CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7914 |
0.7923 |
0.0009 |
0.1% |
0.7854 |
| High |
0.7931 |
0.7987 |
0.0057 |
0.7% |
0.7952 |
| Low |
0.7884 |
0.7921 |
0.0037 |
0.5% |
0.7849 |
| Close |
0.7921 |
0.7975 |
0.0054 |
0.7% |
0.7896 |
| Range |
0.0047 |
0.0067 |
0.0020 |
43.0% |
0.0104 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.2% |
0.0000 |
| Volume |
131,124 |
116,872 |
-14,252 |
-10.9% |
403,617 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8160 |
0.8134 |
0.8012 |
|
| R3 |
0.8094 |
0.8068 |
0.7993 |
|
| R2 |
0.8027 |
0.8027 |
0.7987 |
|
| R1 |
0.8001 |
0.8001 |
0.7981 |
0.8014 |
| PP |
0.7961 |
0.7961 |
0.7961 |
0.7967 |
| S1 |
0.7935 |
0.7935 |
0.7969 |
0.7948 |
| S2 |
0.7894 |
0.7894 |
0.7963 |
|
| S3 |
0.7828 |
0.7868 |
0.7957 |
|
| S4 |
0.7761 |
0.7802 |
0.7938 |
|
|
| 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 |
0.7987 |
0.7851 |
0.0137 |
1.7% |
0.0056 |
0.7% |
91% |
True |
False |
109,495 |
| 10 |
0.7987 |
0.7842 |
0.0145 |
1.8% |
0.0062 |
0.8% |
92% |
True |
False |
100,035 |
| 20 |
0.8021 |
0.7835 |
0.0186 |
2.3% |
0.0058 |
0.7% |
75% |
False |
False |
88,892 |
| 40 |
0.8021 |
0.7764 |
0.0258 |
3.2% |
0.0056 |
0.7% |
82% |
False |
False |
79,764 |
| 60 |
0.8021 |
0.7721 |
0.0301 |
3.8% |
0.0056 |
0.7% |
85% |
False |
False |
73,959 |
| 80 |
0.8021 |
0.7596 |
0.0425 |
5.3% |
0.0052 |
0.7% |
89% |
False |
False |
59,868 |
| 100 |
0.8021 |
0.7460 |
0.0561 |
7.0% |
0.0053 |
0.7% |
92% |
False |
False |
47,932 |
| 120 |
0.8021 |
0.7457 |
0.0565 |
7.1% |
0.0051 |
0.6% |
92% |
False |
False |
39,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8270 |
|
2.618 |
0.8161 |
|
1.618 |
0.8095 |
|
1.000 |
0.8054 |
|
0.618 |
0.8028 |
|
HIGH |
0.7987 |
|
0.618 |
0.7962 |
|
0.500 |
0.7954 |
|
0.382 |
0.7946 |
|
LOW |
0.7921 |
|
0.618 |
0.7879 |
|
1.000 |
0.7854 |
|
1.618 |
0.7813 |
|
2.618 |
0.7746 |
|
4.250 |
0.7638 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7968 |
0.7962 |
| PP |
0.7961 |
0.7948 |
| S1 |
0.7954 |
0.7935 |
|