CME Canadian Dollar Future December 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Mar-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Mar-2020 | 
                    16-Mar-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7245 | 
                        0.7240 | 
                        -0.0005 | 
                        -0.1% | 
                        0.7407 | 
                     
                    
                        | High | 
                        0.7247 | 
                        0.7240 | 
                        -0.0007 | 
                        -0.1% | 
                        0.7407 | 
                     
                    
                        | Low | 
                        0.7140 | 
                        0.7151 | 
                        0.0011 | 
                        0.2% | 
                        0.7140 | 
                     
                    
                        | Close | 
                        0.7185 | 
                        0.7163 | 
                        -0.0022 | 
                        -0.3% | 
                        0.7185 | 
                     
                    
                        | Range | 
                        0.0107 | 
                        0.0089 | 
                        -0.0018 | 
                        -16.4% | 
                        0.0267 | 
                     
                    
                        | ATR | 
                        0.0045 | 
                        0.0049 | 
                        0.0003 | 
                        6.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        80 | 
                        155 | 
                        75 | 
                        93.8% | 
                        514 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Mar-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7452 | 
                0.7396 | 
                0.7211 | 
                 | 
             
            
                | R3 | 
                0.7363 | 
                0.7307 | 
                0.7187 | 
                 | 
             
            
                | R2 | 
                0.7274 | 
                0.7274 | 
                0.7179 | 
                 | 
             
            
                | R1 | 
                0.7218 | 
                0.7218 | 
                0.7171 | 
                0.7201 | 
             
            
                | PP | 
                0.7185 | 
                0.7185 | 
                0.7185 | 
                0.7176 | 
             
            
                | S1 | 
                0.7129 | 
                0.7129 | 
                0.7154 | 
                0.7112 | 
             
            
                | S2 | 
                0.7096 | 
                0.7096 | 
                0.7146 | 
                 | 
             
            
                | S3 | 
                0.7007 | 
                0.7040 | 
                0.7138 | 
                 | 
             
            
                | S4 | 
                0.6918 | 
                0.6951 | 
                0.7114 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Mar-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8045 | 
                0.7882 | 
                0.7331 | 
                 | 
             
            
                | R3 | 
                0.7778 | 
                0.7615 | 
                0.7258 | 
                 | 
             
            
                | R2 | 
                0.7511 | 
                0.7511 | 
                0.7233 | 
                 | 
             
            
                | R1 | 
                0.7348 | 
                0.7348 | 
                0.7209 | 
                0.7296 | 
             
            
                | PP | 
                0.7244 | 
                0.7244 | 
                0.7244 | 
                0.7218 | 
             
            
                | S1 | 
                0.7081 | 
                0.7081 | 
                0.7160 | 
                0.7029 | 
             
            
                | S2 | 
                0.6977 | 
                0.6977 | 
                0.7136 | 
                 | 
             
            
                | S3 | 
                0.6710 | 
                0.6814 | 
                0.7111 | 
                 | 
             
            
                | S4 | 
                0.6443 | 
                0.6547 | 
                0.7038 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7618 | 
         
        
            | 
2.618             | 
            0.7473 | 
         
        
            | 
1.618             | 
            0.7384 | 
         
        
            | 
1.000             | 
            0.7329 | 
         
        
            | 
0.618             | 
            0.7295 | 
         
        
            | 
HIGH             | 
            0.7240 | 
         
        
            | 
0.618             | 
            0.7206 | 
         
        
            | 
0.500             | 
            0.7196 | 
         
        
            | 
0.382             | 
            0.7185 | 
         
        
            | 
LOW             | 
            0.7151 | 
         
        
            | 
0.618             | 
            0.7096 | 
         
        
            | 
1.000             | 
            0.7062 | 
         
        
            | 
1.618             | 
            0.7007 | 
         
        
            | 
2.618             | 
            0.6918 | 
         
        
            | 
4.250             | 
            0.6773 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Mar-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7196 | 
                                0.7208 | 
                             
                            
                                | PP | 
                                0.7185 | 
                                0.7193 | 
                             
                            
                                | S1 | 
                                0.7174 | 
                                0.7178 | 
                             
             
         |