CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 19-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2020 |
19-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7559 |
0.7550 |
-0.0009 |
-0.1% |
0.7520 |
| High |
0.7559 |
0.7564 |
0.0005 |
0.1% |
0.7551 |
| Low |
0.7533 |
0.7548 |
0.0015 |
0.2% |
0.7501 |
| Close |
0.7545 |
0.7560 |
0.0015 |
0.2% |
0.7545 |
| Range |
0.0026 |
0.0016 |
-0.0011 |
-40.4% |
0.0050 |
| ATR |
0.0023 |
0.0023 |
0.0000 |
-1.4% |
0.0000 |
| Volume |
3 |
30 |
27 |
900.0% |
152 |
|
| Daily Pivots for day following 19-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7604 |
0.7597 |
0.7568 |
|
| R3 |
0.7588 |
0.7582 |
0.7564 |
|
| R2 |
0.7573 |
0.7573 |
0.7562 |
|
| R1 |
0.7566 |
0.7566 |
0.7561 |
0.7569 |
| PP |
0.7557 |
0.7557 |
0.7557 |
0.7559 |
| S1 |
0.7551 |
0.7551 |
0.7558 |
0.7554 |
| S2 |
0.7542 |
0.7542 |
0.7557 |
|
| S3 |
0.7526 |
0.7535 |
0.7555 |
|
| S4 |
0.7511 |
0.7520 |
0.7551 |
|
|
| Weekly Pivots for week ending 14-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7681 |
0.7662 |
0.7572 |
|
| R3 |
0.7631 |
0.7613 |
0.7558 |
|
| R2 |
0.7582 |
0.7582 |
0.7554 |
|
| R1 |
0.7563 |
0.7563 |
0.7549 |
0.7572 |
| PP |
0.7532 |
0.7532 |
0.7532 |
0.7537 |
| S1 |
0.7514 |
0.7514 |
0.7540 |
0.7523 |
| S2 |
0.7483 |
0.7483 |
0.7535 |
|
| S3 |
0.7433 |
0.7464 |
0.7531 |
|
| S4 |
0.7384 |
0.7415 |
0.7517 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7629 |
|
2.618 |
0.7604 |
|
1.618 |
0.7589 |
|
1.000 |
0.7579 |
|
0.618 |
0.7573 |
|
HIGH |
0.7564 |
|
0.618 |
0.7558 |
|
0.500 |
0.7556 |
|
0.382 |
0.7554 |
|
LOW |
0.7548 |
|
0.618 |
0.7538 |
|
1.000 |
0.7533 |
|
1.618 |
0.7523 |
|
2.618 |
0.7507 |
|
4.250 |
0.7482 |
|
|
| Fisher Pivots for day following 19-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7558 |
0.7556 |
| PP |
0.7557 |
0.7552 |
| S1 |
0.7556 |
0.7548 |
|