CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 27-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2020 |
27-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7520 |
0.7482 |
-0.0038 |
-0.5% |
0.7542 |
| High |
0.7520 |
0.7483 |
-0.0037 |
-0.5% |
0.7574 |
| Low |
0.7500 |
0.7468 |
-0.0032 |
-0.4% |
0.7535 |
| Close |
0.7503 |
0.7475 |
-0.0029 |
-0.4% |
0.7569 |
| Range |
0.0020 |
0.0015 |
-0.0005 |
-25.0% |
0.0039 |
| ATR |
0.0021 |
0.0022 |
0.0001 |
4.7% |
0.0000 |
| Volume |
23 |
9 |
-14 |
-60.9% |
278 |
|
| Daily Pivots for day following 27-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7520 |
0.7512 |
0.7483 |
|
| R3 |
0.7505 |
0.7497 |
0.7479 |
|
| R2 |
0.7490 |
0.7490 |
0.7477 |
|
| R1 |
0.7482 |
0.7482 |
0.7476 |
0.7479 |
| PP |
0.7475 |
0.7475 |
0.7475 |
0.7473 |
| S1 |
0.7467 |
0.7467 |
0.7473 |
0.7464 |
| S2 |
0.7460 |
0.7460 |
0.7472 |
|
| S3 |
0.7445 |
0.7452 |
0.7470 |
|
| S4 |
0.7430 |
0.7437 |
0.7466 |
|
|
| 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 |
0.7547 |
|
2.618 |
0.7522 |
|
1.618 |
0.7507 |
|
1.000 |
0.7498 |
|
0.618 |
0.7492 |
|
HIGH |
0.7483 |
|
0.618 |
0.7477 |
|
0.500 |
0.7476 |
|
0.382 |
0.7474 |
|
LOW |
0.7468 |
|
0.618 |
0.7459 |
|
1.000 |
0.7453 |
|
1.618 |
0.7444 |
|
2.618 |
0.7429 |
|
4.250 |
0.7404 |
|
|
| Fisher Pivots for day following 27-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7476 |
0.7499 |
| PP |
0.7475 |
0.7491 |
| S1 |
0.7475 |
0.7483 |
|