CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 31-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7804 |
0.7843 |
0.0039 |
0.5% |
0.7822 |
| High |
0.7846 |
0.7867 |
0.0021 |
0.3% |
0.7825 |
| Low |
0.7799 |
0.7831 |
0.0032 |
0.4% |
0.7721 |
| Close |
0.7836 |
0.7834 |
-0.0002 |
0.0% |
0.7808 |
| Range |
0.0047 |
0.0036 |
-0.0012 |
-24.5% |
0.0105 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
47,221 |
52,259 |
5,038 |
10.7% |
239,235 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7950 |
0.7928 |
0.7854 |
|
| R3 |
0.7915 |
0.7892 |
0.7844 |
|
| R2 |
0.7879 |
0.7879 |
0.7841 |
|
| R1 |
0.7857 |
0.7857 |
0.7837 |
0.7850 |
| PP |
0.7844 |
0.7844 |
0.7844 |
0.7841 |
| S1 |
0.7821 |
0.7821 |
0.7831 |
0.7815 |
| S2 |
0.7808 |
0.7808 |
0.7827 |
|
| S3 |
0.7773 |
0.7786 |
0.7824 |
|
| S4 |
0.7737 |
0.7750 |
0.7814 |
|
|
| 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 |
0.7867 |
0.7770 |
0.0097 |
1.2% |
0.0038 |
0.5% |
66% |
True |
False |
43,589 |
| 10 |
0.7887 |
0.7721 |
0.0166 |
2.1% |
0.0048 |
0.6% |
68% |
False |
False |
54,871 |
| 20 |
0.7887 |
0.7721 |
0.0166 |
2.1% |
0.0049 |
0.6% |
68% |
False |
False |
55,701 |
| 40 |
0.7887 |
0.7523 |
0.0364 |
4.6% |
0.0048 |
0.6% |
86% |
False |
False |
28,287 |
| 60 |
0.7887 |
0.7460 |
0.0427 |
5.4% |
0.0047 |
0.6% |
88% |
False |
False |
18,898 |
| 80 |
0.7887 |
0.7457 |
0.0430 |
5.5% |
0.0046 |
0.6% |
88% |
False |
False |
14,189 |
| 100 |
0.7887 |
0.7457 |
0.0430 |
5.5% |
0.0045 |
0.6% |
88% |
False |
False |
11,356 |
| 120 |
0.7887 |
0.7336 |
0.0551 |
7.0% |
0.0043 |
0.5% |
90% |
False |
False |
9,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8017 |
|
2.618 |
0.7959 |
|
1.618 |
0.7924 |
|
1.000 |
0.7902 |
|
0.618 |
0.7888 |
|
HIGH |
0.7867 |
|
0.618 |
0.7853 |
|
0.500 |
0.7849 |
|
0.382 |
0.7845 |
|
LOW |
0.7831 |
|
0.618 |
0.7809 |
|
1.000 |
0.7796 |
|
1.618 |
0.7774 |
|
2.618 |
0.7738 |
|
4.250 |
0.7680 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7849 |
0.7831 |
| PP |
0.7844 |
0.7828 |
| S1 |
0.7839 |
0.7825 |
|