CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 26-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2020 |
26-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6950 |
0.7108 |
0.0158 |
2.3% |
0.7240 |
| High |
0.7059 |
0.7147 |
0.0088 |
1.2% |
0.7240 |
| Low |
0.6950 |
0.7022 |
0.0072 |
1.0% |
0.6835 |
| Close |
0.7055 |
0.7140 |
0.0085 |
1.2% |
0.6940 |
| Range |
0.0109 |
0.0126 |
0.0017 |
15.1% |
0.0405 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.4% |
0.0000 |
| Volume |
621 |
84 |
-537 |
-86.5% |
599 |
|
| Daily Pivots for day following 26-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7479 |
0.7435 |
0.7209 |
|
| R3 |
0.7354 |
0.7310 |
0.7175 |
|
| R2 |
0.7228 |
0.7228 |
0.7163 |
|
| R1 |
0.7184 |
0.7184 |
0.7152 |
0.7206 |
| PP |
0.7103 |
0.7103 |
0.7103 |
0.7114 |
| S1 |
0.7059 |
0.7059 |
0.7128 |
0.7081 |
| S2 |
0.6977 |
0.6977 |
0.7117 |
|
| S3 |
0.6852 |
0.6933 |
0.7105 |
|
| S4 |
0.6726 |
0.6808 |
0.7071 |
|
|
| 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 |
0.7680 |
|
2.618 |
0.7476 |
|
1.618 |
0.7350 |
|
1.000 |
0.7273 |
|
0.618 |
0.7225 |
|
HIGH |
0.7147 |
|
0.618 |
0.7099 |
|
0.500 |
0.7084 |
|
0.382 |
0.7069 |
|
LOW |
0.7022 |
|
0.618 |
0.6944 |
|
1.000 |
0.6896 |
|
1.618 |
0.6818 |
|
2.618 |
0.6693 |
|
4.250 |
0.6488 |
|
|
| Fisher Pivots for day following 26-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7121 |
0.7101 |
| PP |
0.7103 |
0.7061 |
| S1 |
0.7084 |
0.7022 |
|