CME Canadian Dollar Future June 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 |
0.8015 |
-0.0002 |
0.0% |
0.7912 |
| High |
0.8039 |
0.8042 |
0.0003 |
0.0% |
0.8026 |
| Low |
0.7992 |
0.8001 |
0.0009 |
0.1% |
0.7875 |
| Close |
0.8018 |
0.8039 |
0.0021 |
0.3% |
0.8023 |
| Range |
0.0047 |
0.0041 |
-0.0006 |
-12.8% |
0.0151 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
66,117 |
55,438 |
-10,679 |
-16.2% |
334,900 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8150 |
0.8135 |
0.8061 |
|
| R3 |
0.8109 |
0.8094 |
0.8050 |
|
| R2 |
0.8068 |
0.8068 |
0.8046 |
|
| R1 |
0.8053 |
0.8053 |
0.8042 |
0.8061 |
| PP |
0.8027 |
0.8027 |
0.8027 |
0.8031 |
| S1 |
0.8012 |
0.8012 |
0.8035 |
0.8020 |
| S2 |
0.7986 |
0.7986 |
0.8031 |
|
| S3 |
0.7945 |
0.7971 |
0.8027 |
|
| S4 |
0.7904 |
0.7930 |
0.8016 |
|
|
| 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 |
0.8042 |
0.7886 |
0.0157 |
1.9% |
0.0054 |
0.7% |
98% |
True |
False |
80,186 |
| 10 |
0.8042 |
0.7852 |
0.0190 |
2.4% |
0.0055 |
0.7% |
98% |
True |
False |
47,011 |
| 20 |
0.8042 |
0.7842 |
0.0200 |
2.5% |
0.0058 |
0.7% |
98% |
True |
False |
24,346 |
| 40 |
0.8042 |
0.7766 |
0.0277 |
3.4% |
0.0055 |
0.7% |
99% |
True |
False |
12,295 |
| 60 |
0.8042 |
0.7723 |
0.0319 |
4.0% |
0.0054 |
0.7% |
99% |
True |
False |
8,239 |
| 80 |
0.8042 |
0.7626 |
0.0417 |
5.2% |
0.0051 |
0.6% |
99% |
True |
False |
6,210 |
| 100 |
0.8042 |
0.7476 |
0.0566 |
7.0% |
0.0049 |
0.6% |
99% |
True |
False |
4,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8216 |
|
2.618 |
0.8149 |
|
1.618 |
0.8108 |
|
1.000 |
0.8083 |
|
0.618 |
0.8067 |
|
HIGH |
0.8042 |
|
0.618 |
0.8026 |
|
0.500 |
0.8022 |
|
0.382 |
0.8017 |
|
LOW |
0.8001 |
|
0.618 |
0.7976 |
|
1.000 |
0.7960 |
|
1.618 |
0.7935 |
|
2.618 |
0.7894 |
|
4.250 |
0.7827 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8033 |
0.8025 |
| PP |
0.8027 |
0.8012 |
| S1 |
0.8022 |
0.7998 |
|