CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 03-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2020 |
03-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.7480 |
0.7475 |
-0.0005 |
-0.1% |
0.7530 |
High |
0.7480 |
0.7476 |
-0.0004 |
-0.1% |
0.7530 |
Low |
0.7480 |
0.7462 |
-0.0018 |
-0.2% |
0.7429 |
Close |
0.7480 |
0.7464 |
-0.0016 |
-0.2% |
0.7454 |
Range |
0.0000 |
0.0014 |
0.0014 |
|
0.0101 |
ATR |
0.0024 |
0.0024 |
0.0000 |
-1.8% |
0.0000 |
Volume |
20 |
27 |
7 |
35.0% |
180 |
|
Daily Pivots for day following 03-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7509 |
0.7501 |
0.7472 |
|
R3 |
0.7495 |
0.7487 |
0.7468 |
|
R2 |
0.7481 |
0.7481 |
0.7467 |
|
R1 |
0.7473 |
0.7473 |
0.7465 |
0.7470 |
PP |
0.7467 |
0.7467 |
0.7467 |
0.7466 |
S1 |
0.7459 |
0.7459 |
0.7463 |
0.7456 |
S2 |
0.7453 |
0.7453 |
0.7461 |
|
S3 |
0.7439 |
0.7445 |
0.7460 |
|
S4 |
0.7425 |
0.7431 |
0.7456 |
|
|
Weekly Pivots for week ending 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7774 |
0.7715 |
0.7510 |
|
R3 |
0.7673 |
0.7614 |
0.7482 |
|
R2 |
0.7572 |
0.7572 |
0.7473 |
|
R1 |
0.7513 |
0.7513 |
0.7463 |
0.7492 |
PP |
0.7471 |
0.7471 |
0.7471 |
0.7461 |
S1 |
0.7412 |
0.7412 |
0.7445 |
0.7391 |
S2 |
0.7370 |
0.7370 |
0.7435 |
|
S3 |
0.7269 |
0.7311 |
0.7426 |
|
S4 |
0.7168 |
0.7210 |
0.7398 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7536 |
2.618 |
0.7513 |
1.618 |
0.7499 |
1.000 |
0.7490 |
0.618 |
0.7485 |
HIGH |
0.7476 |
0.618 |
0.7471 |
0.500 |
0.7469 |
0.382 |
0.7467 |
LOW |
0.7462 |
0.618 |
0.7453 |
1.000 |
0.7448 |
1.618 |
0.7439 |
2.618 |
0.7425 |
4.250 |
0.7403 |
|
|
Fisher Pivots for day following 03-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7469 |
0.7461 |
PP |
0.7467 |
0.7458 |
S1 |
0.7466 |
0.7455 |
|