CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 21-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2020 |
21-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7540 |
0.7540 |
0.0000 |
0.0% |
0.7542 |
| High |
0.7550 |
0.7574 |
0.0024 |
0.3% |
0.7574 |
| Low |
0.7538 |
0.7540 |
0.0002 |
0.0% |
0.7535 |
| Close |
0.7538 |
0.7569 |
0.0031 |
0.4% |
0.7569 |
| Range |
0.0012 |
0.0034 |
0.0022 |
179.2% |
0.0039 |
| ATR |
|
|
|
|
|
| Volume |
19 |
104 |
85 |
447.4% |
278 |
|
| Daily Pivots for day following 21-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7661 |
0.7648 |
0.7587 |
|
| R3 |
0.7628 |
0.7615 |
0.7578 |
|
| R2 |
0.7594 |
0.7594 |
0.7575 |
|
| R1 |
0.7581 |
0.7581 |
0.7572 |
0.7588 |
| PP |
0.7561 |
0.7561 |
0.7561 |
0.7564 |
| S1 |
0.7548 |
0.7548 |
0.7565 |
0.7554 |
| S2 |
0.7527 |
0.7527 |
0.7562 |
|
| S3 |
0.7494 |
0.7514 |
0.7559 |
|
| S4 |
0.7460 |
0.7481 |
0.7550 |
|
|
| Weekly Pivots for week ending 21-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7675 |
0.7660 |
0.7590 |
|
| R3 |
0.7636 |
0.7622 |
0.7579 |
|
| R2 |
0.7598 |
0.7598 |
0.7576 |
|
| R1 |
0.7583 |
0.7583 |
0.7572 |
0.7590 |
| PP |
0.7559 |
0.7559 |
0.7559 |
0.7563 |
| S1 |
0.7545 |
0.7545 |
0.7565 |
0.7552 |
| S2 |
0.7521 |
0.7521 |
0.7561 |
|
| S3 |
0.7482 |
0.7506 |
0.7558 |
|
| S4 |
0.7444 |
0.7468 |
0.7547 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7716 |
|
2.618 |
0.7661 |
|
1.618 |
0.7628 |
|
1.000 |
0.7607 |
|
0.618 |
0.7594 |
|
HIGH |
0.7574 |
|
0.618 |
0.7561 |
|
0.500 |
0.7557 |
|
0.382 |
0.7553 |
|
LOW |
0.7540 |
|
0.618 |
0.7519 |
|
1.000 |
0.7507 |
|
1.618 |
0.7486 |
|
2.618 |
0.7452 |
|
4.250 |
0.7398 |
|
|
| Fisher Pivots for day following 21-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7565 |
0.7564 |
| PP |
0.7561 |
0.7560 |
| S1 |
0.7557 |
0.7556 |
|