CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 24-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7987 |
0.7947 |
-0.0040 |
-0.5% |
0.8017 |
| High |
0.7990 |
0.7974 |
-0.0017 |
-0.2% |
0.8088 |
| Low |
0.7941 |
0.7932 |
-0.0010 |
-0.1% |
0.7971 |
| Close |
0.7957 |
0.7960 |
0.0004 |
0.0% |
0.8004 |
| Range |
0.0049 |
0.0042 |
-0.0007 |
-14.3% |
0.0118 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
76,615 |
63,210 |
-13,405 |
-17.5% |
372,769 |
|
| Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8081 |
0.8063 |
0.7983 |
|
| R3 |
0.8039 |
0.8021 |
0.7972 |
|
| R2 |
0.7997 |
0.7997 |
0.7968 |
|
| R1 |
0.7979 |
0.7979 |
0.7964 |
0.7988 |
| PP |
0.7955 |
0.7955 |
0.7955 |
0.7960 |
| S1 |
0.7937 |
0.7937 |
0.7956 |
0.7946 |
| S2 |
0.7913 |
0.7913 |
0.7952 |
|
| S3 |
0.7871 |
0.7895 |
0.7948 |
|
| S4 |
0.7829 |
0.7853 |
0.7937 |
|
|
| 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 |
0.7932 |
0.0157 |
2.0% |
0.0059 |
0.7% |
18% |
False |
True |
73,238 |
| 10 |
0.8088 |
0.7922 |
0.0166 |
2.1% |
0.0058 |
0.7% |
23% |
False |
False |
76,533 |
| 20 |
0.8088 |
0.7842 |
0.0246 |
3.1% |
0.0061 |
0.8% |
48% |
False |
False |
46,226 |
| 40 |
0.8088 |
0.7766 |
0.0323 |
4.1% |
0.0055 |
0.7% |
60% |
False |
False |
23,350 |
| 60 |
0.8088 |
0.7766 |
0.0323 |
4.1% |
0.0055 |
0.7% |
60% |
False |
False |
15,628 |
| 80 |
0.8088 |
0.7684 |
0.0405 |
5.1% |
0.0052 |
0.7% |
68% |
False |
False |
11,752 |
| 100 |
0.8088 |
0.7476 |
0.0612 |
7.7% |
0.0051 |
0.6% |
79% |
False |
False |
9,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8152 |
|
2.618 |
0.8083 |
|
1.618 |
0.8041 |
|
1.000 |
0.8016 |
|
0.618 |
0.7999 |
|
HIGH |
0.7974 |
|
0.618 |
0.7957 |
|
0.500 |
0.7953 |
|
0.382 |
0.7948 |
|
LOW |
0.7932 |
|
0.618 |
0.7906 |
|
1.000 |
0.7890 |
|
1.618 |
0.7864 |
|
2.618 |
0.7822 |
|
4.250 |
0.7753 |
|
|
| Fisher Pivots for day following 24-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7958 |
0.7975 |
| PP |
0.7955 |
0.7970 |
| S1 |
0.7953 |
0.7965 |
|