CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 10-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2020 |
10-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7397 |
0.7316 |
-0.0081 |
-1.1% |
0.7475 |
| High |
0.7397 |
0.7342 |
-0.0055 |
-0.7% |
0.7502 |
| Low |
0.7266 |
0.7250 |
-0.0016 |
-0.2% |
0.7438 |
| Close |
0.7334 |
0.7276 |
-0.0058 |
-0.8% |
0.7443 |
| Range |
0.0131 |
0.0092 |
-0.0039 |
-29.9% |
0.0064 |
| ATR |
0.0042 |
0.0045 |
0.0004 |
8.4% |
0.0000 |
| Volume |
128 |
211 |
83 |
64.8% |
1,561 |
|
| Daily Pivots for day following 10-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7564 |
0.7511 |
0.7326 |
|
| R3 |
0.7472 |
0.7420 |
0.7301 |
|
| R2 |
0.7381 |
0.7381 |
0.7292 |
|
| R1 |
0.7328 |
0.7328 |
0.7284 |
0.7309 |
| PP |
0.7289 |
0.7289 |
0.7289 |
0.7279 |
| S1 |
0.7237 |
0.7237 |
0.7267 |
0.7217 |
| S2 |
0.7198 |
0.7198 |
0.7259 |
|
| S3 |
0.7106 |
0.7145 |
0.7250 |
|
| S4 |
0.7015 |
0.7054 |
0.7225 |
|
|
| Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7653 |
0.7612 |
0.7478 |
|
| R3 |
0.7589 |
0.7548 |
0.7461 |
|
| R2 |
0.7525 |
0.7525 |
0.7455 |
|
| R1 |
0.7484 |
0.7484 |
0.7449 |
0.7473 |
| PP |
0.7461 |
0.7461 |
0.7461 |
0.7455 |
| S1 |
0.7420 |
0.7420 |
0.7437 |
0.7409 |
| S2 |
0.7397 |
0.7397 |
0.7431 |
|
| S3 |
0.7333 |
0.7356 |
0.7425 |
|
| S4 |
0.7269 |
0.7292 |
0.7408 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7730 |
|
2.618 |
0.7581 |
|
1.618 |
0.7490 |
|
1.000 |
0.7433 |
|
0.618 |
0.7398 |
|
HIGH |
0.7342 |
|
0.618 |
0.7307 |
|
0.500 |
0.7296 |
|
0.382 |
0.7285 |
|
LOW |
0.7250 |
|
0.618 |
0.7193 |
|
1.000 |
0.7159 |
|
1.618 |
0.7102 |
|
2.618 |
0.7010 |
|
4.250 |
0.6861 |
|
|
| Fisher Pivots for day following 10-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7296 |
0.7359 |
| PP |
0.7289 |
0.7331 |
| S1 |
0.7282 |
0.7303 |
|