CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7893 |
0.7889 |
-0.0004 |
-0.1% |
0.7789 |
| High |
0.7919 |
0.7898 |
-0.0021 |
-0.3% |
0.7867 |
| Low |
0.7861 |
0.7855 |
-0.0006 |
-0.1% |
0.7770 |
| Close |
0.7879 |
0.7885 |
0.0006 |
0.1% |
0.7834 |
| Range |
0.0059 |
0.0044 |
-0.0015 |
-25.6% |
0.0097 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
82,930 |
60,813 |
-22,117 |
-26.7% |
191,015 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8010 |
0.7991 |
0.7909 |
|
| R3 |
0.7966 |
0.7947 |
0.7897 |
|
| R2 |
0.7923 |
0.7923 |
0.7893 |
|
| R1 |
0.7904 |
0.7904 |
0.7889 |
0.7892 |
| PP |
0.7879 |
0.7879 |
0.7879 |
0.7873 |
| S1 |
0.7860 |
0.7860 |
0.7881 |
0.7848 |
| S2 |
0.7836 |
0.7836 |
0.7877 |
|
| S3 |
0.7792 |
0.7817 |
0.7873 |
|
| S4 |
0.7749 |
0.7773 |
0.7861 |
|
|
| 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 |
0.7815 |
0.0105 |
1.3% |
0.0061 |
0.8% |
67% |
False |
False |
66,467 |
| 10 |
0.7919 |
0.7750 |
0.0169 |
2.1% |
0.0051 |
0.6% |
80% |
False |
False |
55,479 |
| 20 |
0.7919 |
0.7721 |
0.0199 |
2.5% |
0.0053 |
0.7% |
83% |
False |
False |
65,963 |
| 40 |
0.7919 |
0.7596 |
0.0323 |
4.1% |
0.0046 |
0.6% |
89% |
False |
False |
35,261 |
| 60 |
0.7919 |
0.7460 |
0.0459 |
5.8% |
0.0049 |
0.6% |
93% |
False |
False |
23,562 |
| 80 |
0.7919 |
0.7457 |
0.0463 |
5.9% |
0.0047 |
0.6% |
93% |
False |
False |
17,687 |
| 100 |
0.7919 |
0.7457 |
0.0463 |
5.9% |
0.0046 |
0.6% |
93% |
False |
False |
14,156 |
| 120 |
0.7919 |
0.7360 |
0.0559 |
7.1% |
0.0044 |
0.6% |
94% |
False |
False |
11,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8083 |
|
2.618 |
0.8012 |
|
1.618 |
0.7968 |
|
1.000 |
0.7942 |
|
0.618 |
0.7925 |
|
HIGH |
0.7898 |
|
0.618 |
0.7881 |
|
0.500 |
0.7876 |
|
0.382 |
0.7871 |
|
LOW |
0.7855 |
|
0.618 |
0.7828 |
|
1.000 |
0.7811 |
|
1.618 |
0.7784 |
|
2.618 |
0.7741 |
|
4.250 |
0.7670 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7882 |
0.7880 |
| PP |
0.7879 |
0.7874 |
| S1 |
0.7876 |
0.7869 |
|