CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 01-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2020 |
01-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7050 |
0.7095 |
0.0045 |
0.6% |
0.6968 |
| High |
0.7140 |
0.7113 |
-0.0027 |
-0.4% |
0.7190 |
| Low |
0.6988 |
0.7019 |
0.0031 |
0.4% |
0.6890 |
| Close |
0.7110 |
0.7042 |
-0.0068 |
-1.0% |
0.7183 |
| Range |
0.0152 |
0.0094 |
-0.0058 |
-38.2% |
0.0300 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
98 |
25 |
-73 |
-74.5% |
979 |
|
| Daily Pivots for day following 01-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7340 |
0.7285 |
0.7094 |
|
| R3 |
0.7246 |
0.7191 |
0.7068 |
|
| R2 |
0.7152 |
0.7152 |
0.7059 |
|
| R1 |
0.7097 |
0.7097 |
0.7051 |
0.7077 |
| PP |
0.7058 |
0.7058 |
0.7058 |
0.7048 |
| S1 |
0.7003 |
0.7003 |
0.7033 |
0.6983 |
| S2 |
0.6964 |
0.6964 |
0.7025 |
|
| S3 |
0.6870 |
0.6909 |
0.7016 |
|
| S4 |
0.6776 |
0.6815 |
0.6990 |
|
|
| Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7986 |
0.7884 |
0.7347 |
|
| R3 |
0.7686 |
0.7584 |
0.7265 |
|
| R2 |
0.7387 |
0.7387 |
0.7237 |
|
| R1 |
0.7285 |
0.7285 |
0.7210 |
0.7336 |
| PP |
0.7087 |
0.7087 |
0.7087 |
0.7113 |
| S1 |
0.6985 |
0.6985 |
0.7155 |
0.7036 |
| S2 |
0.6788 |
0.6788 |
0.7128 |
|
| S3 |
0.6488 |
0.6686 |
0.7100 |
|
| S4 |
0.6189 |
0.6386 |
0.7018 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7512 |
|
2.618 |
0.7359 |
|
1.618 |
0.7265 |
|
1.000 |
0.7207 |
|
0.618 |
0.7171 |
|
HIGH |
0.7113 |
|
0.618 |
0.7077 |
|
0.500 |
0.7066 |
|
0.382 |
0.7054 |
|
LOW |
0.7019 |
|
0.618 |
0.6960 |
|
1.000 |
0.6925 |
|
1.618 |
0.6866 |
|
2.618 |
0.6772 |
|
4.250 |
0.6619 |
|
|
| Fisher Pivots for day following 01-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7066 |
0.7065 |
| PP |
0.7058 |
0.7058 |
| S1 |
0.7050 |
0.7050 |
|