CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 20-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2020 |
20-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6933 |
0.6925 |
-0.0008 |
-0.1% |
0.7240 |
| High |
0.6950 |
0.7080 |
0.0130 |
1.9% |
0.7240 |
| Low |
0.6835 |
0.6902 |
0.0067 |
1.0% |
0.6835 |
| Close |
0.6907 |
0.6940 |
0.0033 |
0.5% |
0.6940 |
| Range |
0.0115 |
0.0178 |
0.0063 |
54.3% |
0.0405 |
| ATR |
0.0073 |
0.0080 |
0.0007 |
10.3% |
0.0000 |
| Volume |
78 |
140 |
62 |
79.5% |
599 |
|
| Daily Pivots for day following 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7506 |
0.7400 |
0.7037 |
|
| R3 |
0.7329 |
0.7223 |
0.6988 |
|
| R2 |
0.7151 |
0.7151 |
0.6972 |
|
| R1 |
0.7045 |
0.7045 |
0.6956 |
0.7098 |
| PP |
0.6974 |
0.6974 |
0.6974 |
0.7000 |
| S1 |
0.6868 |
0.6868 |
0.6923 |
0.6921 |
| S2 |
0.6796 |
0.6796 |
0.6907 |
|
| S3 |
0.6619 |
0.6690 |
0.6891 |
|
| S4 |
0.6441 |
0.6513 |
0.6842 |
|
|
| Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8220 |
0.7985 |
0.7162 |
|
| R3 |
0.7815 |
0.7580 |
0.7051 |
|
| R2 |
0.7410 |
0.7410 |
0.7014 |
|
| R1 |
0.7175 |
0.7175 |
0.6977 |
0.7090 |
| PP |
0.7005 |
0.7005 |
0.7005 |
0.6962 |
| S1 |
0.6770 |
0.6770 |
0.6902 |
0.6685 |
| S2 |
0.6600 |
0.6600 |
0.6865 |
|
| S3 |
0.6195 |
0.6365 |
0.6828 |
|
| S4 |
0.5790 |
0.5960 |
0.6717 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7834 |
|
2.618 |
0.7544 |
|
1.618 |
0.7367 |
|
1.000 |
0.7257 |
|
0.618 |
0.7189 |
|
HIGH |
0.7080 |
|
0.618 |
0.7012 |
|
0.500 |
0.6991 |
|
0.382 |
0.6970 |
|
LOW |
0.6902 |
|
0.618 |
0.6792 |
|
1.000 |
0.6725 |
|
1.618 |
0.6615 |
|
2.618 |
0.6437 |
|
4.250 |
0.6148 |
|
|
| Fisher Pivots for day following 20-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6991 |
0.6957 |
| PP |
0.6974 |
0.6951 |
| S1 |
0.6957 |
0.6945 |
|