CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 04-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7385 |
0.7401 |
0.0016 |
0.2% |
0.7236 |
| High |
0.7417 |
0.7416 |
-0.0001 |
0.0% |
0.7287 |
| Low |
0.7377 |
0.7392 |
0.0015 |
0.2% |
0.7234 |
| Close |
0.7417 |
0.7406 |
-0.0011 |
-0.1% |
0.7258 |
| Range |
0.0040 |
0.0024 |
-0.0016 |
-40.5% |
0.0053 |
| ATR |
|
|
|
|
|
| Volume |
11 |
10 |
-1 |
-9.1% |
8 |
|
| Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7475 |
0.7464 |
0.7418 |
|
| R3 |
0.7451 |
0.7440 |
0.7412 |
|
| R2 |
0.7428 |
0.7428 |
0.7410 |
|
| R1 |
0.7417 |
0.7417 |
0.7408 |
0.7422 |
| PP |
0.7404 |
0.7404 |
0.7404 |
0.7407 |
| S1 |
0.7393 |
0.7393 |
0.7403 |
0.7399 |
| S2 |
0.7381 |
0.7381 |
0.7401 |
|
| S3 |
0.7357 |
0.7370 |
0.7399 |
|
| S4 |
0.7334 |
0.7346 |
0.7393 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7418 |
0.7391 |
0.7287 |
|
| R3 |
0.7365 |
0.7338 |
0.7272 |
|
| R2 |
0.7312 |
0.7312 |
0.7267 |
|
| R1 |
0.7285 |
0.7285 |
0.7262 |
0.7299 |
| PP |
0.7259 |
0.7259 |
0.7259 |
0.7266 |
| S1 |
0.7232 |
0.7232 |
0.7253 |
0.7246 |
| S2 |
0.7206 |
0.7206 |
0.7248 |
|
| S3 |
0.7153 |
0.7179 |
0.7243 |
|
| S4 |
0.7100 |
0.7126 |
0.7228 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7515 |
|
2.618 |
0.7477 |
|
1.618 |
0.7454 |
|
1.000 |
0.7439 |
|
0.618 |
0.7430 |
|
HIGH |
0.7416 |
|
0.618 |
0.7407 |
|
0.500 |
0.7404 |
|
0.382 |
0.7401 |
|
LOW |
0.7392 |
|
0.618 |
0.7377 |
|
1.000 |
0.7369 |
|
1.618 |
0.7354 |
|
2.618 |
0.7330 |
|
4.250 |
0.7292 |
|
|
| Fisher Pivots for day following 04-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7405 |
0.7403 |
| PP |
0.7404 |
0.7400 |
| S1 |
0.7404 |
0.7397 |
|