CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 23-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2020 |
23-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6960 |
0.6958 |
-0.0002 |
0.0% |
0.7275 |
| High |
0.7076 |
0.6981 |
-0.0096 |
-1.3% |
0.7275 |
| Low |
0.6894 |
0.6878 |
-0.0017 |
-0.2% |
0.6827 |
| Close |
0.6939 |
0.6893 |
-0.0046 |
-0.7% |
0.6939 |
| Range |
0.0182 |
0.0103 |
-0.0079 |
-43.4% |
0.0448 |
| ATR |
0.0088 |
0.0090 |
0.0001 |
1.2% |
0.0000 |
| Volume |
414 |
336 |
-78 |
-18.8% |
1,573 |
|
| Daily Pivots for day following 23-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7226 |
0.7162 |
0.6949 |
|
| R3 |
0.7123 |
0.7059 |
0.6921 |
|
| R2 |
0.7020 |
0.7020 |
0.6911 |
|
| R1 |
0.6956 |
0.6956 |
0.6902 |
0.6937 |
| PP |
0.6917 |
0.6917 |
0.6917 |
0.6907 |
| S1 |
0.6853 |
0.6853 |
0.6883 |
0.6834 |
| S2 |
0.6814 |
0.6814 |
0.6874 |
|
| S3 |
0.6711 |
0.6750 |
0.6864 |
|
| S4 |
0.6608 |
0.6647 |
0.6836 |
|
|
| Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8358 |
0.8096 |
0.7185 |
|
| R3 |
0.7910 |
0.7648 |
0.7062 |
|
| R2 |
0.7462 |
0.7462 |
0.7021 |
|
| R1 |
0.7200 |
0.7200 |
0.6980 |
0.7107 |
| PP |
0.7014 |
0.7014 |
0.7014 |
0.6967 |
| S1 |
0.6752 |
0.6752 |
0.6897 |
0.6659 |
| S2 |
0.6566 |
0.6566 |
0.6856 |
|
| S3 |
0.6118 |
0.6304 |
0.6815 |
|
| S4 |
0.5670 |
0.5856 |
0.6692 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7418 |
|
2.618 |
0.7250 |
|
1.618 |
0.7147 |
|
1.000 |
0.7084 |
|
0.618 |
0.7044 |
|
HIGH |
0.6981 |
|
0.618 |
0.6941 |
|
0.500 |
0.6929 |
|
0.382 |
0.6917 |
|
LOW |
0.6878 |
|
0.618 |
0.6814 |
|
1.000 |
0.6775 |
|
1.618 |
0.6711 |
|
2.618 |
0.6608 |
|
4.250 |
0.6440 |
|
|
| Fisher Pivots for day following 23-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6929 |
0.6952 |
| PP |
0.6917 |
0.6932 |
| S1 |
0.6905 |
0.6912 |
|