CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 06-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2020 |
06-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.7488 |
0.7444 |
-0.0044 |
-0.6% |
0.7480 |
High |
0.7488 |
0.7456 |
-0.0032 |
-0.4% |
0.7488 |
Low |
0.7434 |
0.7439 |
0.0005 |
0.1% |
0.7434 |
Close |
0.7442 |
0.7439 |
-0.0003 |
0.0% |
0.7439 |
Range |
0.0054 |
0.0017 |
-0.0037 |
-69.2% |
0.0054 |
ATR |
0.0026 |
0.0026 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
66 |
7 |
-59 |
-89.4% |
236 |
|
Daily Pivots for day following 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7494 |
0.7483 |
0.7448 |
|
R3 |
0.7478 |
0.7467 |
0.7444 |
|
R2 |
0.7461 |
0.7461 |
0.7442 |
|
R1 |
0.7450 |
0.7450 |
0.7441 |
0.7447 |
PP |
0.7445 |
0.7445 |
0.7445 |
0.7443 |
S1 |
0.7434 |
0.7434 |
0.7437 |
0.7431 |
S2 |
0.7428 |
0.7428 |
0.7436 |
|
S3 |
0.7412 |
0.7417 |
0.7434 |
|
S4 |
0.7395 |
0.7401 |
0.7430 |
|
|
Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7614 |
0.7580 |
0.7468 |
|
R3 |
0.7561 |
0.7527 |
0.7454 |
|
R2 |
0.7507 |
0.7507 |
0.7449 |
|
R1 |
0.7473 |
0.7473 |
0.7444 |
0.7463 |
PP |
0.7454 |
0.7454 |
0.7454 |
0.7449 |
S1 |
0.7420 |
0.7420 |
0.7434 |
0.7410 |
S2 |
0.7400 |
0.7400 |
0.7429 |
|
S3 |
0.7347 |
0.7366 |
0.7424 |
|
S4 |
0.7293 |
0.7313 |
0.7410 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7526 |
2.618 |
0.7499 |
1.618 |
0.7482 |
1.000 |
0.7472 |
0.618 |
0.7466 |
HIGH |
0.7456 |
0.618 |
0.7449 |
0.500 |
0.7447 |
0.382 |
0.7445 |
LOW |
0.7439 |
0.618 |
0.7429 |
1.000 |
0.7423 |
1.618 |
0.7412 |
2.618 |
0.7396 |
4.250 |
0.7369 |
|
|
Fisher Pivots for day following 06-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7447 |
0.7461 |
PP |
0.7445 |
0.7454 |
S1 |
0.7442 |
0.7446 |
|