CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 28-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2021 |
28-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7880 |
0.7813 |
-0.0068 |
-0.9% |
0.7858 |
| High |
0.7885 |
0.7821 |
-0.0064 |
-0.8% |
0.7944 |
| Low |
0.7800 |
0.7764 |
-0.0036 |
-0.5% |
0.7815 |
| Close |
0.7817 |
0.7817 |
-0.0001 |
0.0% |
0.7859 |
| Range |
0.0085 |
0.0058 |
-0.0028 |
-32.4% |
0.0130 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
88,348 |
89,157 |
809 |
0.9% |
299,339 |
|
| Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7973 |
0.7952 |
0.7848 |
|
| R3 |
0.7915 |
0.7895 |
0.7832 |
|
| R2 |
0.7858 |
0.7858 |
0.7827 |
|
| R1 |
0.7837 |
0.7837 |
0.7822 |
0.7848 |
| PP |
0.7800 |
0.7800 |
0.7800 |
0.7806 |
| S1 |
0.7780 |
0.7780 |
0.7811 |
0.7790 |
| S2 |
0.7743 |
0.7743 |
0.7806 |
|
| S3 |
0.7685 |
0.7722 |
0.7801 |
|
| S4 |
0.7628 |
0.7665 |
0.7785 |
|
|
| 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 |
0.7916 |
0.7764 |
0.0153 |
2.0% |
0.0064 |
0.8% |
35% |
False |
True |
72,163 |
| 10 |
0.7944 |
0.7764 |
0.0181 |
2.3% |
0.0062 |
0.8% |
29% |
False |
True |
74,961 |
| 20 |
0.7944 |
0.7764 |
0.0181 |
2.3% |
0.0060 |
0.8% |
29% |
False |
True |
68,578 |
| 40 |
0.7944 |
0.7695 |
0.0250 |
3.2% |
0.0054 |
0.7% |
49% |
False |
False |
59,891 |
| 60 |
0.7944 |
0.7484 |
0.0461 |
5.9% |
0.0053 |
0.7% |
72% |
False |
False |
40,065 |
| 80 |
0.7944 |
0.7460 |
0.0484 |
6.2% |
0.0050 |
0.6% |
74% |
False |
False |
30,076 |
| 100 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0049 |
0.6% |
74% |
False |
False |
24,073 |
| 120 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0047 |
0.6% |
74% |
False |
False |
20,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8065 |
|
2.618 |
0.7972 |
|
1.618 |
0.7914 |
|
1.000 |
0.7879 |
|
0.618 |
0.7857 |
|
HIGH |
0.7821 |
|
0.618 |
0.7799 |
|
0.500 |
0.7792 |
|
0.382 |
0.7785 |
|
LOW |
0.7764 |
|
0.618 |
0.7728 |
|
1.000 |
0.7706 |
|
1.618 |
0.7670 |
|
2.618 |
0.7613 |
|
4.250 |
0.7519 |
|
|
| Fisher Pivots for day following 28-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7808 |
0.7824 |
| PP |
0.7800 |
0.7822 |
| S1 |
0.7792 |
0.7819 |
|