CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 10-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2020 |
10-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.7407 |
0.7305 |
-0.0102 |
-1.4% |
0.7480 |
High |
0.7407 |
0.7306 |
-0.0101 |
-1.4% |
0.7488 |
Low |
0.7295 |
0.7250 |
-0.0045 |
-0.6% |
0.7434 |
Close |
0.7333 |
0.7274 |
-0.0059 |
-0.8% |
0.7439 |
Range |
0.0113 |
0.0056 |
-0.0057 |
-50.2% |
0.0054 |
ATR |
0.0034 |
0.0038 |
0.0003 |
10.1% |
0.0000 |
Volume |
106 |
191 |
85 |
80.2% |
236 |
|
Daily Pivots for day following 10-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7445 |
0.7415 |
0.7304 |
|
R3 |
0.7389 |
0.7359 |
0.7289 |
|
R2 |
0.7333 |
0.7333 |
0.7284 |
|
R1 |
0.7303 |
0.7303 |
0.7279 |
0.7290 |
PP |
0.7277 |
0.7277 |
0.7277 |
0.7270 |
S1 |
0.7247 |
0.7247 |
0.7268 |
0.7234 |
S2 |
0.7221 |
0.7221 |
0.7263 |
|
S3 |
0.7165 |
0.7191 |
0.7258 |
|
S4 |
0.7109 |
0.7135 |
0.7243 |
|
|
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 |
0.7544 |
2.618 |
0.7453 |
1.618 |
0.7397 |
1.000 |
0.7362 |
0.618 |
0.7341 |
HIGH |
0.7306 |
0.618 |
0.7285 |
0.500 |
0.7278 |
0.382 |
0.7271 |
LOW |
0.7250 |
0.618 |
0.7215 |
1.000 |
0.7194 |
1.618 |
0.7159 |
2.618 |
0.7103 |
4.250 |
0.7012 |
|
|
Fisher Pivots for day following 10-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7278 |
0.7353 |
PP |
0.7277 |
0.7326 |
S1 |
0.7275 |
0.7300 |
|