% |
1,054 |
|
Daily Pivots for day following 30-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7175 |
0.7155 |
0.7090 |
|
R3 |
0.7143 |
0.7123 |
0.7081 |
|
R2 |
0.7111 |
0.7111 |
0.7078 |
|
R1 |
0.7091 |
0.7091 |
0.7075 |
0.7085 |
PP |
0.7079 |
0.7079 |
0.7079 |
0.7076 |
S1 |
0.7059 |
0.7059 |
0.7069 |
0.7053 |
S2 |
0.7047 |
0.7047 |
0.7066 |
|
S3 |
0.7015 |
0.7027 |
0.7063 |
|
S4 |
0.6983 |
0.6995 |
0.7054 |
|
|
Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8033 |
0.7923 |
0.7354 |
|
R3 |
0.7717 |
0.7607 |
0.7267 |
|
R2 |
0.7400 |
0.7400 |
0.7238 |
|
R1 |
0.7290 |
0.7290 |
0.7209 |
0.7345 |
PP |
0.7084 |
0.7084 |
0.7084 |
0.7111 |
S1 |
0.6974 |
0.6974 |
0.7151 |
0.7029 |
S2 |
0.6767 |
0.6767 |
0.7122 |
|
S3 |
0.6451 |
0.6657 |
0.7093 |
|
S4 |
0.6134 |
0.6341 |
0.7006 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7234 |
2.618 |
0.7182 |
1.618 |
0.7150 |
1.000 |
0.7130 |
0.618 |
0.7118 |
HIGH |
0.7098 |
0.618 |
0.7086 |
0.500 |
0.7082 |
0.382 |
0.7078 |
LOW |
0.7066 |
0.618 |
0.7046 |
1.000 |
0.7034 |
1.618 |
0.7014 |
2.618 |
0.6982 |
4.250 |
0.6930 |
|
|
Fisher Pivots for day following 30-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7082 |
0.7105 |
PP |
0.7079 |
0.7094 |
S1 |
0.7075 |
0.7083 |
|