CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 22-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8007 |
0.7985 |
-0.0022 |
-0.3% |
0.8017 |
| High |
0.8025 |
0.8019 |
-0.0007 |
-0.1% |
0.8088 |
| Low |
0.7971 |
0.7975 |
0.0004 |
0.1% |
0.7971 |
| Close |
0.8004 |
0.7996 |
-0.0009 |
-0.1% |
0.8004 |
| Range |
0.0055 |
0.0044 |
-0.0011 |
-19.3% |
0.0118 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
74,264 |
52,761 |
-21,503 |
-29.0% |
372,769 |
|
| Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8128 |
0.8106 |
0.8020 |
|
| R3 |
0.8084 |
0.8062 |
0.8008 |
|
| R2 |
0.8040 |
0.8040 |
0.8004 |
|
| R1 |
0.8018 |
0.8018 |
0.8000 |
0.8029 |
| PP |
0.7996 |
0.7996 |
0.7996 |
0.8002 |
| S1 |
0.7974 |
0.7974 |
0.7991 |
0.7985 |
| S2 |
0.7952 |
0.7952 |
0.7987 |
|
| S3 |
0.7908 |
0.7930 |
0.7983 |
|
| S4 |
0.7864 |
0.7886 |
0.7971 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8373 |
0.8306 |
0.8069 |
|
| R3 |
0.8256 |
0.8189 |
0.8036 |
|
| R2 |
0.8138 |
0.8138 |
0.8026 |
|
| R1 |
0.8071 |
0.8071 |
0.8015 |
0.8046 |
| PP |
0.8021 |
0.8021 |
0.8021 |
0.8008 |
| S1 |
0.7954 |
0.7954 |
0.7993 |
0.7929 |
| S2 |
0.7903 |
0.7903 |
0.7982 |
|
| S3 |
0.7786 |
0.7836 |
0.7972 |
|
| S4 |
0.7668 |
0.7719 |
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 |
0.7971 |
0.0118 |
1.5% |
0.0061 |
0.8% |
21% |
False |
False |
71,882 |
| 10 |
0.8088 |
0.7885 |
0.0204 |
2.5% |
0.0059 |
0.7% |
55% |
False |
False |
74,125 |
| 20 |
0.8088 |
0.7842 |
0.0246 |
3.1% |
0.0061 |
0.8% |
62% |
False |
False |
39,464 |
| 40 |
0.8088 |
0.7766 |
0.0323 |
4.0% |
0.0055 |
0.7% |
71% |
False |
False |
19,863 |
| 60 |
0.8088 |
0.7751 |
0.0337 |
4.2% |
0.0055 |
0.7% |
73% |
False |
False |
13,300 |
| 80 |
0.8088 |
0.7645 |
0.0443 |
5.5% |
0.0052 |
0.7% |
79% |
False |
False |
10,006 |
| 100 |
0.8088 |
0.7476 |
0.0612 |
7.7% |
0.0051 |
0.6% |
85% |
False |
False |
8,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8206 |
|
2.618 |
0.8134 |
|
1.618 |
0.8090 |
|
1.000 |
0.8063 |
|
0.618 |
0.8046 |
|
HIGH |
0.8019 |
|
0.618 |
0.8002 |
|
0.500 |
0.7997 |
|
0.382 |
0.7991 |
|
LOW |
0.7975 |
|
0.618 |
0.7947 |
|
1.000 |
0.7931 |
|
1.618 |
0.7903 |
|
2.618 |
0.7859 |
|
4.250 |
0.7788 |
|
|
| Fisher Pivots for day following 22-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7997 |
0.8029 |
| PP |
0.7996 |
0.8018 |
| S1 |
0.7996 |
0.8007 |
|