CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 16-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2020 |
16-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.7245 |
0.7240 |
-0.0005 |
-0.1% |
0.7407 |
High |
0.7247 |
0.7240 |
-0.0007 |
-0.1% |
0.7407 |
Low |
0.7140 |
0.7151 |
0.0011 |
0.2% |
0.7140 |
Close |
0.7185 |
0.7163 |
-0.0022 |
-0.3% |
0.7185 |
Range |
0.0107 |
0.0089 |
-0.0018 |
-16.4% |
0.0267 |
ATR |
0.0045 |
0.0049 |
0.0003 |
6.8% |
0.0000 |
Volume |
80 |
155 |
75 |
93.8% |
514 |
|
Daily Pivots for day following 16-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7452 |
0.7396 |
0.7211 |
|
R3 |
0.7363 |
0.7307 |
0.7187 |
|
R2 |
0.7274 |
0.7274 |
0.7179 |
|
R1 |
0.7218 |
0.7218 |
0.7171 |
0.7201 |
PP |
0.7185 |
0.7185 |
0.7185 |
0.7176 |
S1 |
0.7129 |
0.7129 |
0.7154 |
0.7112 |
S2 |
0.7096 |
0.7096 |
0.7146 |
|
S3 |
0.7007 |
0.7040 |
0.7138 |
|
S4 |
0.6918 |
0.6951 |
0.7114 |
|
|
Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8045 |
0.7882 |
0.7331 |
|
R3 |
0.7778 |
0.7615 |
0.7258 |
|
R2 |
0.7511 |
0.7511 |
0.7233 |
|
R1 |
0.7348 |
0.7348 |
0.7209 |
0.7296 |
PP |
0.7244 |
0.7244 |
0.7244 |
0.7218 |
S1 |
0.7081 |
0.7081 |
0.7160 |
0.7029 |
S2 |
0.6977 |
0.6977 |
0.7136 |
|
S3 |
0.6710 |
0.6814 |
0.7111 |
|
S4 |
0.6443 |
0.6547 |
0.7038 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7618 |
2.618 |
0.7473 |
1.618 |
0.7384 |
1.000 |
0.7329 |
0.618 |
0.7295 |
HIGH |
0.7240 |
0.618 |
0.7206 |
0.500 |
0.7196 |
0.382 |
0.7185 |
LOW |
0.7151 |
0.618 |
0.7096 |
1.000 |
0.7062 |
1.618 |
0.7007 |
2.618 |
0.6918 |
4.250 |
0.6773 |
|
|
Fisher Pivots for day following 16-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7196 |
0.7208 |
PP |
0.7185 |
0.7193 |
S1 |
0.7174 |
0.7178 |
|