CME Canadian Dollar Future March 2021
Trading Metrics calculated at close of trading on 15-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
0.7877 |
0.7908 |
0.0031 |
0.4% |
0.7873 |
High |
0.7923 |
0.7916 |
-0.0007 |
-0.1% |
0.7923 |
Low |
0.7871 |
0.7835 |
-0.0036 |
-0.5% |
0.7792 |
Close |
0.7916 |
0.7859 |
-0.0057 |
-0.7% |
0.7859 |
Range |
0.0052 |
0.0081 |
0.0029 |
55.8% |
0.0131 |
ATR |
0.0053 |
0.0055 |
0.0002 |
3.7% |
0.0000 |
Volume |
65,429 |
89,672 |
24,243 |
37.1% |
325,730 |
|
Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8113 |
0.8067 |
0.7903 |
|
R3 |
0.8032 |
0.7986 |
0.7881 |
|
R2 |
0.7951 |
0.7951 |
0.7873 |
|
R1 |
0.7905 |
0.7905 |
0.7866 |
0.7887 |
PP |
0.7870 |
0.7870 |
0.7870 |
0.7861 |
S1 |
0.7824 |
0.7824 |
0.7851 |
0.7806 |
S2 |
0.7789 |
0.7789 |
0.7844 |
|
S3 |
0.7708 |
0.7743 |
0.7836 |
|
S4 |
0.7627 |
0.7662 |
0.7814 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8251 |
0.8186 |
0.7931 |
|
R3 |
0.8120 |
0.8055 |
0.7895 |
|
R2 |
0.7989 |
0.7989 |
0.7883 |
|
R1 |
0.7924 |
0.7924 |
0.7871 |
0.7891 |
PP |
0.7858 |
0.7858 |
0.7858 |
0.7841 |
S1 |
0.7793 |
0.7793 |
0.7846 |
0.7760 |
S2 |
0.7727 |
0.7727 |
0.7834 |
|
S3 |
0.7596 |
0.7662 |
0.7822 |
|
S4 |
0.7465 |
0.7531 |
0.7786 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7923 |
0.7792 |
0.0131 |
1.7% |
0.0063 |
0.8% |
51% |
False |
False |
65,146 |
10 |
0.7923 |
0.7792 |
0.0131 |
1.7% |
0.0064 |
0.8% |
51% |
False |
False |
67,758 |
20 |
0.7923 |
0.7721 |
0.0203 |
2.6% |
0.0056 |
0.7% |
68% |
False |
False |
61,314 |
40 |
0.7923 |
0.7624 |
0.0299 |
3.8% |
0.0050 |
0.6% |
78% |
False |
False |
45,158 |
60 |
0.7923 |
0.7460 |
0.0463 |
5.9% |
0.0051 |
0.7% |
86% |
False |
False |
30,179 |
80 |
0.7923 |
0.7457 |
0.0467 |
5.9% |
0.0048 |
0.6% |
86% |
False |
False |
22,651 |
100 |
0.7923 |
0.7457 |
0.0467 |
5.9% |
0.0047 |
0.6% |
86% |
False |
False |
18,131 |
120 |
0.7923 |
0.7436 |
0.0487 |
6.2% |
0.0046 |
0.6% |
87% |
False |
False |
15,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8260 |
2.618 |
0.8128 |
1.618 |
0.8047 |
1.000 |
0.7997 |
0.618 |
0.7966 |
HIGH |
0.7916 |
0.618 |
0.7885 |
0.500 |
0.7876 |
0.382 |
0.7866 |
LOW |
0.7835 |
0.618 |
0.7785 |
1.000 |
0.7754 |
1.618 |
0.7704 |
2.618 |
0.7623 |
4.250 |
0.7491 |
|
|
Fisher Pivots for day following 15-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7876 |
0.7879 |
PP |
0.7870 |
0.7872 |
S1 |
0.7864 |
0.7865 |
|