CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 18-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8038 |
0.8061 |
0.0023 |
0.3% |
0.7912 |
| High |
0.8066 |
0.8088 |
0.0023 |
0.3% |
0.8026 |
| Low |
0.8005 |
0.7984 |
-0.0022 |
-0.3% |
0.7875 |
| Close |
0.8055 |
0.7996 |
-0.0059 |
-0.7% |
0.8023 |
| Range |
0.0061 |
0.0105 |
0.0044 |
72.7% |
0.0151 |
| ATR |
0.0056 |
0.0060 |
0.0003 |
6.1% |
0.0000 |
| Volume |
77,606 |
99,344 |
21,738 |
28.0% |
334,900 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8336 |
0.8270 |
0.8053 |
|
| R3 |
0.8231 |
0.8166 |
0.8024 |
|
| R2 |
0.8127 |
0.8127 |
0.8015 |
|
| R1 |
0.8061 |
0.8061 |
0.8005 |
0.8042 |
| PP |
0.8022 |
0.8022 |
0.8022 |
0.8013 |
| S1 |
0.7957 |
0.7957 |
0.7986 |
0.7937 |
| S2 |
0.7918 |
0.7918 |
0.7976 |
|
| S3 |
0.7813 |
0.7852 |
0.7967 |
|
| S4 |
0.7709 |
0.7748 |
0.7938 |
|
|
| 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 |
0.8088 |
0.7955 |
0.0134 |
1.7% |
0.0065 |
0.8% |
31% |
True |
False |
80,077 |
| 10 |
0.8088 |
0.7852 |
0.0236 |
3.0% |
0.0060 |
0.7% |
61% |
True |
False |
64,240 |
| 20 |
0.8088 |
0.7842 |
0.0246 |
3.1% |
0.0062 |
0.8% |
62% |
True |
False |
33,170 |
| 40 |
0.8088 |
0.7766 |
0.0323 |
4.0% |
0.0055 |
0.7% |
71% |
True |
False |
16,703 |
| 60 |
0.8088 |
0.7723 |
0.0365 |
4.6% |
0.0055 |
0.7% |
75% |
True |
False |
11,186 |
| 80 |
0.8088 |
0.7633 |
0.0455 |
5.7% |
0.0052 |
0.6% |
80% |
True |
False |
8,420 |
| 100 |
0.8088 |
0.7476 |
0.0612 |
7.7% |
0.0050 |
0.6% |
85% |
True |
False |
6,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8532 |
|
2.618 |
0.8362 |
|
1.618 |
0.8257 |
|
1.000 |
0.8193 |
|
0.618 |
0.8153 |
|
HIGH |
0.8088 |
|
0.618 |
0.8048 |
|
0.500 |
0.8036 |
|
0.382 |
0.8023 |
|
LOW |
0.7984 |
|
0.618 |
0.7919 |
|
1.000 |
0.7879 |
|
1.618 |
0.7814 |
|
2.618 |
0.7710 |
|
4.250 |
0.7539 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8036 |
0.8036 |
| PP |
0.8022 |
0.8022 |
| S1 |
0.8009 |
0.8009 |
|