CME Canadian Dollar Future March 2021
Trading Metrics calculated at close of trading on 09-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
0.7902 |
0.7894 |
-0.0009 |
-0.1% |
0.7854 |
High |
0.7922 |
0.7942 |
0.0020 |
0.3% |
0.7952 |
Low |
0.7874 |
0.7883 |
0.0010 |
0.1% |
0.7849 |
Close |
0.7902 |
0.7916 |
0.0014 |
0.2% |
0.7896 |
Range |
0.0049 |
0.0059 |
0.0011 |
21.6% |
0.0104 |
ATR |
0.0058 |
0.0058 |
0.0000 |
0.1% |
0.0000 |
Volume |
93,941 |
100,957 |
7,016 |
7.5% |
403,617 |
|
Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8091 |
0.8062 |
0.7948 |
|
R3 |
0.8032 |
0.8003 |
0.7932 |
|
R2 |
0.7973 |
0.7973 |
0.7926 |
|
R1 |
0.7944 |
0.7944 |
0.7921 |
0.7958 |
PP |
0.7914 |
0.7914 |
0.7914 |
0.7921 |
S1 |
0.7885 |
0.7885 |
0.7910 |
0.7899 |
S2 |
0.7855 |
0.7855 |
0.7905 |
|
S3 |
0.7796 |
0.7826 |
0.7899 |
|
S4 |
0.7737 |
0.7767 |
0.7883 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8209 |
0.8156 |
0.7952 |
|
R3 |
0.8106 |
0.8052 |
0.7924 |
|
R2 |
0.8002 |
0.8002 |
0.7914 |
|
R1 |
0.7949 |
0.7949 |
0.7905 |
0.7976 |
PP |
0.7899 |
0.7899 |
0.7899 |
0.7912 |
S1 |
0.7845 |
0.7845 |
0.7886 |
0.7872 |
S2 |
0.7795 |
0.7795 |
0.7877 |
|
S3 |
0.7692 |
0.7742 |
0.7867 |
|
S4 |
0.7588 |
0.7638 |
0.7839 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7952 |
0.7851 |
0.0102 |
1.3% |
0.0056 |
0.7% |
64% |
False |
False |
91,897 |
10 |
0.8021 |
0.7842 |
0.0179 |
2.3% |
0.0066 |
0.8% |
41% |
False |
False |
95,699 |
20 |
0.8021 |
0.7834 |
0.0188 |
2.4% |
0.0056 |
0.7% |
44% |
False |
False |
82,120 |
40 |
0.8021 |
0.7764 |
0.0258 |
3.3% |
0.0057 |
0.7% |
59% |
False |
False |
76,495 |
60 |
0.8021 |
0.7721 |
0.0301 |
3.8% |
0.0056 |
0.7% |
65% |
False |
False |
72,766 |
80 |
0.8021 |
0.7596 |
0.0425 |
5.4% |
0.0052 |
0.7% |
75% |
False |
False |
56,774 |
100 |
0.8021 |
0.7460 |
0.0561 |
7.1% |
0.0052 |
0.7% |
81% |
False |
False |
45,453 |
120 |
0.8021 |
0.7457 |
0.0565 |
7.1% |
0.0051 |
0.6% |
81% |
False |
False |
37,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8193 |
2.618 |
0.8096 |
1.618 |
0.8037 |
1.000 |
0.8001 |
0.618 |
0.7978 |
HIGH |
0.7942 |
0.618 |
0.7919 |
0.500 |
0.7913 |
0.382 |
0.7906 |
LOW |
0.7883 |
0.618 |
0.7847 |
1.000 |
0.7824 |
1.618 |
0.7788 |
2.618 |
0.7729 |
4.250 |
0.7632 |
|
|
Fisher Pivots for day following 09-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7915 |
0.7909 |
PP |
0.7914 |
0.7903 |
S1 |
0.7913 |
0.7896 |
|