CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 27-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2020 |
27-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7020 |
0.7133 |
0.0113 |
1.6% |
0.6958 |
| High |
0.7141 |
0.7194 |
0.0054 |
0.7% |
0.7194 |
| Low |
0.7017 |
0.7080 |
0.0063 |
0.9% |
0.6878 |
| Close |
0.7137 |
0.7180 |
0.0043 |
0.6% |
0.7180 |
| Range |
0.0124 |
0.0115 |
-0.0010 |
-7.7% |
0.0317 |
| ATR |
0.0095 |
0.0097 |
0.0001 |
1.4% |
0.0000 |
| Volume |
181 |
115 |
-66 |
-36.5% |
1,054 |
|
| Daily Pivots for day following 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7495 |
0.7452 |
0.7243 |
|
| R3 |
0.7380 |
0.7337 |
0.7211 |
|
| R2 |
0.7266 |
0.7266 |
0.7201 |
|
| R1 |
0.7223 |
0.7223 |
0.7190 |
0.7244 |
| PP |
0.7151 |
0.7151 |
0.7151 |
0.7162 |
| S1 |
0.7108 |
0.7108 |
0.7170 |
0.7130 |
| S2 |
0.7037 |
0.7037 |
0.7159 |
|
| S3 |
0.6922 |
0.6994 |
0.7149 |
|
| S4 |
0.6808 |
0.6879 |
0.7117 |
|
|
| Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8033 |
0.7923 |
0.7354 |
|
| R3 |
0.7717 |
0.7607 |
0.7267 |
|
| R2 |
0.7400 |
0.7400 |
0.7238 |
|
| R1 |
0.7290 |
0.7290 |
0.7209 |
0.7345 |
| PP |
0.7084 |
0.7084 |
0.7084 |
0.7111 |
| S1 |
0.6974 |
0.6974 |
0.7151 |
0.7029 |
| S2 |
0.6767 |
0.6767 |
0.7122 |
|
| S3 |
0.6451 |
0.6657 |
0.7093 |
|
| S4 |
0.6134 |
0.6341 |
0.7006 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7681 |
|
2.618 |
0.7494 |
|
1.618 |
0.7379 |
|
1.000 |
0.7309 |
|
0.618 |
0.7265 |
|
HIGH |
0.7194 |
|
0.618 |
0.7150 |
|
0.500 |
0.7137 |
|
0.382 |
0.7123 |
|
LOW |
0.7080 |
|
0.618 |
0.7009 |
|
1.000 |
0.6965 |
|
1.618 |
0.6894 |
|
2.618 |
0.6780 |
|
4.250 |
0.6593 |
|
|
| Fisher Pivots for day following 27-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7166 |
0.7143 |
| PP |
0.7151 |
0.7106 |
| S1 |
0.7137 |
0.7068 |
|