CME Canadian Dollar Future September 2020
Trading Metrics calculated at close of trading on 01-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2020 |
01-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
0.7034 |
0.7116 |
0.0083 |
1.2% |
0.6958 |
High |
0.7143 |
0.7116 |
-0.0027 |
-0.4% |
0.7194 |
Low |
0.6980 |
0.7017 |
0.0037 |
0.5% |
0.6878 |
Close |
0.7108 |
0.7041 |
-0.0067 |
-0.9% |
0.7180 |
Range |
0.0163 |
0.0099 |
-0.0064 |
-39.3% |
0.0317 |
ATR |
0.0103 |
0.0102 |
0.0000 |
-0.2% |
0.0000 |
Volume |
85 |
50 |
-35 |
-41.2% |
1,054 |
|
Daily Pivots for day following 01-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7355 |
0.7297 |
0.7095 |
|
R3 |
0.7256 |
0.7198 |
0.7068 |
|
R2 |
0.7157 |
0.7157 |
0.7059 |
|
R1 |
0.7099 |
0.7099 |
0.7050 |
0.7079 |
PP |
0.7058 |
0.7058 |
0.7058 |
0.7048 |
S1 |
0.7000 |
0.7000 |
0.7032 |
0.6980 |
S2 |
0.6959 |
0.6959 |
0.7023 |
|
S3 |
0.6860 |
0.6901 |
0.7014 |
|
S4 |
0.6761 |
0.6802 |
0.6987 |
|
|
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 |
0.7537 |
2.618 |
0.7375 |
1.618 |
0.7276 |
1.000 |
0.7215 |
0.618 |
0.7177 |
HIGH |
0.7116 |
0.618 |
0.7078 |
0.500 |
0.7067 |
0.382 |
0.7055 |
LOW |
0.7017 |
0.618 |
0.6956 |
1.000 |
0.6918 |
1.618 |
0.6857 |
2.618 |
0.6758 |
4.250 |
0.6596 |
|
|
Fisher Pivots for day following 01-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7067 |
0.7062 |
PP |
0.7058 |
0.7055 |
S1 |
0.7050 |
0.7048 |
|