CME Canadian Dollar Future March 2021
Trading Metrics calculated at close of trading on 29-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2021 |
29-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
0.7813 |
0.7801 |
-0.0012 |
-0.2% |
0.7854 |
High |
0.7821 |
0.7852 |
0.0031 |
0.4% |
0.7885 |
Low |
0.7764 |
0.7768 |
0.0005 |
0.1% |
0.7764 |
Close |
0.7817 |
0.7812 |
-0.0005 |
-0.1% |
0.7812 |
Range |
0.0058 |
0.0084 |
0.0027 |
46.1% |
0.0121 |
ATR |
0.0059 |
0.0060 |
0.0002 |
3.1% |
0.0000 |
Volume |
89,157 |
108,075 |
18,918 |
21.2% |
403,248 |
|
Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8063 |
0.8021 |
0.7858 |
|
R3 |
0.7979 |
0.7937 |
0.7835 |
|
R2 |
0.7895 |
0.7895 |
0.7827 |
|
R1 |
0.7853 |
0.7853 |
0.7820 |
0.7874 |
PP |
0.7811 |
0.7811 |
0.7811 |
0.7821 |
S1 |
0.7769 |
0.7769 |
0.7804 |
0.7790 |
S2 |
0.7727 |
0.7727 |
0.7797 |
|
S3 |
0.7643 |
0.7685 |
0.7789 |
|
S4 |
0.7559 |
0.7601 |
0.7766 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8183 |
0.8119 |
0.7879 |
|
R3 |
0.8062 |
0.7998 |
0.7845 |
|
R2 |
0.7941 |
0.7941 |
0.7834 |
|
R1 |
0.7877 |
0.7877 |
0.7823 |
0.7848 |
PP |
0.7820 |
0.7820 |
0.7820 |
0.7806 |
S1 |
0.7756 |
0.7756 |
0.7801 |
0.7727 |
S2 |
0.7699 |
0.7699 |
0.7790 |
|
S3 |
0.7578 |
0.7635 |
0.7779 |
|
S4 |
0.7457 |
0.7514 |
0.7745 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7885 |
0.7764 |
0.0121 |
1.5% |
0.0068 |
0.9% |
40% |
False |
False |
80,649 |
10 |
0.7944 |
0.7764 |
0.0181 |
2.3% |
0.0066 |
0.8% |
27% |
False |
False |
79,225 |
20 |
0.7944 |
0.7764 |
0.0181 |
2.3% |
0.0062 |
0.8% |
27% |
False |
False |
71,621 |
40 |
0.7944 |
0.7721 |
0.0224 |
2.9% |
0.0055 |
0.7% |
41% |
False |
False |
62,430 |
60 |
0.7944 |
0.7523 |
0.0421 |
5.4% |
0.0053 |
0.7% |
69% |
False |
False |
41,864 |
80 |
0.7944 |
0.7460 |
0.0484 |
6.2% |
0.0051 |
0.7% |
73% |
False |
False |
31,426 |
100 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0049 |
0.6% |
73% |
False |
False |
25,154 |
120 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0048 |
0.6% |
73% |
False |
False |
20,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8209 |
2.618 |
0.8072 |
1.618 |
0.7988 |
1.000 |
0.7936 |
0.618 |
0.7904 |
HIGH |
0.7852 |
0.618 |
0.7820 |
0.500 |
0.7810 |
0.382 |
0.7800 |
LOW |
0.7768 |
0.618 |
0.7716 |
1.000 |
0.7684 |
1.618 |
0.7632 |
2.618 |
0.7548 |
4.250 |
0.7411 |
|
|
Fisher Pivots for day following 29-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7811 |
0.7824 |
PP |
0.7811 |
0.7820 |
S1 |
0.7810 |
0.7816 |
|