CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7824 |
0.7893 |
0.0069 |
0.9% |
0.7789 |
| High |
0.7903 |
0.7919 |
0.0016 |
0.2% |
0.7867 |
| Low |
0.7819 |
0.7861 |
0.0042 |
0.5% |
0.7770 |
| Close |
0.7897 |
0.7879 |
-0.0018 |
-0.2% |
0.7834 |
| Range |
0.0085 |
0.0059 |
-0.0026 |
-30.8% |
0.0097 |
| ATR |
0.0052 |
0.0053 |
0.0000 |
0.8% |
0.0000 |
| Volume |
65,416 |
82,930 |
17,514 |
26.8% |
191,015 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8062 |
0.8029 |
0.7911 |
|
| R3 |
0.8003 |
0.7970 |
0.7895 |
|
| R2 |
0.7945 |
0.7945 |
0.7890 |
|
| R1 |
0.7912 |
0.7912 |
0.7884 |
0.7899 |
| PP |
0.7886 |
0.7886 |
0.7886 |
0.7880 |
| S1 |
0.7853 |
0.7853 |
0.7874 |
0.7841 |
| S2 |
0.7828 |
0.7828 |
0.7868 |
|
| S3 |
0.7769 |
0.7795 |
0.7863 |
|
| S4 |
0.7711 |
0.7736 |
0.7847 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8114 |
0.8071 |
0.7887 |
|
| R3 |
0.8017 |
0.7974 |
0.7861 |
|
| R2 |
0.7920 |
0.7920 |
0.7852 |
|
| R1 |
0.7877 |
0.7877 |
0.7843 |
0.7899 |
| PP |
0.7823 |
0.7823 |
0.7823 |
0.7834 |
| S1 |
0.7780 |
0.7780 |
0.7825 |
0.7802 |
| S2 |
0.7726 |
0.7726 |
0.7816 |
|
| S3 |
0.7629 |
0.7683 |
0.7807 |
|
| S4 |
0.7532 |
0.7586 |
0.7781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7919 |
0.7799 |
0.0120 |
1.5% |
0.0062 |
0.8% |
67% |
True |
False |
63,749 |
| 10 |
0.7919 |
0.7739 |
0.0181 |
2.3% |
0.0052 |
0.7% |
78% |
True |
False |
55,860 |
| 20 |
0.7919 |
0.7721 |
0.0199 |
2.5% |
0.0052 |
0.7% |
80% |
True |
False |
64,863 |
| 40 |
0.7919 |
0.7596 |
0.0323 |
4.1% |
0.0047 |
0.6% |
88% |
True |
False |
33,748 |
| 60 |
0.7919 |
0.7460 |
0.0459 |
5.8% |
0.0049 |
0.6% |
91% |
True |
False |
22,549 |
| 80 |
0.7919 |
0.7457 |
0.0463 |
5.9% |
0.0047 |
0.6% |
91% |
True |
False |
16,928 |
| 100 |
0.7919 |
0.7457 |
0.0463 |
5.9% |
0.0046 |
0.6% |
91% |
True |
False |
13,548 |
| 120 |
0.7919 |
0.7360 |
0.0559 |
7.1% |
0.0044 |
0.6% |
93% |
True |
False |
11,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8168 |
|
2.618 |
0.8072 |
|
1.618 |
0.8014 |
|
1.000 |
0.7978 |
|
0.618 |
0.7955 |
|
HIGH |
0.7919 |
|
0.618 |
0.7897 |
|
0.500 |
0.7890 |
|
0.382 |
0.7883 |
|
LOW |
0.7861 |
|
0.618 |
0.7824 |
|
1.000 |
0.7802 |
|
1.618 |
0.7766 |
|
2.618 |
0.7707 |
|
4.250 |
0.7612 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7890 |
0.7875 |
| PP |
0.7886 |
0.7871 |
| S1 |
0.7883 |
0.7867 |
|