CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 26-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7951 |
0.7932 |
-0.0020 |
-0.2% |
0.7985 |
| High |
0.7971 |
0.7962 |
-0.0009 |
-0.1% |
0.8019 |
| Low |
0.7918 |
0.7931 |
0.0013 |
0.2% |
0.7918 |
| Close |
0.7928 |
0.7942 |
0.0014 |
0.2% |
0.7942 |
| Range |
0.0053 |
0.0032 |
-0.0022 |
-40.6% |
0.0101 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
78,718 |
53,307 |
-25,411 |
-32.3% |
324,611 |
|
| Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8039 |
0.8022 |
0.7959 |
|
| R3 |
0.8008 |
0.7990 |
0.7950 |
|
| R2 |
0.7976 |
0.7976 |
0.7947 |
|
| R1 |
0.7959 |
0.7959 |
0.7944 |
0.7968 |
| PP |
0.7945 |
0.7945 |
0.7945 |
0.7949 |
| S1 |
0.7927 |
0.7927 |
0.7939 |
0.7936 |
| S2 |
0.7913 |
0.7913 |
0.7936 |
|
| S3 |
0.7882 |
0.7896 |
0.7933 |
|
| S4 |
0.7850 |
0.7864 |
0.7924 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8261 |
0.8202 |
0.7997 |
|
| R3 |
0.8160 |
0.8101 |
0.7969 |
|
| R2 |
0.8060 |
0.8060 |
0.7960 |
|
| R1 |
0.8001 |
0.8001 |
0.7951 |
0.7980 |
| PP |
0.7959 |
0.7959 |
0.7959 |
0.7949 |
| S1 |
0.7900 |
0.7900 |
0.7932 |
0.7880 |
| S2 |
0.7859 |
0.7859 |
0.7923 |
|
| S3 |
0.7758 |
0.7800 |
0.7914 |
|
| S4 |
0.7658 |
0.7699 |
0.7886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8019 |
0.7918 |
0.0101 |
1.3% |
0.0044 |
0.6% |
23% |
False |
False |
64,922 |
| 10 |
0.8088 |
0.7918 |
0.0170 |
2.1% |
0.0053 |
0.7% |
14% |
False |
False |
69,738 |
| 20 |
0.8088 |
0.7851 |
0.0238 |
3.0% |
0.0055 |
0.7% |
38% |
False |
False |
52,536 |
| 40 |
0.8088 |
0.7769 |
0.0319 |
4.0% |
0.0054 |
0.7% |
54% |
False |
False |
26,637 |
| 60 |
0.8088 |
0.7766 |
0.0323 |
4.1% |
0.0055 |
0.7% |
55% |
False |
False |
17,824 |
| 80 |
0.8088 |
0.7701 |
0.0387 |
4.9% |
0.0052 |
0.7% |
62% |
False |
False |
13,399 |
| 100 |
0.8088 |
0.7490 |
0.0599 |
7.5% |
0.0051 |
0.6% |
76% |
False |
False |
10,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8096 |
|
2.618 |
0.8044 |
|
1.618 |
0.8013 |
|
1.000 |
0.7994 |
|
0.618 |
0.7981 |
|
HIGH |
0.7962 |
|
0.618 |
0.7950 |
|
0.500 |
0.7946 |
|
0.382 |
0.7943 |
|
LOW |
0.7931 |
|
0.618 |
0.7911 |
|
1.000 |
0.7899 |
|
1.618 |
0.7880 |
|
2.618 |
0.7848 |
|
4.250 |
0.7797 |
|
|
| Fisher Pivots for day following 26-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7946 |
0.7946 |
| PP |
0.7945 |
0.7944 |
| S1 |
0.7943 |
0.7943 |
|