CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 30-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2020 |
30-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.7125 |
0.7143 |
0.0018 |
0.2% |
0.6968 |
High |
0.7190 |
0.7143 |
-0.0047 |
-0.6% |
0.7190 |
Low |
0.7085 |
0.7071 |
-0.0014 |
-0.2% |
0.6890 |
Close |
0.7183 |
0.7075 |
-0.0108 |
-1.5% |
0.7183 |
Range |
0.0105 |
0.0072 |
-0.0033 |
-31.1% |
0.0300 |
ATR |
0.0089 |
0.0091 |
0.0002 |
1.8% |
0.0000 |
Volume |
34 |
690 |
656 |
1,929.4% |
979 |
|
Daily Pivots for day following 30-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7312 |
0.7265 |
0.7114 |
|
R3 |
0.7240 |
0.7193 |
0.7094 |
|
R2 |
0.7168 |
0.7168 |
0.7088 |
|
R1 |
0.7121 |
0.7121 |
0.7081 |
0.7109 |
PP |
0.7096 |
0.7096 |
0.7096 |
0.7090 |
S1 |
0.7049 |
0.7049 |
0.7068 |
0.7037 |
S2 |
0.7024 |
0.7024 |
0.7061 |
|
S3 |
0.6952 |
0.6977 |
0.7055 |
|
S4 |
0.6880 |
0.6905 |
0.7035 |
|
|
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 |
0.7449 |
2.618 |
0.7331 |
1.618 |
0.7259 |
1.000 |
0.7215 |
0.618 |
0.7187 |
HIGH |
0.7143 |
0.618 |
0.7115 |
0.500 |
0.7107 |
0.382 |
0.7099 |
LOW |
0.7071 |
0.618 |
0.7027 |
1.000 |
0.6999 |
1.618 |
0.6955 |
2.618 |
0.6883 |
4.250 |
0.6765 |
|
|
Fisher Pivots for day following 30-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7107 |
0.7106 |
PP |
0.7096 |
0.7095 |
S1 |
0.7085 |
0.7085 |
|