CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7345 |
0.7375 |
0.0030 |
0.4% |
0.7385 |
| High |
0.7345 |
0.7408 |
0.0063 |
0.9% |
0.7414 |
| Low |
0.7336 |
0.7370 |
0.0034 |
0.5% |
0.7344 |
| Close |
0.7345 |
0.7408 |
0.0063 |
0.9% |
0.7362 |
| Range |
0.0009 |
0.0038 |
0.0029 |
322.2% |
0.0070 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
3.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7509 |
0.7496 |
0.7428 |
|
| R3 |
0.7471 |
0.7458 |
0.7418 |
|
| R2 |
0.7433 |
0.7433 |
0.7414 |
|
| R1 |
0.7420 |
0.7420 |
0.7411 |
0.7427 |
| PP |
0.7395 |
0.7395 |
0.7395 |
0.7398 |
| S1 |
0.7382 |
0.7382 |
0.7404 |
0.7389 |
| S2 |
0.7357 |
0.7357 |
0.7401 |
|
| S3 |
0.7319 |
0.7344 |
0.7397 |
|
| S4 |
0.7281 |
0.7306 |
0.7387 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7582 |
0.7541 |
0.7400 |
|
| R3 |
0.7512 |
0.7472 |
0.7381 |
|
| R2 |
0.7443 |
0.7443 |
0.7375 |
|
| R1 |
0.7402 |
0.7402 |
0.7368 |
0.7388 |
| PP |
0.7373 |
0.7373 |
0.7373 |
0.7366 |
| S1 |
0.7333 |
0.7333 |
0.7356 |
0.7318 |
| S2 |
0.7304 |
0.7304 |
0.7349 |
|
| S3 |
0.7234 |
0.7263 |
0.7343 |
|
| S4 |
0.7165 |
0.7194 |
0.7324 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7569 |
|
2.618 |
0.7507 |
|
1.618 |
0.7469 |
|
1.000 |
0.7446 |
|
0.618 |
0.7431 |
|
HIGH |
0.7408 |
|
0.618 |
0.7393 |
|
0.500 |
0.7389 |
|
0.382 |
0.7384 |
|
LOW |
0.7370 |
|
0.618 |
0.7346 |
|
1.000 |
0.7332 |
|
1.618 |
0.7308 |
|
2.618 |
0.7270 |
|
4.250 |
0.7208 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7401 |
0.7396 |
| PP |
0.7395 |
0.7384 |
| S1 |
0.7389 |
0.7372 |
|