CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 29-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
0.7932 |
0.7952 |
0.0020 |
0.3% |
0.7985 |
High |
0.7962 |
0.7954 |
-0.0009 |
-0.1% |
0.8019 |
Low |
0.7931 |
0.7920 |
-0.0011 |
-0.1% |
0.7918 |
Close |
0.7942 |
0.7940 |
-0.0002 |
0.0% |
0.7942 |
Range |
0.0032 |
0.0034 |
0.0003 |
7.9% |
0.0101 |
ATR |
0.0055 |
0.0053 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
53,307 |
50,866 |
-2,441 |
-4.6% |
324,611 |
|
Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8040 |
0.8024 |
0.7958 |
|
R3 |
0.8006 |
0.7990 |
0.7949 |
|
R2 |
0.7972 |
0.7972 |
0.7946 |
|
R1 |
0.7956 |
0.7956 |
0.7943 |
0.7947 |
PP |
0.7938 |
0.7938 |
0.7938 |
0.7933 |
S1 |
0.7922 |
0.7922 |
0.7936 |
0.7913 |
S2 |
0.7904 |
0.7904 |
0.7933 |
|
S3 |
0.7870 |
0.7888 |
0.7930 |
|
S4 |
0.7836 |
0.7854 |
0.7921 |
|
|
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 |
0.7990 |
0.7918 |
0.0072 |
0.9% |
0.0042 |
0.5% |
30% |
False |
False |
64,543 |
10 |
0.8088 |
0.7918 |
0.0170 |
2.1% |
0.0051 |
0.6% |
13% |
False |
False |
68,212 |
20 |
0.8088 |
0.7852 |
0.0236 |
3.0% |
0.0054 |
0.7% |
37% |
False |
False |
54,946 |
40 |
0.8088 |
0.7772 |
0.0317 |
4.0% |
0.0052 |
0.7% |
53% |
False |
False |
27,904 |
60 |
0.8088 |
0.7766 |
0.0323 |
4.1% |
0.0055 |
0.7% |
54% |
False |
False |
18,671 |
80 |
0.8088 |
0.7722 |
0.0367 |
4.6% |
0.0052 |
0.7% |
59% |
False |
False |
14,034 |
100 |
0.8088 |
0.7528 |
0.0561 |
7.1% |
0.0050 |
0.6% |
74% |
False |
False |
11,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8098 |
2.618 |
0.8043 |
1.618 |
0.8009 |
1.000 |
0.7988 |
0.618 |
0.7975 |
HIGH |
0.7954 |
0.618 |
0.7941 |
0.500 |
0.7937 |
0.382 |
0.7932 |
LOW |
0.7920 |
0.618 |
0.7898 |
1.000 |
0.7886 |
1.618 |
0.7864 |
2.618 |
0.7830 |
4.250 |
0.7775 |
|
|
Fisher Pivots for day following 29-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7939 |
0.7945 |
PP |
0.7938 |
0.7943 |
S1 |
0.7937 |
0.7941 |
|