CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 21-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7857 |
0.7915 |
0.0059 |
0.7% |
0.7873 |
| High |
0.7935 |
0.7944 |
0.0009 |
0.1% |
0.7923 |
| Low |
0.7854 |
0.7908 |
0.0054 |
0.7% |
0.7792 |
| Close |
0.7911 |
0.7920 |
0.0009 |
0.1% |
0.7859 |
| Range |
0.0082 |
0.0037 |
-0.0045 |
-55.2% |
0.0131 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
83,470 |
65,127 |
-18,343 |
-22.0% |
325,730 |
|
| Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8033 |
0.8013 |
0.7940 |
|
| R3 |
0.7997 |
0.7976 |
0.7930 |
|
| R2 |
0.7960 |
0.7960 |
0.7926 |
|
| R1 |
0.7940 |
0.7940 |
0.7923 |
0.7950 |
| PP |
0.7924 |
0.7924 |
0.7924 |
0.7929 |
| S1 |
0.7903 |
0.7903 |
0.7916 |
0.7914 |
| S2 |
0.7887 |
0.7887 |
0.7913 |
|
| S3 |
0.7851 |
0.7867 |
0.7909 |
|
| S4 |
0.7814 |
0.7830 |
0.7899 |
|
|
| 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 |
0.7944 |
0.7815 |
0.0130 |
1.6% |
0.0061 |
0.8% |
81% |
True |
False |
77,759 |
| 10 |
0.7944 |
0.7792 |
0.0152 |
1.9% |
0.0058 |
0.7% |
84% |
True |
False |
69,201 |
| 20 |
0.7944 |
0.7739 |
0.0206 |
2.6% |
0.0055 |
0.7% |
88% |
True |
False |
62,530 |
| 40 |
0.7944 |
0.7631 |
0.0314 |
4.0% |
0.0051 |
0.6% |
92% |
True |
False |
50,978 |
| 60 |
0.7944 |
0.7460 |
0.0484 |
6.1% |
0.0053 |
0.7% |
95% |
True |
False |
34,071 |
| 80 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0049 |
0.6% |
95% |
True |
False |
25,571 |
| 100 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0048 |
0.6% |
95% |
True |
False |
20,468 |
| 120 |
0.7944 |
0.7440 |
0.0504 |
6.4% |
0.0046 |
0.6% |
95% |
True |
False |
17,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8099 |
|
2.618 |
0.8040 |
|
1.618 |
0.8003 |
|
1.000 |
0.7981 |
|
0.618 |
0.7967 |
|
HIGH |
0.7944 |
|
0.618 |
0.7930 |
|
0.500 |
0.7926 |
|
0.382 |
0.7921 |
|
LOW |
0.7908 |
|
0.618 |
0.7885 |
|
1.000 |
0.7871 |
|
1.618 |
0.7848 |
|
2.618 |
0.7812 |
|
4.250 |
0.7752 |
|
|
| Fisher Pivots for day following 21-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7926 |
0.7906 |
| PP |
0.7924 |
0.7893 |
| S1 |
0.7922 |
0.7879 |
|