CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 30-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7952 |
0.7943 |
-0.0009 |
-0.1% |
0.7985 |
| High |
0.7954 |
0.7950 |
-0.0004 |
-0.1% |
0.8019 |
| Low |
0.7920 |
0.7908 |
-0.0012 |
-0.1% |
0.7918 |
| Close |
0.7940 |
0.7917 |
-0.0023 |
-0.3% |
0.7942 |
| Range |
0.0034 |
0.0042 |
0.0008 |
22.1% |
0.0101 |
| ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
50,866 |
61,351 |
10,485 |
20.6% |
324,611 |
|
| Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8049 |
0.8025 |
0.7940 |
|
| R3 |
0.8008 |
0.7983 |
0.7928 |
|
| R2 |
0.7966 |
0.7966 |
0.7925 |
|
| R1 |
0.7942 |
0.7942 |
0.7921 |
0.7933 |
| PP |
0.7925 |
0.7925 |
0.7925 |
0.7921 |
| S1 |
0.7900 |
0.7900 |
0.7913 |
0.7892 |
| S2 |
0.7883 |
0.7883 |
0.7909 |
|
| S3 |
0.7842 |
0.7859 |
0.7906 |
|
| S4 |
0.7800 |
0.7817 |
0.7894 |
|
|
| 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 |
0.7974 |
0.7908 |
0.0066 |
0.8% |
0.0040 |
0.5% |
14% |
False |
True |
61,490 |
| 10 |
0.8088 |
0.7908 |
0.0180 |
2.3% |
0.0051 |
0.6% |
5% |
False |
True |
68,804 |
| 20 |
0.8088 |
0.7852 |
0.0236 |
3.0% |
0.0053 |
0.7% |
28% |
False |
False |
57,907 |
| 40 |
0.8088 |
0.7772 |
0.0317 |
4.0% |
0.0052 |
0.7% |
46% |
False |
False |
29,435 |
| 60 |
0.8088 |
0.7766 |
0.0323 |
4.1% |
0.0055 |
0.7% |
47% |
False |
False |
19,693 |
| 80 |
0.8088 |
0.7723 |
0.0365 |
4.6% |
0.0053 |
0.7% |
53% |
False |
False |
14,801 |
| 100 |
0.8088 |
0.7528 |
0.0561 |
7.1% |
0.0050 |
0.6% |
69% |
False |
False |
11,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8126 |
|
2.618 |
0.8058 |
|
1.618 |
0.8017 |
|
1.000 |
0.7991 |
|
0.618 |
0.7975 |
|
HIGH |
0.7950 |
|
0.618 |
0.7934 |
|
0.500 |
0.7929 |
|
0.382 |
0.7924 |
|
LOW |
0.7908 |
|
0.618 |
0.7882 |
|
1.000 |
0.7867 |
|
1.618 |
0.7841 |
|
2.618 |
0.7799 |
|
4.250 |
0.7732 |
|
|
| Fisher Pivots for day following 30-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7929 |
0.7935 |
| PP |
0.7925 |
0.7929 |
| S1 |
0.7921 |
0.7923 |
|