CME Canadian Dollar Future June 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 |
0.7912 |
0.7894 |
-0.0018 |
-0.2% |
0.7854 |
High |
0.7922 |
0.7943 |
0.0021 |
0.3% |
0.7952 |
Low |
0.7875 |
0.7885 |
0.0010 |
0.1% |
0.7851 |
Close |
0.7903 |
0.7917 |
0.0014 |
0.2% |
0.7897 |
Range |
0.0047 |
0.0059 |
0.0012 |
24.5% |
0.0102 |
ATR |
0.0057 |
0.0057 |
0.0000 |
0.2% |
0.0000 |
Volume |
19,179 |
36,342 |
17,163 |
89.5% |
18,452 |
|
Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8090 |
0.8062 |
0.7949 |
|
R3 |
0.8032 |
0.8003 |
0.7933 |
|
R2 |
0.7973 |
0.7973 |
0.7927 |
|
R1 |
0.7945 |
0.7945 |
0.7922 |
0.7959 |
PP |
0.7915 |
0.7915 |
0.7915 |
0.7922 |
S1 |
0.7886 |
0.7886 |
0.7911 |
0.7901 |
S2 |
0.7856 |
0.7856 |
0.7906 |
|
S3 |
0.7798 |
0.7828 |
0.7900 |
|
S4 |
0.7739 |
0.7769 |
0.7884 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8204 |
0.8152 |
0.7952 |
|
R3 |
0.8103 |
0.8050 |
0.7924 |
|
R2 |
0.8001 |
0.8001 |
0.7915 |
|
R1 |
0.7949 |
0.7949 |
0.7906 |
0.7975 |
PP |
0.7900 |
0.7900 |
0.7900 |
0.7913 |
S1 |
0.7847 |
0.7847 |
0.7887 |
0.7874 |
S2 |
0.7798 |
0.7798 |
0.7878 |
|
S3 |
0.7697 |
0.7746 |
0.7869 |
|
S4 |
0.7595 |
0.7644 |
0.7841 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7952 |
0.7852 |
0.0100 |
1.3% |
0.0055 |
0.7% |
65% |
False |
False |
13,836 |
10 |
0.8021 |
0.7842 |
0.0179 |
2.3% |
0.0065 |
0.8% |
42% |
False |
False |
8,142 |
20 |
0.8021 |
0.7835 |
0.0186 |
2.3% |
0.0055 |
0.7% |
44% |
False |
False |
4,364 |
40 |
0.8021 |
0.7766 |
0.0256 |
3.2% |
0.0055 |
0.7% |
59% |
False |
False |
2,298 |
60 |
0.8021 |
0.7723 |
0.0298 |
3.8% |
0.0054 |
0.7% |
65% |
False |
False |
1,564 |
80 |
0.8021 |
0.7599 |
0.0423 |
5.3% |
0.0049 |
0.6% |
75% |
False |
False |
1,206 |
100 |
0.8021 |
0.7476 |
0.0545 |
6.9% |
0.0048 |
0.6% |
81% |
False |
False |
973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8192 |
2.618 |
0.8096 |
1.618 |
0.8038 |
1.000 |
0.8002 |
0.618 |
0.7979 |
HIGH |
0.7943 |
0.618 |
0.7921 |
0.500 |
0.7914 |
0.382 |
0.7907 |
LOW |
0.7885 |
0.618 |
0.7848 |
1.000 |
0.7826 |
1.618 |
0.7790 |
2.618 |
0.7731 |
4.250 |
0.7636 |
|
|
Fisher Pivots for day following 09-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7916 |
0.7910 |
PP |
0.7915 |
0.7904 |
S1 |
0.7914 |
0.7898 |
|