CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 12-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
0.7925 |
0.7978 |
0.0053 |
0.7% |
0.7912 |
High |
0.7988 |
0.8026 |
0.0038 |
0.5% |
0.8026 |
Low |
0.7922 |
0.7955 |
0.0033 |
0.4% |
0.7875 |
Close |
0.7977 |
0.8023 |
0.0046 |
0.6% |
0.8023 |
Range |
0.0066 |
0.0072 |
0.0006 |
8.3% |
0.0151 |
ATR |
0.0057 |
0.0058 |
0.0001 |
1.9% |
0.0000 |
Volume |
98,097 |
101,883 |
3,786 |
3.9% |
334,900 |
|
Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8216 |
0.8191 |
0.8062 |
|
R3 |
0.8144 |
0.8119 |
0.8042 |
|
R2 |
0.8073 |
0.8073 |
0.8036 |
|
R1 |
0.8048 |
0.8048 |
0.8029 |
0.8060 |
PP |
0.8001 |
0.8001 |
0.8001 |
0.8007 |
S1 |
0.7976 |
0.7976 |
0.8016 |
0.7989 |
S2 |
0.7930 |
0.7930 |
0.8009 |
|
S3 |
0.7858 |
0.7905 |
0.8003 |
|
S4 |
0.7787 |
0.7833 |
0.7983 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8428 |
0.8376 |
0.8106 |
|
R3 |
0.8277 |
0.8225 |
0.8064 |
|
R2 |
0.8126 |
0.8126 |
0.8050 |
|
R1 |
0.8074 |
0.8074 |
0.8036 |
0.8100 |
PP |
0.7975 |
0.7975 |
0.7975 |
0.7987 |
S1 |
0.7923 |
0.7923 |
0.8009 |
0.7949 |
S2 |
0.7824 |
0.7824 |
0.7995 |
|
S3 |
0.7673 |
0.7772 |
0.7981 |
|
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 |
0.8026 |
0.7875 |
0.0151 |
1.9% |
0.0058 |
0.7% |
98% |
True |
False |
66,980 |
10 |
0.8026 |
0.7851 |
0.0176 |
2.2% |
0.0058 |
0.7% |
98% |
True |
False |
35,335 |
20 |
0.8026 |
0.7836 |
0.0190 |
2.4% |
0.0059 |
0.7% |
98% |
True |
False |
18,311 |
40 |
0.8026 |
0.7766 |
0.0261 |
3.2% |
0.0056 |
0.7% |
99% |
True |
False |
9,276 |
60 |
0.8026 |
0.7723 |
0.0303 |
3.8% |
0.0054 |
0.7% |
99% |
True |
False |
6,214 |
80 |
0.8026 |
0.7626 |
0.0401 |
5.0% |
0.0050 |
0.6% |
99% |
True |
False |
4,692 |
100 |
0.8026 |
0.7476 |
0.0550 |
6.9% |
0.0049 |
0.6% |
99% |
True |
False |
3,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8330 |
2.618 |
0.8213 |
1.618 |
0.8142 |
1.000 |
0.8098 |
0.618 |
0.8070 |
HIGH |
0.8026 |
0.618 |
0.7999 |
0.500 |
0.7990 |
0.382 |
0.7982 |
LOW |
0.7955 |
0.618 |
0.7910 |
1.000 |
0.7883 |
1.618 |
0.7839 |
2.618 |
0.7767 |
4.250 |
0.7651 |
|
|
Fisher Pivots for day following 12-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8012 |
0.8000 |
PP |
0.8001 |
0.7978 |
S1 |
0.7990 |
0.7956 |
|