CME Canadian Dollar Future December 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 |
0.6968 |
0.6899 |
-0.0069 |
-1.0% |
0.7240 |
| High |
0.6979 |
0.6967 |
-0.0012 |
-0.2% |
0.7240 |
| Low |
0.6890 |
0.6896 |
0.0006 |
0.1% |
0.6835 |
| Close |
0.6901 |
0.6910 |
0.0010 |
0.1% |
0.6940 |
| Range |
0.0089 |
0.0071 |
-0.0018 |
-20.3% |
0.0405 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
152 |
88 |
-64 |
-42.1% |
599 |
|
| Daily Pivots for day following 24-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7136 |
0.7093 |
0.6949 |
|
| R3 |
0.7065 |
0.7023 |
0.6929 |
|
| R2 |
0.6995 |
0.6995 |
0.6923 |
|
| R1 |
0.6952 |
0.6952 |
0.6916 |
0.6974 |
| PP |
0.6924 |
0.6924 |
0.6924 |
0.6935 |
| S1 |
0.6882 |
0.6882 |
0.6904 |
0.6903 |
| S2 |
0.6854 |
0.6854 |
0.6897 |
|
| S3 |
0.6783 |
0.6811 |
0.6891 |
|
| S4 |
0.6713 |
0.6741 |
0.6871 |
|
|
| Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8220 |
0.7985 |
0.7162 |
|
| R3 |
0.7815 |
0.7580 |
0.7051 |
|
| R2 |
0.7410 |
0.7410 |
0.7014 |
|
| R1 |
0.7175 |
0.7175 |
0.6977 |
0.7090 |
| PP |
0.7005 |
0.7005 |
0.7005 |
0.6962 |
| S1 |
0.6770 |
0.6770 |
0.6902 |
0.6685 |
| S2 |
0.6600 |
0.6600 |
0.6865 |
|
| S3 |
0.6195 |
0.6365 |
0.6828 |
|
| S4 |
0.5790 |
0.5960 |
0.6717 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7266 |
|
2.618 |
0.7151 |
|
1.618 |
0.7081 |
|
1.000 |
0.7037 |
|
0.618 |
0.7010 |
|
HIGH |
0.6967 |
|
0.618 |
0.6940 |
|
0.500 |
0.6931 |
|
0.382 |
0.6923 |
|
LOW |
0.6896 |
|
0.618 |
0.6852 |
|
1.000 |
0.6826 |
|
1.618 |
0.6782 |
|
2.618 |
0.6711 |
|
4.250 |
0.6596 |
|
|
| Fisher Pivots for day following 24-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6931 |
0.6985 |
| PP |
0.6924 |
0.6960 |
| S1 |
0.6917 |
0.6935 |
|