CME Canadian Dollar Future June 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 |
0.7978 |
0.8017 |
0.0039 |
0.5% |
0.7912 |
| High |
0.8026 |
0.8039 |
0.0013 |
0.2% |
0.8026 |
| Low |
0.7955 |
0.7992 |
0.0038 |
0.5% |
0.7875 |
| Close |
0.8023 |
0.8018 |
-0.0005 |
-0.1% |
0.8023 |
| Range |
0.0072 |
0.0047 |
-0.0025 |
-34.3% |
0.0151 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
101,883 |
66,117 |
-35,766 |
-35.1% |
334,900 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8157 |
0.8134 |
0.8043 |
|
| R3 |
0.8110 |
0.8087 |
0.8030 |
|
| R2 |
0.8063 |
0.8063 |
0.8026 |
|
| R1 |
0.8040 |
0.8040 |
0.8022 |
0.8052 |
| PP |
0.8016 |
0.8016 |
0.8016 |
0.8022 |
| S1 |
0.7993 |
0.7993 |
0.8013 |
0.8005 |
| S2 |
0.7969 |
0.7969 |
0.8009 |
|
| S3 |
0.7922 |
0.7946 |
0.8005 |
|
| S4 |
0.7875 |
0.7899 |
0.7992 |
|
|
| 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 |
0.8039 |
0.7885 |
0.0155 |
1.9% |
0.0058 |
0.7% |
86% |
True |
False |
76,367 |
| 10 |
0.8039 |
0.7852 |
0.0187 |
2.3% |
0.0057 |
0.7% |
89% |
True |
False |
41,679 |
| 20 |
0.8039 |
0.7842 |
0.0197 |
2.5% |
0.0059 |
0.7% |
89% |
True |
False |
21,608 |
| 40 |
0.8039 |
0.7766 |
0.0274 |
3.4% |
0.0055 |
0.7% |
92% |
True |
False |
10,925 |
| 60 |
0.8039 |
0.7723 |
0.0316 |
3.9% |
0.0054 |
0.7% |
93% |
True |
False |
7,315 |
| 80 |
0.8039 |
0.7626 |
0.0414 |
5.2% |
0.0050 |
0.6% |
95% |
True |
False |
5,518 |
| 100 |
0.8039 |
0.7476 |
0.0563 |
7.0% |
0.0049 |
0.6% |
96% |
True |
False |
4,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8239 |
|
2.618 |
0.8162 |
|
1.618 |
0.8115 |
|
1.000 |
0.8086 |
|
0.618 |
0.8068 |
|
HIGH |
0.8039 |
|
0.618 |
0.8021 |
|
0.500 |
0.8016 |
|
0.382 |
0.8010 |
|
LOW |
0.7992 |
|
0.618 |
0.7963 |
|
1.000 |
0.7945 |
|
1.618 |
0.7916 |
|
2.618 |
0.7869 |
|
4.250 |
0.7792 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8017 |
0.8005 |
| PP |
0.8016 |
0.7993 |
| S1 |
0.8016 |
0.7981 |
|