CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 16-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8017 |
0.8016 |
-0.0001 |
0.0% |
0.7902 |
| High |
0.8038 |
0.8026 |
-0.0012 |
-0.1% |
0.8024 |
| Low |
0.7992 |
0.8001 |
0.0009 |
0.1% |
0.7874 |
| Close |
0.8017 |
0.8018 |
0.0002 |
0.0% |
0.8022 |
| Range |
0.0046 |
0.0025 |
-0.0021 |
-45.1% |
0.0151 |
| ATR |
0.0058 |
0.0055 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
6,145 |
2,519 |
-3,626 |
-59.0% |
476,454 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8090 |
0.8079 |
0.8032 |
|
| R3 |
0.8065 |
0.8054 |
0.8025 |
|
| R2 |
0.8040 |
0.8040 |
0.8023 |
|
| R1 |
0.8029 |
0.8029 |
0.8020 |
0.8034 |
| PP |
0.8015 |
0.8015 |
0.8015 |
0.8017 |
| S1 |
0.8004 |
0.8004 |
0.8016 |
0.8009 |
| S2 |
0.7990 |
0.7990 |
0.8013 |
|
| S3 |
0.7965 |
0.7979 |
0.8011 |
|
| S4 |
0.7940 |
0.7954 |
0.8004 |
|
|
| 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 |
0.7884 |
0.0154 |
1.9% |
0.0051 |
0.6% |
87% |
False |
False |
58,044 |
| 10 |
0.8038 |
0.7851 |
0.0187 |
2.3% |
0.0053 |
0.7% |
90% |
False |
False |
74,970 |
| 20 |
0.8038 |
0.7842 |
0.0196 |
2.4% |
0.0058 |
0.7% |
90% |
False |
False |
81,290 |
| 40 |
0.8038 |
0.7764 |
0.0274 |
3.4% |
0.0055 |
0.7% |
93% |
False |
False |
75,608 |
| 60 |
0.8038 |
0.7721 |
0.0317 |
4.0% |
0.0056 |
0.7% |
94% |
False |
False |
70,843 |
| 80 |
0.8038 |
0.7624 |
0.0414 |
5.2% |
0.0053 |
0.7% |
95% |
False |
False |
60,383 |
| 100 |
0.8038 |
0.7460 |
0.0578 |
7.2% |
0.0053 |
0.7% |
97% |
False |
False |
48,350 |
| 120 |
0.8038 |
0.7457 |
0.0581 |
7.2% |
0.0051 |
0.6% |
97% |
False |
False |
40,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8132 |
|
2.618 |
0.8091 |
|
1.618 |
0.8066 |
|
1.000 |
0.8051 |
|
0.618 |
0.8041 |
|
HIGH |
0.8026 |
|
0.618 |
0.8016 |
|
0.500 |
0.8013 |
|
0.382 |
0.8010 |
|
LOW |
0.8001 |
|
0.618 |
0.7985 |
|
1.000 |
0.7976 |
|
1.618 |
0.7960 |
|
2.618 |
0.7935 |
|
4.250 |
0.7894 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8016 |
0.8011 |
| PP |
0.8015 |
0.8003 |
| S1 |
0.8013 |
0.7996 |
|