CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 28-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2020 |
28-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7485 |
0.7468 |
-0.0017 |
-0.2% |
0.7525 |
| High |
0.7492 |
0.7468 |
-0.0024 |
-0.3% |
0.7541 |
| Low |
0.7464 |
0.7425 |
-0.0039 |
-0.5% |
0.7425 |
| Close |
0.7478 |
0.7458 |
-0.0020 |
-0.3% |
0.7458 |
| Range |
0.0028 |
0.0044 |
0.0016 |
55.4% |
0.0117 |
| ATR |
0.0027 |
0.0029 |
0.0002 |
6.8% |
0.0000 |
| Volume |
495 |
165 |
-330 |
-66.7% |
836 |
|
| Daily Pivots for day following 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7581 |
0.7563 |
0.7482 |
|
| R3 |
0.7537 |
0.7519 |
0.7470 |
|
| R2 |
0.7494 |
0.7494 |
0.7466 |
|
| R1 |
0.7476 |
0.7476 |
0.7462 |
0.7463 |
| PP |
0.7450 |
0.7450 |
0.7450 |
0.7444 |
| S1 |
0.7432 |
0.7432 |
0.7454 |
0.7420 |
| S2 |
0.7407 |
0.7407 |
0.7450 |
|
| S3 |
0.7363 |
0.7389 |
0.7446 |
|
| S4 |
0.7320 |
0.7345 |
0.7434 |
|
|
| Weekly Pivots for week ending 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7824 |
0.7758 |
0.7522 |
|
| R3 |
0.7708 |
0.7641 |
0.7490 |
|
| R2 |
0.7591 |
0.7591 |
0.7479 |
|
| R1 |
0.7525 |
0.7525 |
0.7469 |
0.7500 |
| PP |
0.7475 |
0.7475 |
0.7475 |
0.7462 |
| S1 |
0.7408 |
0.7408 |
0.7447 |
0.7383 |
| S2 |
0.7358 |
0.7358 |
0.7437 |
|
| S3 |
0.7242 |
0.7292 |
0.7426 |
|
| S4 |
0.7125 |
0.7175 |
0.7394 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7653 |
|
2.618 |
0.7582 |
|
1.618 |
0.7538 |
|
1.000 |
0.7512 |
|
0.618 |
0.7495 |
|
HIGH |
0.7468 |
|
0.618 |
0.7451 |
|
0.500 |
0.7446 |
|
0.382 |
0.7441 |
|
LOW |
0.7425 |
|
0.618 |
0.7398 |
|
1.000 |
0.7381 |
|
1.618 |
0.7354 |
|
2.618 |
0.7311 |
|
4.250 |
0.7240 |
|
|
| Fisher Pivots for day following 28-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7454 |
0.7477 |
| PP |
0.7450 |
0.7471 |
| S1 |
0.7446 |
0.7464 |
|