CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 24-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2020 |
24-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.6968 |
0.6899 |
-0.0069 |
-1.0% |
0.7240 |
High |
0.6979 |
0.6967 |
-0.0012 |
-0.2% |
0.7240 |
Low |
0.6890 |
0.6896 |
0.0006 |
0.1% |
0.6835 |
Close |
0.6901 |
0.6910 |
0.0010 |
0.1% |
0.6940 |
Range |
0.0089 |
0.0071 |
-0.0018 |
-20.3% |
0.0405 |
ATR |
0.0081 |
0.0080 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
152 |
88 |
-64 |
-42.1% |
599 |
|
Daily Pivots for day following 24-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7136 |
0.7093 |
0.6949 |
|
R3 |
0.7065 |
0.7023 |
0.6929 |
|
R2 |
0.6995 |
0.6995 |
0.6923 |
|
R1 |
0.6952 |
0.6952 |
0.6916 |
0.6974 |
PP |
0.6924 |
0.6924 |
0.6924 |
0.6935 |
S1 |
0.6882 |
0.6882 |
0.6904 |
0.6903 |
S2 |
0.6854 |
0.6854 |
0.6897 |
|
S3 |
0.6783 |
0.6811 |
0.6891 |
|
S4 |
0.6713 |
0.6741 |
0.6871 |
|
|
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 |
0.7266 |
2.618 |
0.7151 |
1.618 |
0.7081 |
1.000 |
0.7037 |
0.618 |
0.7010 |
HIGH |
0.6967 |
0.618 |
0.6940 |
0.500 |
0.6931 |
0.382 |
0.6923 |
LOW |
0.6896 |
0.618 |
0.6852 |
1.000 |
0.6826 |
1.618 |
0.6782 |
2.618 |
0.6711 |
4.250 |
0.6596 |
|
|
Fisher Pivots for day following 24-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.6931 |
0.6985 |
PP |
0.6924 |
0.6960 |
S1 |
0.6917 |
0.6935 |
|