CME Canadian Dollar Future September 2020
Trading Metrics calculated at close of trading on 24-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2020 |
24-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.6958 |
0.6914 |
-0.0044 |
-0.6% |
0.7275 |
High |
0.6981 |
0.6965 |
-0.0016 |
-0.2% |
0.7275 |
Low |
0.6878 |
0.6893 |
0.0015 |
0.2% |
0.6827 |
Close |
0.6893 |
0.6907 |
0.0014 |
0.2% |
0.6939 |
Range |
0.0103 |
0.0073 |
-0.0031 |
-29.6% |
0.0448 |
ATR |
0.0090 |
0.0088 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
336 |
213 |
-123 |
-36.6% |
1,573 |
|
Daily Pivots for day following 24-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7139 |
0.7095 |
0.6946 |
|
R3 |
0.7066 |
0.7023 |
0.6926 |
|
R2 |
0.6994 |
0.6994 |
0.6920 |
|
R1 |
0.6950 |
0.6950 |
0.6913 |
0.6936 |
PP |
0.6921 |
0.6921 |
0.6921 |
0.6914 |
S1 |
0.6878 |
0.6878 |
0.6900 |
0.6863 |
S2 |
0.6849 |
0.6849 |
0.6893 |
|
S3 |
0.6776 |
0.6805 |
0.6887 |
|
S4 |
0.6704 |
0.6733 |
0.6867 |
|
|
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 |
0.7273 |
2.618 |
0.7155 |
1.618 |
0.7082 |
1.000 |
0.7038 |
0.618 |
0.7010 |
HIGH |
0.6965 |
0.618 |
0.6937 |
0.500 |
0.6929 |
0.382 |
0.6920 |
LOW |
0.6893 |
0.618 |
0.6848 |
1.000 |
0.6820 |
1.618 |
0.6775 |
2.618 |
0.6703 |
4.250 |
0.6584 |
|
|
Fisher Pivots for day following 24-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.6929 |
0.6977 |
PP |
0.6921 |
0.6953 |
S1 |
0.6914 |
0.6930 |
|