CME Canadian Dollar Future March 2021
Trading Metrics calculated at close of trading on 11-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
0.7479 |
0.7528 |
0.0050 |
0.7% |
0.7472 |
High |
0.7499 |
0.7536 |
0.0037 |
0.5% |
0.7556 |
Low |
0.7471 |
0.7490 |
0.0020 |
0.3% |
0.7440 |
Close |
0.7493 |
0.7530 |
0.0038 |
0.5% |
0.7474 |
Range |
0.0029 |
0.0046 |
0.0017 |
59.6% |
0.0116 |
ATR |
0.0043 |
0.0043 |
0.0000 |
0.5% |
0.0000 |
Volume |
5 |
13 |
8 |
160.0% |
39 |
|
Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7655 |
0.7638 |
0.7555 |
|
R3 |
0.7610 |
0.7593 |
0.7543 |
|
R2 |
0.7564 |
0.7564 |
0.7538 |
|
R1 |
0.7547 |
0.7547 |
0.7534 |
0.7556 |
PP |
0.7519 |
0.7519 |
0.7519 |
0.7523 |
S1 |
0.7502 |
0.7502 |
0.7526 |
0.7510 |
S2 |
0.7473 |
0.7473 |
0.7522 |
|
S3 |
0.7428 |
0.7456 |
0.7517 |
|
S4 |
0.7382 |
0.7411 |
0.7505 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7838 |
0.7772 |
0.7537 |
|
R3 |
0.7722 |
0.7656 |
0.7505 |
|
R2 |
0.7606 |
0.7606 |
0.7495 |
|
R1 |
0.7540 |
0.7540 |
0.7484 |
0.7573 |
PP |
0.7490 |
0.7490 |
0.7490 |
0.7506 |
S1 |
0.7424 |
0.7424 |
0.7463 |
0.7457 |
S2 |
0.7374 |
0.7374 |
0.7452 |
|
S3 |
0.7258 |
0.7308 |
0.7442 |
|
S4 |
0.7142 |
0.7192 |
0.7410 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7729 |
2.618 |
0.7655 |
1.618 |
0.7609 |
1.000 |
0.7581 |
0.618 |
0.7564 |
HIGH |
0.7536 |
0.618 |
0.7518 |
0.500 |
0.7513 |
0.382 |
0.7507 |
LOW |
0.7490 |
0.618 |
0.7462 |
1.000 |
0.7445 |
1.618 |
0.7416 |
2.618 |
0.7371 |
4.250 |
0.7297 |
|
|
Fisher Pivots for day following 11-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7524 |
0.7521 |
PP |
0.7519 |
0.7511 |
S1 |
0.7513 |
0.7502 |
|