CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 17-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7403 |
0.7370 |
-0.0033 |
-0.4% |
0.7364 |
| High |
0.7403 |
0.7372 |
-0.0031 |
-0.4% |
0.7408 |
| Low |
0.7370 |
0.7364 |
-0.0006 |
-0.1% |
0.7336 |
| Close |
0.7371 |
0.7370 |
-0.0001 |
0.0% |
0.7370 |
| Range |
0.0034 |
0.0008 |
-0.0026 |
-76.1% |
0.0072 |
| ATR |
0.0044 |
0.0041 |
-0.0003 |
-5.8% |
0.0000 |
| Volume |
10 |
2 |
-8 |
-80.0% |
14 |
|
| Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7393 |
0.7389 |
0.7374 |
|
| R3 |
0.7385 |
0.7381 |
0.7372 |
|
| R2 |
0.7377 |
0.7377 |
0.7371 |
|
| R1 |
0.7373 |
0.7373 |
0.7371 |
0.7374 |
| PP |
0.7369 |
0.7369 |
0.7369 |
0.7369 |
| S1 |
0.7365 |
0.7365 |
0.7369 |
0.7366 |
| S2 |
0.7361 |
0.7361 |
0.7369 |
|
| S3 |
0.7353 |
0.7357 |
0.7368 |
|
| S4 |
0.7345 |
0.7349 |
0.7366 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7586 |
0.7549 |
0.7409 |
|
| R3 |
0.7514 |
0.7478 |
0.7390 |
|
| R2 |
0.7443 |
0.7443 |
0.7383 |
|
| R1 |
0.7406 |
0.7406 |
0.7377 |
0.7425 |
| PP |
0.7371 |
0.7371 |
0.7371 |
0.7380 |
| S1 |
0.7335 |
0.7335 |
0.7363 |
0.7353 |
| S2 |
0.7300 |
0.7300 |
0.7357 |
|
| S3 |
0.7228 |
0.7263 |
0.7350 |
|
| S4 |
0.7157 |
0.7192 |
0.7331 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7406 |
|
2.618 |
0.7393 |
|
1.618 |
0.7385 |
|
1.000 |
0.7380 |
|
0.618 |
0.7377 |
|
HIGH |
0.7372 |
|
0.618 |
0.7369 |
|
0.500 |
0.7368 |
|
0.382 |
0.7367 |
|
LOW |
0.7364 |
|
0.618 |
0.7359 |
|
1.000 |
0.7356 |
|
1.618 |
0.7351 |
|
2.618 |
0.7343 |
|
4.250 |
0.7330 |
|
|
| Fisher Pivots for day following 17-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7369 |
0.7386 |
| PP |
0.7369 |
0.7381 |
| S1 |
0.7368 |
0.7375 |
|