CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 24-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2020 |
24-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7540 |
0.7530 |
-0.0010 |
-0.1% |
0.7542 |
| High |
0.7574 |
0.7530 |
-0.0044 |
-0.6% |
0.7574 |
| Low |
0.7540 |
0.7522 |
-0.0019 |
-0.2% |
0.7535 |
| Close |
0.7569 |
0.7522 |
-0.0047 |
-0.6% |
0.7569 |
| Range |
0.0034 |
0.0009 |
-0.0025 |
-74.6% |
0.0039 |
| ATR |
|
|
|
|
|
| Volume |
104 |
31 |
-73 |
-70.2% |
278 |
|
| Daily Pivots for day following 24-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7550 |
0.7544 |
0.7526 |
|
| R3 |
0.7541 |
0.7536 |
0.7524 |
|
| R2 |
0.7533 |
0.7533 |
0.7523 |
|
| R1 |
0.7527 |
0.7527 |
0.7522 |
0.7526 |
| PP |
0.7524 |
0.7524 |
0.7524 |
0.7524 |
| S1 |
0.7519 |
0.7519 |
0.7521 |
0.7517 |
| S2 |
0.7516 |
0.7516 |
0.7520 |
|
| S3 |
0.7507 |
0.7510 |
0.7519 |
|
| S4 |
0.7499 |
0.7502 |
0.7517 |
|
|
| 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 |
0.7566 |
|
2.618 |
0.7552 |
|
1.618 |
0.7544 |
|
1.000 |
0.7539 |
|
0.618 |
0.7535 |
|
HIGH |
0.7530 |
|
0.618 |
0.7527 |
|
0.500 |
0.7526 |
|
0.382 |
0.7525 |
|
LOW |
0.7522 |
|
0.618 |
0.7516 |
|
1.000 |
0.7513 |
|
1.618 |
0.7508 |
|
2.618 |
0.7499 |
|
4.250 |
0.7485 |
|
|
| Fisher Pivots for day following 24-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7526 |
0.7548 |
| PP |
0.7524 |
0.7539 |
| S1 |
0.7523 |
0.7530 |
|