CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7375 |
0.7403 |
0.0028 |
0.4% |
0.7385 |
| High |
0.7408 |
0.7403 |
-0.0005 |
-0.1% |
0.7414 |
| Low |
0.7370 |
0.7370 |
0.0000 |
0.0% |
0.7344 |
| Close |
0.7408 |
0.7371 |
-0.0037 |
-0.5% |
0.7362 |
| Range |
0.0038 |
0.0034 |
-0.0005 |
-11.8% |
0.0070 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
1 |
10 |
9 |
900.0% |
13 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7482 |
0.7460 |
0.7389 |
|
| R3 |
0.7448 |
0.7426 |
0.7380 |
|
| R2 |
0.7415 |
0.7415 |
0.7377 |
|
| R1 |
0.7393 |
0.7393 |
0.7374 |
0.7387 |
| PP |
0.7381 |
0.7381 |
0.7381 |
0.7378 |
| S1 |
0.7359 |
0.7359 |
0.7368 |
0.7354 |
| S2 |
0.7348 |
0.7348 |
0.7365 |
|
| S3 |
0.7314 |
0.7326 |
0.7362 |
|
| S4 |
0.7281 |
0.7292 |
0.7353 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7582 |
0.7541 |
0.7400 |
|
| R3 |
0.7512 |
0.7472 |
0.7381 |
|
| R2 |
0.7443 |
0.7443 |
0.7375 |
|
| R1 |
0.7402 |
0.7402 |
0.7368 |
0.7388 |
| PP |
0.7373 |
0.7373 |
0.7373 |
0.7366 |
| S1 |
0.7333 |
0.7333 |
0.7356 |
0.7318 |
| S2 |
0.7304 |
0.7304 |
0.7349 |
|
| S3 |
0.7234 |
0.7263 |
0.7343 |
|
| S4 |
0.7165 |
0.7194 |
0.7324 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7545 |
|
2.618 |
0.7491 |
|
1.618 |
0.7457 |
|
1.000 |
0.7437 |
|
0.618 |
0.7424 |
|
HIGH |
0.7403 |
|
0.618 |
0.7390 |
|
0.500 |
0.7386 |
|
0.382 |
0.7382 |
|
LOW |
0.7370 |
|
0.618 |
0.7349 |
|
1.000 |
0.7336 |
|
1.618 |
0.7315 |
|
2.618 |
0.7282 |
|
4.250 |
0.7227 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7386 |
0.7372 |
| PP |
0.7381 |
0.7372 |
| S1 |
0.7376 |
0.7371 |
|