CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 05-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2020 |
05-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7523 |
0.7525 |
0.0003 |
0.0% |
0.7591 |
| High |
0.7537 |
0.7538 |
0.0001 |
0.0% |
0.7603 |
| Low |
0.7523 |
0.7520 |
-0.0003 |
0.0% |
0.7548 |
| Close |
0.7527 |
0.7522 |
-0.0005 |
-0.1% |
0.7557 |
| Range |
0.0014 |
0.0018 |
0.0004 |
25.0% |
0.0055 |
| ATR |
|
|
|
|
|
| Volume |
98 |
165 |
67 |
68.4% |
65 |
|
| Daily Pivots for day following 05-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7579 |
0.7568 |
0.7532 |
|
| R3 |
0.7562 |
0.7551 |
0.7527 |
|
| R2 |
0.7544 |
0.7544 |
0.7525 |
|
| R1 |
0.7533 |
0.7533 |
0.7524 |
0.7530 |
| PP |
0.7527 |
0.7527 |
0.7527 |
0.7525 |
| S1 |
0.7516 |
0.7516 |
0.7520 |
0.7512 |
| S2 |
0.7509 |
0.7509 |
0.7519 |
|
| S3 |
0.7492 |
0.7498 |
0.7517 |
|
| S4 |
0.7474 |
0.7481 |
0.7512 |
|
|
| Weekly Pivots for week ending 31-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7733 |
0.7699 |
0.7587 |
|
| R3 |
0.7678 |
0.7645 |
0.7572 |
|
| R2 |
0.7624 |
0.7624 |
0.7567 |
|
| R1 |
0.7590 |
0.7590 |
0.7562 |
0.7580 |
| PP |
0.7569 |
0.7569 |
0.7569 |
0.7564 |
| S1 |
0.7536 |
0.7536 |
0.7552 |
0.7525 |
| S2 |
0.7515 |
0.7515 |
0.7547 |
|
| S3 |
0.7460 |
0.7481 |
0.7542 |
|
| S4 |
0.7406 |
0.7427 |
0.7527 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7612 |
|
2.618 |
0.7583 |
|
1.618 |
0.7566 |
|
1.000 |
0.7555 |
|
0.618 |
0.7548 |
|
HIGH |
0.7538 |
|
0.618 |
0.7531 |
|
0.500 |
0.7529 |
|
0.382 |
0.7527 |
|
LOW |
0.7520 |
|
0.618 |
0.7509 |
|
1.000 |
0.7503 |
|
1.618 |
0.7492 |
|
2.618 |
0.7474 |
|
4.250 |
0.7446 |
|
|
| Fisher Pivots for day following 05-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7529 |
0.7529 |
| PP |
0.7527 |
0.7527 |
| S1 |
0.7524 |
0.7524 |
|