CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 31-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7943 |
0.7922 |
-0.0021 |
-0.3% |
0.7985 |
| High |
0.7950 |
0.7975 |
0.0026 |
0.3% |
0.8019 |
| Low |
0.7908 |
0.7918 |
0.0010 |
0.1% |
0.7918 |
| Close |
0.7917 |
0.7957 |
0.0040 |
0.5% |
0.7942 |
| Range |
0.0042 |
0.0057 |
0.0016 |
37.3% |
0.0101 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.7% |
0.0000 |
| Volume |
61,351 |
78,443 |
17,092 |
27.9% |
324,611 |
|
| Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8121 |
0.8096 |
0.7988 |
|
| R3 |
0.8064 |
0.8039 |
0.7973 |
|
| R2 |
0.8007 |
0.8007 |
0.7967 |
|
| R1 |
0.7982 |
0.7982 |
0.7962 |
0.7995 |
| PP |
0.7950 |
0.7950 |
0.7950 |
0.7956 |
| S1 |
0.7925 |
0.7925 |
0.7952 |
0.7938 |
| S2 |
0.7893 |
0.7893 |
0.7947 |
|
| S3 |
0.7836 |
0.7868 |
0.7941 |
|
| S4 |
0.7779 |
0.7811 |
0.7926 |
|
|
| 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 |
0.7975 |
0.7908 |
0.0067 |
0.8% |
0.0043 |
0.5% |
73% |
True |
False |
64,537 |
| 10 |
0.8088 |
0.7908 |
0.0180 |
2.3% |
0.0051 |
0.6% |
27% |
False |
False |
68,887 |
| 20 |
0.8088 |
0.7852 |
0.0236 |
3.0% |
0.0054 |
0.7% |
44% |
False |
False |
61,740 |
| 40 |
0.8088 |
0.7787 |
0.0301 |
3.8% |
0.0052 |
0.7% |
56% |
False |
False |
31,386 |
| 60 |
0.8088 |
0.7766 |
0.0323 |
4.1% |
0.0055 |
0.7% |
59% |
False |
False |
20,998 |
| 80 |
0.8088 |
0.7723 |
0.0365 |
4.6% |
0.0053 |
0.7% |
64% |
False |
False |
15,779 |
| 100 |
0.8088 |
0.7599 |
0.0490 |
6.2% |
0.0050 |
0.6% |
73% |
False |
False |
12,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8217 |
|
2.618 |
0.8124 |
|
1.618 |
0.8067 |
|
1.000 |
0.8032 |
|
0.618 |
0.8010 |
|
HIGH |
0.7975 |
|
0.618 |
0.7953 |
|
0.500 |
0.7947 |
|
0.382 |
0.7940 |
|
LOW |
0.7918 |
|
0.618 |
0.7883 |
|
1.000 |
0.7861 |
|
1.618 |
0.7826 |
|
2.618 |
0.7769 |
|
4.250 |
0.7676 |
|
|
| Fisher Pivots for day following 31-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7954 |
0.7952 |
| PP |
0.7950 |
0.7947 |
| S1 |
0.7947 |
0.7942 |
|