CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7979 |
0.8017 |
0.0038 |
0.5% |
0.7902 |
| High |
0.8024 |
0.8038 |
0.0014 |
0.2% |
0.8024 |
| Low |
0.7954 |
0.7992 |
0.0039 |
0.5% |
0.7874 |
| Close |
0.8022 |
0.8017 |
-0.0005 |
-0.1% |
0.8022 |
| Range |
0.0071 |
0.0046 |
-0.0025 |
-35.5% |
0.0151 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
33,560 |
6,145 |
-27,415 |
-81.7% |
476,454 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8152 |
0.8130 |
0.8042 |
|
| R3 |
0.8106 |
0.8084 |
0.8029 |
|
| R2 |
0.8061 |
0.8061 |
0.8025 |
|
| R1 |
0.8039 |
0.8039 |
0.8021 |
0.8039 |
| PP |
0.8015 |
0.8015 |
0.8015 |
0.8016 |
| S1 |
0.7993 |
0.7993 |
0.8012 |
0.7994 |
| S2 |
0.7970 |
0.7970 |
0.8008 |
|
| S3 |
0.7924 |
0.7948 |
0.8004 |
|
| S4 |
0.7879 |
0.7902 |
0.7991 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8425 |
0.8374 |
0.8104 |
|
| R3 |
0.8274 |
0.8223 |
0.8063 |
|
| R2 |
0.8124 |
0.8124 |
0.8049 |
|
| R1 |
0.8073 |
0.8073 |
0.8035 |
0.8098 |
| PP |
0.7973 |
0.7973 |
0.7973 |
0.7986 |
| S1 |
0.7922 |
0.7922 |
0.8008 |
0.7948 |
| S2 |
0.7823 |
0.7823 |
0.7994 |
|
| S3 |
0.7672 |
0.7772 |
0.7980 |
|
| S4 |
0.7522 |
0.7621 |
0.7939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8038 |
0.7883 |
0.0155 |
1.9% |
0.0058 |
0.7% |
86% |
True |
False |
77,731 |
| 10 |
0.8038 |
0.7851 |
0.0187 |
2.3% |
0.0057 |
0.7% |
89% |
True |
False |
80,974 |
| 20 |
0.8038 |
0.7842 |
0.0196 |
2.4% |
0.0059 |
0.7% |
89% |
True |
False |
85,838 |
| 40 |
0.8038 |
0.7764 |
0.0274 |
3.4% |
0.0057 |
0.7% |
92% |
True |
False |
77,786 |
| 60 |
0.8038 |
0.7721 |
0.0317 |
4.0% |
0.0056 |
0.7% |
93% |
True |
False |
72,169 |
| 80 |
0.8038 |
0.7624 |
0.0414 |
5.2% |
0.0053 |
0.7% |
95% |
True |
False |
60,355 |
| 100 |
0.8038 |
0.7460 |
0.0578 |
7.2% |
0.0053 |
0.7% |
96% |
True |
False |
48,326 |
| 120 |
0.8038 |
0.7457 |
0.0581 |
7.2% |
0.0051 |
0.6% |
96% |
True |
False |
40,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8231 |
|
2.618 |
0.8157 |
|
1.618 |
0.8111 |
|
1.000 |
0.8083 |
|
0.618 |
0.8066 |
|
HIGH |
0.8038 |
|
0.618 |
0.8020 |
|
0.500 |
0.8015 |
|
0.382 |
0.8009 |
|
LOW |
0.7992 |
|
0.618 |
0.7964 |
|
1.000 |
0.7947 |
|
1.618 |
0.7918 |
|
2.618 |
0.7873 |
|
4.250 |
0.7799 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8016 |
0.8004 |
| PP |
0.8015 |
0.7992 |
| S1 |
0.8015 |
0.7979 |
|