CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 25-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2021 |
25-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7914 |
0.7854 |
-0.0060 |
-0.8% |
0.7858 |
| High |
0.7916 |
0.7883 |
-0.0034 |
-0.4% |
0.7944 |
| Low |
0.7850 |
0.7827 |
-0.0024 |
-0.3% |
0.7815 |
| Close |
0.7859 |
0.7844 |
-0.0016 |
-0.2% |
0.7859 |
| Range |
0.0066 |
0.0056 |
-0.0010 |
-15.2% |
0.0130 |
| ATR |
0.0057 |
0.0056 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
65,642 |
61,654 |
-3,988 |
-6.1% |
299,339 |
|
| Daily Pivots for day following 25-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8019 |
0.7987 |
0.7874 |
|
| R3 |
0.7963 |
0.7931 |
0.7859 |
|
| R2 |
0.7907 |
0.7907 |
0.7854 |
|
| R1 |
0.7875 |
0.7875 |
0.7849 |
0.7863 |
| PP |
0.7851 |
0.7851 |
0.7851 |
0.7845 |
| S1 |
0.7819 |
0.7819 |
0.7838 |
0.7807 |
| S2 |
0.7795 |
0.7795 |
0.7833 |
|
| S3 |
0.7739 |
0.7763 |
0.7828 |
|
| S4 |
0.7683 |
0.7707 |
0.7813 |
|
|
| 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 |
1.7% |
0.0058 |
0.7% |
22% |
False |
False |
72,198 |
| 10 |
0.7944 |
0.7792 |
0.0152 |
1.9% |
0.0061 |
0.8% |
34% |
False |
False |
68,672 |
| 20 |
0.7944 |
0.7770 |
0.0175 |
2.2% |
0.0056 |
0.7% |
42% |
False |
False |
62,825 |
| 40 |
0.7944 |
0.7679 |
0.0266 |
3.4% |
0.0052 |
0.7% |
62% |
False |
False |
54,132 |
| 60 |
0.7944 |
0.7460 |
0.0484 |
6.2% |
0.0053 |
0.7% |
79% |
False |
False |
36,190 |
| 80 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0049 |
0.6% |
79% |
False |
False |
27,160 |
| 100 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0048 |
0.6% |
79% |
False |
False |
21,740 |
| 120 |
0.7944 |
0.7456 |
0.0488 |
6.2% |
0.0047 |
0.6% |
79% |
False |
False |
18,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8121 |
|
2.618 |
0.8029 |
|
1.618 |
0.7973 |
|
1.000 |
0.7939 |
|
0.618 |
0.7917 |
|
HIGH |
0.7883 |
|
0.618 |
0.7861 |
|
0.500 |
0.7855 |
|
0.382 |
0.7848 |
|
LOW |
0.7827 |
|
0.618 |
0.7792 |
|
1.000 |
0.7771 |
|
1.618 |
0.7736 |
|
2.618 |
0.7680 |
|
4.250 |
0.7589 |
|
|
| Fisher Pivots for day following 25-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7855 |
0.7885 |
| PP |
0.7851 |
0.7871 |
| S1 |
0.7847 |
0.7857 |
|