CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 23-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7985 |
0.7987 |
0.0002 |
0.0% |
0.8017 |
| High |
0.8019 |
0.7990 |
-0.0029 |
-0.4% |
0.8088 |
| Low |
0.7975 |
0.7941 |
-0.0034 |
-0.4% |
0.7971 |
| Close |
0.7996 |
0.7957 |
-0.0039 |
-0.5% |
0.8004 |
| Range |
0.0044 |
0.0049 |
0.0005 |
11.4% |
0.0118 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
52,761 |
76,615 |
23,854 |
45.2% |
372,769 |
|
| Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8110 |
0.8082 |
0.7983 |
|
| R3 |
0.8061 |
0.8033 |
0.7970 |
|
| R2 |
0.8012 |
0.8012 |
0.7965 |
|
| R1 |
0.7984 |
0.7984 |
0.7961 |
0.7973 |
| PP |
0.7963 |
0.7963 |
0.7963 |
0.7957 |
| S1 |
0.7935 |
0.7935 |
0.7952 |
0.7924 |
| S2 |
0.7914 |
0.7914 |
0.7948 |
|
| S3 |
0.7865 |
0.7886 |
0.7943 |
|
| S4 |
0.7816 |
0.7837 |
0.7930 |
|
|
| 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 |
0.7941 |
0.0147 |
1.8% |
0.0063 |
0.8% |
11% |
False |
True |
76,118 |
| 10 |
0.8088 |
0.7886 |
0.0203 |
2.5% |
0.0058 |
0.7% |
35% |
False |
False |
78,152 |
| 20 |
0.8088 |
0.7842 |
0.0246 |
3.1% |
0.0062 |
0.8% |
47% |
False |
False |
43,147 |
| 40 |
0.8088 |
0.7766 |
0.0323 |
4.1% |
0.0055 |
0.7% |
59% |
False |
False |
21,773 |
| 60 |
0.8088 |
0.7766 |
0.0323 |
4.1% |
0.0055 |
0.7% |
59% |
False |
False |
14,574 |
| 80 |
0.8088 |
0.7680 |
0.0408 |
5.1% |
0.0052 |
0.7% |
68% |
False |
False |
10,964 |
| 100 |
0.8088 |
0.7476 |
0.0612 |
7.7% |
0.0051 |
0.6% |
79% |
False |
False |
8,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8198 |
|
2.618 |
0.8118 |
|
1.618 |
0.8069 |
|
1.000 |
0.8039 |
|
0.618 |
0.8020 |
|
HIGH |
0.7990 |
|
0.618 |
0.7971 |
|
0.500 |
0.7966 |
|
0.382 |
0.7960 |
|
LOW |
0.7941 |
|
0.618 |
0.7911 |
|
1.000 |
0.7892 |
|
1.618 |
0.7862 |
|
2.618 |
0.7813 |
|
4.250 |
0.7733 |
|
|
| Fisher Pivots for day following 23-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7966 |
0.7983 |
| PP |
0.7963 |
0.7974 |
| S1 |
0.7960 |
0.7965 |
|