CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 10-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2021 |
10-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7894 |
0.7914 |
0.0021 |
0.3% |
0.7854 |
| High |
0.7942 |
0.7931 |
-0.0012 |
-0.1% |
0.7952 |
| Low |
0.7883 |
0.7884 |
0.0001 |
0.0% |
0.7849 |
| Close |
0.7916 |
0.7921 |
0.0006 |
0.1% |
0.7896 |
| Range |
0.0059 |
0.0047 |
-0.0013 |
-21.2% |
0.0104 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
100,957 |
131,124 |
30,167 |
29.9% |
403,617 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8051 |
0.8033 |
0.7947 |
|
| R3 |
0.8005 |
0.7986 |
0.7934 |
|
| R2 |
0.7958 |
0.7958 |
0.7930 |
|
| R1 |
0.7940 |
0.7940 |
0.7925 |
0.7949 |
| PP |
0.7912 |
0.7912 |
0.7912 |
0.7917 |
| S1 |
0.7893 |
0.7893 |
0.7917 |
0.7903 |
| S2 |
0.7865 |
0.7865 |
0.7912 |
|
| S3 |
0.7819 |
0.7847 |
0.7908 |
|
| S4 |
0.7772 |
0.7800 |
0.7895 |
|
|
| 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% |
0.0057 |
0.7% |
69% |
False |
False |
105,008 |
| 10 |
0.8021 |
0.7842 |
0.0179 |
2.3% |
0.0065 |
0.8% |
44% |
False |
False |
99,910 |
| 20 |
0.8021 |
0.7835 |
0.0186 |
2.3% |
0.0056 |
0.7% |
46% |
False |
False |
85,845 |
| 40 |
0.8021 |
0.7764 |
0.0258 |
3.3% |
0.0056 |
0.7% |
61% |
False |
False |
78,014 |
| 60 |
0.8021 |
0.7721 |
0.0301 |
3.8% |
0.0055 |
0.7% |
67% |
False |
False |
73,487 |
| 80 |
0.8021 |
0.7596 |
0.0425 |
5.4% |
0.0052 |
0.7% |
76% |
False |
False |
58,410 |
| 100 |
0.8021 |
0.7460 |
0.0561 |
7.1% |
0.0053 |
0.7% |
82% |
False |
False |
46,764 |
| 120 |
0.8021 |
0.7457 |
0.0565 |
7.1% |
0.0051 |
0.6% |
82% |
False |
False |
38,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8128 |
|
2.618 |
0.8052 |
|
1.618 |
0.8006 |
|
1.000 |
0.7977 |
|
0.618 |
0.7959 |
|
HIGH |
0.7931 |
|
0.618 |
0.7913 |
|
0.500 |
0.7907 |
|
0.382 |
0.7902 |
|
LOW |
0.7884 |
|
0.618 |
0.7855 |
|
1.000 |
0.7838 |
|
1.618 |
0.7809 |
|
2.618 |
0.7762 |
|
4.250 |
0.7686 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7916 |
0.7917 |
| PP |
0.7912 |
0.7912 |
| S1 |
0.7907 |
0.7908 |
|