CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 11-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2020 |
11-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.7305 |
0.7271 |
-0.0034 |
-0.5% |
0.7480 |
High |
0.7306 |
0.7285 |
-0.0021 |
-0.3% |
0.7488 |
Low |
0.7250 |
0.7249 |
-0.0001 |
0.0% |
0.7434 |
Close |
0.7274 |
0.7260 |
-0.0014 |
-0.2% |
0.7439 |
Range |
0.0056 |
0.0036 |
-0.0020 |
-35.7% |
0.0054 |
ATR |
0.0038 |
0.0038 |
0.0000 |
-0.3% |
0.0000 |
Volume |
191 |
56 |
-135 |
-70.7% |
236 |
|
Daily Pivots for day following 11-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7373 |
0.7352 |
0.7280 |
|
R3 |
0.7337 |
0.7316 |
0.7270 |
|
R2 |
0.7301 |
0.7301 |
0.7267 |
|
R1 |
0.7280 |
0.7280 |
0.7263 |
0.7273 |
PP |
0.7265 |
0.7265 |
0.7265 |
0.7261 |
S1 |
0.7244 |
0.7244 |
0.7257 |
0.7237 |
S2 |
0.7229 |
0.7229 |
0.7253 |
|
S3 |
0.7193 |
0.7208 |
0.7250 |
|
S4 |
0.7157 |
0.7172 |
0.7240 |
|
|
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 |
0.7438 |
2.618 |
0.7379 |
1.618 |
0.7343 |
1.000 |
0.7321 |
0.618 |
0.7307 |
HIGH |
0.7285 |
0.618 |
0.7271 |
0.500 |
0.7267 |
0.382 |
0.7263 |
LOW |
0.7249 |
0.618 |
0.7227 |
1.000 |
0.7213 |
1.618 |
0.7191 |
2.618 |
0.7155 |
4.250 |
0.7096 |
|
|
Fisher Pivots for day following 11-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7267 |
0.7328 |
PP |
0.7265 |
0.7305 |
S1 |
0.7262 |
0.7283 |
|