CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 22-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7915 |
0.7914 |
-0.0001 |
0.0% |
0.7858 |
| High |
0.7944 |
0.7916 |
-0.0028 |
-0.4% |
0.7944 |
| Low |
0.7908 |
0.7850 |
-0.0058 |
-0.7% |
0.7815 |
| Close |
0.7920 |
0.7859 |
-0.0061 |
-0.8% |
0.7859 |
| Range |
0.0037 |
0.0066 |
0.0030 |
80.8% |
0.0130 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.8% |
0.0000 |
| Volume |
65,127 |
65,642 |
515 |
0.8% |
299,339 |
|
| Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8073 |
0.8032 |
0.7895 |
|
| R3 |
0.8007 |
0.7966 |
0.7877 |
|
| R2 |
0.7941 |
0.7941 |
0.7871 |
|
| R1 |
0.7900 |
0.7900 |
0.7865 |
0.7888 |
| PP |
0.7875 |
0.7875 |
0.7875 |
0.7869 |
| S1 |
0.7834 |
0.7834 |
0.7853 |
0.7822 |
| S2 |
0.7809 |
0.7809 |
0.7847 |
|
| S3 |
0.7743 |
0.7768 |
0.7841 |
|
| S4 |
0.7677 |
0.7702 |
0.7823 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8261 |
0.8190 |
0.7930 |
|
| R3 |
0.8132 |
0.8060 |
0.7895 |
|
| R2 |
0.8002 |
0.8002 |
0.7883 |
|
| R1 |
0.7931 |
0.7931 |
0.7871 |
0.7966 |
| PP |
0.7873 |
0.7873 |
0.7873 |
0.7890 |
| S1 |
0.7801 |
0.7801 |
0.7847 |
0.7837 |
| S2 |
0.7743 |
0.7743 |
0.7835 |
|
| S3 |
0.7614 |
0.7672 |
0.7823 |
|
| S4 |
0.7484 |
0.7542 |
0.7788 |
|
|
| 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% |
0.0063 |
0.8% |
34% |
False |
False |
77,802 |
| 10 |
0.7944 |
0.7792 |
0.0152 |
1.9% |
0.0060 |
0.8% |
44% |
False |
False |
69,684 |
| 20 |
0.7944 |
0.7750 |
0.0194 |
2.5% |
0.0055 |
0.7% |
56% |
False |
False |
62,581 |
| 40 |
0.7944 |
0.7644 |
0.0301 |
3.8% |
0.0052 |
0.7% |
72% |
False |
False |
52,609 |
| 60 |
0.7944 |
0.7460 |
0.0484 |
6.2% |
0.0053 |
0.7% |
82% |
False |
False |
35,165 |
| 80 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0049 |
0.6% |
83% |
False |
False |
26,391 |
| 100 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0048 |
0.6% |
83% |
False |
False |
21,124 |
| 120 |
0.7944 |
0.7440 |
0.0504 |
6.4% |
0.0046 |
0.6% |
83% |
False |
False |
17,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8197 |
|
2.618 |
0.8089 |
|
1.618 |
0.8023 |
|
1.000 |
0.7982 |
|
0.618 |
0.7957 |
|
HIGH |
0.7916 |
|
0.618 |
0.7891 |
|
0.500 |
0.7883 |
|
0.382 |
0.7875 |
|
LOW |
0.7850 |
|
0.618 |
0.7809 |
|
1.000 |
0.7784 |
|
1.618 |
0.7743 |
|
2.618 |
0.7677 |
|
4.250 |
0.7570 |
|
|
| Fisher Pivots for day following 22-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7883 |
0.7897 |
| PP |
0.7875 |
0.7884 |
| S1 |
0.7867 |
0.7872 |
|