CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 19-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2020 |
19-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6929 |
0.6933 |
0.0004 |
0.1% |
0.7407 |
| High |
0.7071 |
0.6950 |
-0.0121 |
-1.7% |
0.7407 |
| Low |
0.6841 |
0.6835 |
-0.0006 |
-0.1% |
0.7140 |
| Close |
0.6877 |
0.6907 |
0.0030 |
0.4% |
0.7185 |
| Range |
0.0231 |
0.0115 |
-0.0116 |
-50.1% |
0.0267 |
| ATR |
0.0069 |
0.0073 |
0.0003 |
4.7% |
0.0000 |
| Volume |
162 |
78 |
-84 |
-51.9% |
514 |
|
| Daily Pivots for day following 19-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7242 |
0.7189 |
0.6970 |
|
| R3 |
0.7127 |
0.7074 |
0.6938 |
|
| R2 |
0.7012 |
0.7012 |
0.6928 |
|
| R1 |
0.6959 |
0.6959 |
0.6917 |
0.6928 |
| PP |
0.6897 |
0.6897 |
0.6897 |
0.6882 |
| S1 |
0.6844 |
0.6844 |
0.6896 |
0.6813 |
| S2 |
0.6782 |
0.6782 |
0.6885 |
|
| S3 |
0.6667 |
0.6729 |
0.6875 |
|
| S4 |
0.6552 |
0.6614 |
0.6843 |
|
|
| 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 |
0.7439 |
|
2.618 |
0.7251 |
|
1.618 |
0.7136 |
|
1.000 |
0.7065 |
|
0.618 |
0.7021 |
|
HIGH |
0.6950 |
|
0.618 |
0.6906 |
|
0.500 |
0.6893 |
|
0.382 |
0.6879 |
|
LOW |
0.6835 |
|
0.618 |
0.6764 |
|
1.000 |
0.6720 |
|
1.618 |
0.6649 |
|
2.618 |
0.6534 |
|
4.250 |
0.6346 |
|
|
| Fisher Pivots for day following 19-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6902 |
0.7017 |
| PP |
0.6897 |
0.6980 |
| S1 |
0.6893 |
0.6943 |
|