CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 04-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2020 |
04-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7475 |
0.7479 |
0.0004 |
0.1% |
0.7530 |
| High |
0.7476 |
0.7480 |
0.0004 |
0.1% |
0.7530 |
| Low |
0.7462 |
0.7445 |
-0.0017 |
-0.2% |
0.7429 |
| Close |
0.7464 |
0.7451 |
-0.0013 |
-0.2% |
0.7454 |
| Range |
0.0014 |
0.0035 |
0.0021 |
150.0% |
0.0101 |
| ATR |
0.0024 |
0.0024 |
0.0001 |
3.5% |
0.0000 |
| Volume |
27 |
116 |
89 |
329.6% |
180 |
|
| Daily Pivots for day following 04-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7564 |
0.7542 |
0.7470 |
|
| R3 |
0.7529 |
0.7507 |
0.7461 |
|
| R2 |
0.7494 |
0.7494 |
0.7457 |
|
| R1 |
0.7472 |
0.7472 |
0.7454 |
0.7466 |
| PP |
0.7459 |
0.7459 |
0.7459 |
0.7455 |
| S1 |
0.7437 |
0.7437 |
0.7448 |
0.7431 |
| S2 |
0.7424 |
0.7424 |
0.7445 |
|
| S3 |
0.7389 |
0.7402 |
0.7441 |
|
| S4 |
0.7354 |
0.7367 |
0.7432 |
|
|
| 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 |
0.7629 |
|
2.618 |
0.7572 |
|
1.618 |
0.7537 |
|
1.000 |
0.7515 |
|
0.618 |
0.7502 |
|
HIGH |
0.7480 |
|
0.618 |
0.7467 |
|
0.500 |
0.7463 |
|
0.382 |
0.7458 |
|
LOW |
0.7445 |
|
0.618 |
0.7423 |
|
1.000 |
0.7410 |
|
1.618 |
0.7388 |
|
2.618 |
0.7353 |
|
4.250 |
0.7296 |
|
|
| Fisher Pivots for day following 04-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7463 |
0.7463 |
| PP |
0.7459 |
0.7459 |
| S1 |
0.7455 |
0.7455 |
|