CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 13-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2020 |
13-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7252 |
0.7206 |
-0.0046 |
-0.6% |
0.7397 |
| High |
0.7288 |
0.7252 |
-0.0036 |
-0.5% |
0.7397 |
| Low |
0.7166 |
0.7153 |
-0.0013 |
-0.2% |
0.7153 |
| Close |
0.7223 |
0.7183 |
-0.0040 |
-0.6% |
0.7183 |
| Range |
0.0123 |
0.0099 |
-0.0024 |
-19.2% |
0.0244 |
| ATR |
0.0052 |
0.0055 |
0.0003 |
6.6% |
0.0000 |
| Volume |
295 |
299 |
4 |
1.4% |
1,694 |
|
| Daily Pivots for day following 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7493 |
0.7437 |
0.7237 |
|
| R3 |
0.7394 |
0.7338 |
0.7210 |
|
| R2 |
0.7295 |
0.7295 |
0.7201 |
|
| R1 |
0.7239 |
0.7239 |
0.7192 |
0.7218 |
| PP |
0.7196 |
0.7196 |
0.7196 |
0.7185 |
| S1 |
0.7140 |
0.7140 |
0.7174 |
0.7119 |
| S2 |
0.7097 |
0.7097 |
0.7165 |
|
| S3 |
0.6998 |
0.7041 |
0.7156 |
|
| S4 |
0.6899 |
0.6942 |
0.7129 |
|
|
| Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7975 |
0.7822 |
0.7317 |
|
| R3 |
0.7731 |
0.7579 |
0.7250 |
|
| R2 |
0.7488 |
0.7488 |
0.7228 |
|
| R1 |
0.7335 |
0.7335 |
0.7205 |
0.7290 |
| PP |
0.7244 |
0.7244 |
0.7244 |
0.7221 |
| S1 |
0.7092 |
0.7092 |
0.7161 |
0.7046 |
| S2 |
0.7001 |
0.7001 |
0.7138 |
|
| S3 |
0.6757 |
0.6848 |
0.7116 |
|
| S4 |
0.6514 |
0.6605 |
0.7049 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7673 |
|
2.618 |
0.7511 |
|
1.618 |
0.7412 |
|
1.000 |
0.7351 |
|
0.618 |
0.7313 |
|
HIGH |
0.7252 |
|
0.618 |
0.7214 |
|
0.500 |
0.7203 |
|
0.382 |
0.7191 |
|
LOW |
0.7153 |
|
0.618 |
0.7092 |
|
1.000 |
0.7054 |
|
1.618 |
0.6993 |
|
2.618 |
0.6894 |
|
4.250 |
0.6732 |
|
|
| Fisher Pivots for day following 13-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7203 |
0.7228 |
| PP |
0.7196 |
0.7213 |
| S1 |
0.7190 |
0.7198 |
|