CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 24-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7388 |
0.7367 |
-0.0021 |
-0.3% |
0.7350 |
| High |
0.7417 |
0.7391 |
-0.0026 |
-0.3% |
0.7402 |
| Low |
0.7377 |
0.7339 |
-0.0038 |
-0.5% |
0.7322 |
| Close |
0.7388 |
0.7349 |
-0.0039 |
-0.5% |
0.7353 |
| Range |
0.0040 |
0.0053 |
0.0013 |
31.3% |
0.0081 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.1% |
0.0000 |
| Volume |
0 |
7 |
7 |
|
17 |
|
| Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7517 |
0.7486 |
0.7378 |
|
| R3 |
0.7465 |
0.7433 |
0.7363 |
|
| R2 |
0.7412 |
0.7412 |
0.7359 |
|
| R1 |
0.7381 |
0.7381 |
0.7354 |
0.7370 |
| PP |
0.7360 |
0.7360 |
0.7360 |
0.7354 |
| S1 |
0.7328 |
0.7328 |
0.7344 |
0.7318 |
| S2 |
0.7307 |
0.7307 |
0.7339 |
|
| S3 |
0.7255 |
0.7276 |
0.7335 |
|
| S4 |
0.7202 |
0.7223 |
0.7320 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7600 |
0.7557 |
0.7397 |
|
| R3 |
0.7520 |
0.7477 |
0.7375 |
|
| R2 |
0.7439 |
0.7439 |
0.7368 |
|
| R1 |
0.7396 |
0.7396 |
0.7360 |
0.7418 |
| PP |
0.7359 |
0.7359 |
0.7359 |
0.7370 |
| S1 |
0.7316 |
0.7316 |
0.7346 |
0.7337 |
| S2 |
0.7278 |
0.7278 |
0.7338 |
|
| S3 |
0.7198 |
0.7235 |
0.7331 |
|
| S4 |
0.7117 |
0.7155 |
0.7309 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7614 |
|
2.618 |
0.7528 |
|
1.618 |
0.7476 |
|
1.000 |
0.7444 |
|
0.618 |
0.7423 |
|
HIGH |
0.7391 |
|
0.618 |
0.7371 |
|
0.500 |
0.7365 |
|
0.382 |
0.7359 |
|
LOW |
0.7339 |
|
0.618 |
0.7306 |
|
1.000 |
0.7286 |
|
1.618 |
0.7254 |
|
2.618 |
0.7201 |
|
4.250 |
0.7115 |
|
|
| Fisher Pivots for day following 24-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7365 |
0.7378 |
| PP |
0.7360 |
0.7368 |
| S1 |
0.7354 |
0.7359 |
|