CME Canadian Dollar Future September 2020
Trading Metrics calculated at close of trading on 12-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2020 |
12-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.7284 |
0.7252 |
-0.0032 |
-0.4% |
0.7475 |
High |
0.7304 |
0.7288 |
-0.0016 |
-0.2% |
0.7502 |
Low |
0.7250 |
0.7166 |
-0.0085 |
-1.2% |
0.7438 |
Close |
0.7261 |
0.7223 |
-0.0038 |
-0.5% |
0.7443 |
Range |
0.0054 |
0.0123 |
0.0069 |
129.0% |
0.0064 |
ATR |
0.0046 |
0.0052 |
0.0005 |
11.9% |
0.0000 |
Volume |
761 |
295 |
-466 |
-61.2% |
1,561 |
|
Daily Pivots for day following 12-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7593 |
0.7531 |
0.7290 |
|
R3 |
0.7471 |
0.7408 |
0.7257 |
|
R2 |
0.7348 |
0.7348 |
0.7245 |
|
R1 |
0.7286 |
0.7286 |
0.7234 |
0.7256 |
PP |
0.7226 |
0.7226 |
0.7226 |
0.7211 |
S1 |
0.7163 |
0.7163 |
0.7212 |
0.7133 |
S2 |
0.7103 |
0.7103 |
0.7201 |
|
S3 |
0.6981 |
0.7041 |
0.7189 |
|
S4 |
0.6858 |
0.6918 |
0.7156 |
|
|
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 |
0.7809 |
2.618 |
0.7609 |
1.618 |
0.7486 |
1.000 |
0.7411 |
0.618 |
0.7364 |
HIGH |
0.7288 |
0.618 |
0.7241 |
0.500 |
0.7227 |
0.382 |
0.7212 |
LOW |
0.7166 |
0.618 |
0.7090 |
1.000 |
0.7043 |
1.618 |
0.6967 |
2.618 |
0.6845 |
4.250 |
0.6645 |
|
|
Fisher Pivots for day following 12-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7227 |
0.7254 |
PP |
0.7226 |
0.7243 |
S1 |
0.7224 |
0.7233 |
|