CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 29-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2020 |
29-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7789 |
0.7784 |
-0.0005 |
-0.1% |
0.7822 |
| High |
0.7808 |
0.7828 |
0.0020 |
0.3% |
0.7825 |
| Low |
0.7770 |
0.7784 |
0.0015 |
0.2% |
0.7721 |
| Close |
0.7790 |
0.7808 |
0.0019 |
0.2% |
0.7808 |
| Range |
0.0039 |
0.0044 |
0.0006 |
14.3% |
0.0105 |
| ATR |
0.0049 |
0.0048 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
37,571 |
53,964 |
16,393 |
43.6% |
239,235 |
|
| Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7939 |
0.7917 |
0.7832 |
|
| R3 |
0.7895 |
0.7873 |
0.7820 |
|
| R2 |
0.7851 |
0.7851 |
0.7816 |
|
| R1 |
0.7829 |
0.7829 |
0.7812 |
0.7840 |
| PP |
0.7807 |
0.7807 |
0.7807 |
0.7812 |
| S1 |
0.7785 |
0.7785 |
0.7804 |
0.7796 |
| S2 |
0.7763 |
0.7763 |
0.7800 |
|
| S3 |
0.7719 |
0.7741 |
0.7796 |
|
| S4 |
0.7675 |
0.7697 |
0.7784 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8098 |
0.8057 |
0.7865 |
|
| R3 |
0.7993 |
0.7953 |
0.7836 |
|
| R2 |
0.7889 |
0.7889 |
0.7827 |
|
| R1 |
0.7848 |
0.7848 |
0.7817 |
0.7816 |
| PP |
0.7784 |
0.7784 |
0.7784 |
0.7768 |
| S1 |
0.7744 |
0.7744 |
0.7798 |
0.7712 |
| S2 |
0.7680 |
0.7680 |
0.7788 |
|
| S3 |
0.7575 |
0.7639 |
0.7779 |
|
| S4 |
0.7471 |
0.7535 |
0.7750 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7828 |
0.7739 |
0.0090 |
1.1% |
0.0041 |
0.5% |
78% |
True |
False |
47,971 |
| 10 |
0.7887 |
0.7721 |
0.0166 |
2.1% |
0.0051 |
0.6% |
53% |
False |
False |
60,233 |
| 20 |
0.7887 |
0.7695 |
0.0192 |
2.5% |
0.0048 |
0.6% |
59% |
False |
False |
51,203 |
| 40 |
0.7887 |
0.7484 |
0.0403 |
5.2% |
0.0049 |
0.6% |
81% |
False |
False |
25,809 |
| 60 |
0.7887 |
0.7460 |
0.0427 |
5.5% |
0.0047 |
0.6% |
82% |
False |
False |
17,242 |
| 80 |
0.7887 |
0.7457 |
0.0430 |
5.5% |
0.0046 |
0.6% |
82% |
False |
False |
12,947 |
| 100 |
0.7887 |
0.7457 |
0.0430 |
5.5% |
0.0045 |
0.6% |
82% |
False |
False |
10,361 |
| 120 |
0.7887 |
0.7336 |
0.0551 |
7.1% |
0.0043 |
0.5% |
86% |
False |
False |
8,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8015 |
|
2.618 |
0.7943 |
|
1.618 |
0.7899 |
|
1.000 |
0.7872 |
|
0.618 |
0.7855 |
|
HIGH |
0.7828 |
|
0.618 |
0.7811 |
|
0.500 |
0.7806 |
|
0.382 |
0.7801 |
|
LOW |
0.7784 |
|
0.618 |
0.7757 |
|
1.000 |
0.7740 |
|
1.618 |
0.7713 |
|
2.618 |
0.7669 |
|
4.250 |
0.7597 |
|
|
| Fisher Pivots for day following 29-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7807 |
0.7805 |
| PP |
0.7807 |
0.7802 |
| S1 |
0.7806 |
0.7799 |
|