CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 20-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7858 |
0.7857 |
-0.0001 |
0.0% |
0.7873 |
| High |
0.7866 |
0.7935 |
0.0069 |
0.9% |
0.7923 |
| Low |
0.7815 |
0.7854 |
0.0039 |
0.5% |
0.7792 |
| Close |
0.7856 |
0.7911 |
0.0055 |
0.7% |
0.7859 |
| Range |
0.0052 |
0.0082 |
0.0030 |
58.3% |
0.0131 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
3.4% |
0.0000 |
| Volume |
85,100 |
83,470 |
-1,630 |
-1.9% |
325,730 |
|
| Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8144 |
0.8109 |
0.7956 |
|
| R3 |
0.8063 |
0.8028 |
0.7933 |
|
| R2 |
0.7981 |
0.7981 |
0.7926 |
|
| R1 |
0.7946 |
0.7946 |
0.7918 |
0.7964 |
| PP |
0.7900 |
0.7900 |
0.7900 |
0.7909 |
| S1 |
0.7865 |
0.7865 |
0.7904 |
0.7882 |
| S2 |
0.7818 |
0.7818 |
0.7896 |
|
| S3 |
0.7737 |
0.7783 |
0.7889 |
|
| S4 |
0.7655 |
0.7702 |
0.7866 |
|
|
| 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 |
0.7935 |
0.7815 |
0.0121 |
1.5% |
0.0062 |
0.8% |
80% |
True |
False |
75,410 |
| 10 |
0.7935 |
0.7792 |
0.0143 |
1.8% |
0.0060 |
0.8% |
83% |
True |
False |
70,981 |
| 20 |
0.7935 |
0.7721 |
0.0215 |
2.7% |
0.0058 |
0.7% |
89% |
True |
False |
63,820 |
| 40 |
0.7935 |
0.7631 |
0.0305 |
3.8% |
0.0051 |
0.6% |
92% |
True |
False |
49,357 |
| 60 |
0.7935 |
0.7460 |
0.0475 |
6.0% |
0.0052 |
0.7% |
95% |
True |
False |
32,988 |
| 80 |
0.7935 |
0.7457 |
0.0479 |
6.0% |
0.0049 |
0.6% |
95% |
True |
False |
24,757 |
| 100 |
0.7935 |
0.7457 |
0.0479 |
6.0% |
0.0048 |
0.6% |
95% |
True |
False |
19,816 |
| 120 |
0.7935 |
0.7436 |
0.0499 |
6.3% |
0.0046 |
0.6% |
95% |
True |
False |
16,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8281 |
|
2.618 |
0.8148 |
|
1.618 |
0.8067 |
|
1.000 |
0.8017 |
|
0.618 |
0.7985 |
|
HIGH |
0.7935 |
|
0.618 |
0.7904 |
|
0.500 |
0.7894 |
|
0.382 |
0.7885 |
|
LOW |
0.7854 |
|
0.618 |
0.7803 |
|
1.000 |
0.7772 |
|
1.618 |
0.7722 |
|
2.618 |
0.7640 |
|
4.250 |
0.7507 |
|
|
| Fisher Pivots for day following 20-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7905 |
0.7899 |
| PP |
0.7900 |
0.7887 |
| S1 |
0.7894 |
0.7875 |
|