CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 27-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2020 |
27-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.7108 |
0.7125 |
0.0017 |
0.2% |
0.6968 |
High |
0.7147 |
0.7190 |
0.0043 |
0.6% |
0.7190 |
Low |
0.7022 |
0.7085 |
0.0064 |
0.9% |
0.6890 |
Close |
0.7140 |
0.7183 |
0.0043 |
0.6% |
0.7183 |
Range |
0.0126 |
0.0105 |
-0.0021 |
-16.7% |
0.0300 |
ATR |
0.0088 |
0.0089 |
0.0001 |
1.4% |
0.0000 |
Volume |
84 |
34 |
-50 |
-59.5% |
979 |
|
Daily Pivots for day following 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7466 |
0.7429 |
0.7240 |
|
R3 |
0.7361 |
0.7324 |
0.7211 |
|
R2 |
0.7257 |
0.7257 |
0.7202 |
|
R1 |
0.7220 |
0.7220 |
0.7192 |
0.7238 |
PP |
0.7152 |
0.7152 |
0.7152 |
0.7162 |
S1 |
0.7115 |
0.7115 |
0.7173 |
0.7134 |
S2 |
0.7048 |
0.7048 |
0.7163 |
|
S3 |
0.6943 |
0.7011 |
0.7154 |
|
S4 |
0.6839 |
0.6906 |
0.7125 |
|
|
Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7986 |
0.7884 |
0.7347 |
|
R3 |
0.7686 |
0.7584 |
0.7265 |
|
R2 |
0.7387 |
0.7387 |
0.7237 |
|
R1 |
0.7285 |
0.7285 |
0.7210 |
0.7336 |
PP |
0.7087 |
0.7087 |
0.7087 |
0.7113 |
S1 |
0.6985 |
0.6985 |
0.7155 |
0.7036 |
S2 |
0.6788 |
0.6788 |
0.7128 |
|
S3 |
0.6488 |
0.6686 |
0.7100 |
|
S4 |
0.6189 |
0.6386 |
0.7018 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7634 |
2.618 |
0.7463 |
1.618 |
0.7359 |
1.000 |
0.7294 |
0.618 |
0.7254 |
HIGH |
0.7190 |
0.618 |
0.7150 |
0.500 |
0.7137 |
0.382 |
0.7125 |
LOW |
0.7085 |
0.618 |
0.7020 |
1.000 |
0.6981 |
1.618 |
0.6916 |
2.618 |
0.6811 |
4.250 |
0.6641 |
|
|
Fisher Pivots for day following 27-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7167 |
0.7145 |
PP |
0.7152 |
0.7107 |
S1 |
0.7137 |
0.7070 |
|