CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 24-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2020 |
24-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7570 |
0.7525 |
-0.0045 |
-0.6% |
0.7559 |
| High |
0.7574 |
0.7541 |
-0.0033 |
-0.4% |
0.7574 |
| Low |
0.7560 |
0.7516 |
-0.0044 |
-0.6% |
0.7533 |
| Close |
0.7570 |
0.7523 |
-0.0047 |
-0.6% |
0.7570 |
| Range |
0.0015 |
0.0025 |
0.0011 |
72.4% |
0.0041 |
| ATR |
0.0024 |
0.0026 |
0.0002 |
8.7% |
0.0000 |
| Volume |
39 |
113 |
74 |
189.7% |
87 |
|
| Daily Pivots for day following 24-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7602 |
0.7587 |
0.7537 |
|
| R3 |
0.7577 |
0.7562 |
0.7530 |
|
| R2 |
0.7552 |
0.7552 |
0.7528 |
|
| R1 |
0.7537 |
0.7537 |
0.7525 |
0.7532 |
| PP |
0.7527 |
0.7527 |
0.7527 |
0.7524 |
| S1 |
0.7512 |
0.7512 |
0.7521 |
0.7507 |
| S2 |
0.7502 |
0.7502 |
0.7518 |
|
| S3 |
0.7477 |
0.7487 |
0.7516 |
|
| S4 |
0.7452 |
0.7462 |
0.7509 |
|
|
| Weekly Pivots for week ending 21-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7682 |
0.7667 |
0.7592 |
|
| R3 |
0.7641 |
0.7626 |
0.7581 |
|
| R2 |
0.7600 |
0.7600 |
0.7577 |
|
| R1 |
0.7585 |
0.7585 |
0.7573 |
0.7592 |
| PP |
0.7559 |
0.7559 |
0.7559 |
0.7563 |
| S1 |
0.7544 |
0.7544 |
0.7566 |
0.7551 |
| S2 |
0.7518 |
0.7518 |
0.7562 |
|
| S3 |
0.7477 |
0.7503 |
0.7558 |
|
| S4 |
0.7436 |
0.7462 |
0.7547 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7647 |
|
2.618 |
0.7606 |
|
1.618 |
0.7581 |
|
1.000 |
0.7566 |
|
0.618 |
0.7556 |
|
HIGH |
0.7541 |
|
0.618 |
0.7531 |
|
0.500 |
0.7529 |
|
0.382 |
0.7526 |
|
LOW |
0.7516 |
|
0.618 |
0.7501 |
|
1.000 |
0.7491 |
|
1.618 |
0.7476 |
|
2.618 |
0.7451 |
|
4.250 |
0.7410 |
|
|
| Fisher Pivots for day following 24-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7529 |
0.7545 |
| PP |
0.7527 |
0.7538 |
| S1 |
0.7525 |
0.7530 |
|