CME Canadian Dollar Future June 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 |
0.7913 |
0.0019 |
0.2% |
0.7854 |
| High |
0.7943 |
0.7931 |
-0.0012 |
-0.2% |
0.7952 |
| Low |
0.7885 |
0.7886 |
0.0001 |
0.0% |
0.7851 |
| Close |
0.7917 |
0.7922 |
0.0006 |
0.1% |
0.7897 |
| Range |
0.0059 |
0.0046 |
-0.0013 |
-22.2% |
0.0102 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
36,342 |
79,399 |
43,057 |
118.5% |
18,452 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8049 |
0.8031 |
0.7947 |
|
| R3 |
0.8004 |
0.7986 |
0.7935 |
|
| R2 |
0.7958 |
0.7958 |
0.7930 |
|
| R1 |
0.7940 |
0.7940 |
0.7926 |
0.7949 |
| PP |
0.7913 |
0.7913 |
0.7913 |
0.7917 |
| S1 |
0.7895 |
0.7895 |
0.7918 |
0.7904 |
| S2 |
0.7867 |
0.7867 |
0.7914 |
|
| S3 |
0.7822 |
0.7849 |
0.7909 |
|
| S4 |
0.7776 |
0.7804 |
0.7897 |
|
|
| 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% |
0.0056 |
0.7% |
70% |
False |
False |
29,357 |
| 10 |
0.8021 |
0.7842 |
0.0179 |
2.3% |
0.0064 |
0.8% |
45% |
False |
False |
15,919 |
| 20 |
0.8021 |
0.7836 |
0.0185 |
2.3% |
0.0055 |
0.7% |
46% |
False |
False |
8,323 |
| 40 |
0.8021 |
0.7766 |
0.0256 |
3.2% |
0.0054 |
0.7% |
61% |
False |
False |
4,281 |
| 60 |
0.8021 |
0.7723 |
0.0298 |
3.8% |
0.0053 |
0.7% |
67% |
False |
False |
2,886 |
| 80 |
0.8021 |
0.7599 |
0.0423 |
5.3% |
0.0049 |
0.6% |
77% |
False |
False |
2,199 |
| 100 |
0.8021 |
0.7476 |
0.0545 |
6.9% |
0.0049 |
0.6% |
82% |
False |
False |
1,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8124 |
|
2.618 |
0.8050 |
|
1.618 |
0.8005 |
|
1.000 |
0.7977 |
|
0.618 |
0.7959 |
|
HIGH |
0.7931 |
|
0.618 |
0.7914 |
|
0.500 |
0.7908 |
|
0.382 |
0.7903 |
|
LOW |
0.7886 |
|
0.618 |
0.7857 |
|
1.000 |
0.7840 |
|
1.618 |
0.7812 |
|
2.618 |
0.7766 |
|
4.250 |
0.7692 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7917 |
0.7918 |
| PP |
0.7913 |
0.7913 |
| S1 |
0.7908 |
0.7909 |
|