CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 09-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7901 |
0.7895 |
-0.0006 |
-0.1% |
0.7880 |
| High |
0.7918 |
0.7942 |
0.0024 |
0.3% |
0.7949 |
| Low |
0.7875 |
0.7890 |
0.0015 |
0.2% |
0.7853 |
| Close |
0.7902 |
0.7917 |
0.0015 |
0.2% |
0.7896 |
| Range |
0.0043 |
0.0052 |
0.0010 |
22.4% |
0.0096 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.0% |
0.0000 |
| Volume |
48 |
147 |
99 |
206.3% |
417 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8072 |
0.8046 |
0.7945 |
|
| R3 |
0.8020 |
0.7994 |
0.7931 |
|
| R2 |
0.7968 |
0.7968 |
0.7926 |
|
| R1 |
0.7942 |
0.7942 |
0.7921 |
0.7955 |
| PP |
0.7916 |
0.7916 |
0.7916 |
0.7922 |
| S1 |
0.7890 |
0.7890 |
0.7912 |
0.7903 |
| S2 |
0.7864 |
0.7864 |
0.7907 |
|
| S3 |
0.7812 |
0.7838 |
0.7902 |
|
| S4 |
0.7760 |
0.7786 |
0.7888 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8187 |
0.8137 |
0.7948 |
|
| R3 |
0.8091 |
0.8041 |
0.7922 |
|
| R2 |
0.7995 |
0.7995 |
0.7913 |
|
| R1 |
0.7945 |
0.7945 |
0.7904 |
0.7970 |
| PP |
0.7899 |
0.7899 |
0.7899 |
0.7912 |
| S1 |
0.7849 |
0.7849 |
0.7887 |
0.7874 |
| S2 |
0.7803 |
0.7803 |
0.7878 |
|
| S3 |
0.7707 |
0.7753 |
0.7869 |
|
| S4 |
0.7611 |
0.7657 |
0.7843 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7949 |
0.7853 |
0.0096 |
1.2% |
0.0050 |
0.6% |
66% |
False |
False |
94 |
| 10 |
0.8018 |
0.7843 |
0.0175 |
2.2% |
0.0060 |
0.8% |
42% |
False |
False |
87 |
| 20 |
0.8018 |
0.7836 |
0.0182 |
2.3% |
0.0049 |
0.6% |
44% |
False |
False |
52 |
| 40 |
0.8018 |
0.7767 |
0.0251 |
3.2% |
0.0047 |
0.6% |
60% |
False |
False |
46 |
| 60 |
0.8018 |
0.7729 |
0.0289 |
3.6% |
0.0044 |
0.6% |
65% |
False |
False |
36 |
| 80 |
0.8018 |
0.7600 |
0.0418 |
5.3% |
0.0040 |
0.5% |
76% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8163 |
|
2.618 |
0.8078 |
|
1.618 |
0.8026 |
|
1.000 |
0.7994 |
|
0.618 |
0.7974 |
|
HIGH |
0.7942 |
|
0.618 |
0.7922 |
|
0.500 |
0.7916 |
|
0.382 |
0.7909 |
|
LOW |
0.7890 |
|
0.618 |
0.7857 |
|
1.000 |
0.7838 |
|
1.618 |
0.7805 |
|
2.618 |
0.7753 |
|
4.250 |
0.7669 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7916 |
0.7910 |
| PP |
0.7916 |
0.7904 |
| S1 |
0.7916 |
0.7897 |
|