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 | 
                             
             
         |