CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7978 |
0.8022 |
0.0045 |
0.6% |
0.7901 |
| High |
0.8025 |
0.8038 |
0.0013 |
0.2% |
0.8025 |
| Low |
0.7955 |
0.7993 |
0.0038 |
0.5% |
0.7875 |
| Close |
0.8022 |
0.8017 |
-0.0005 |
-0.1% |
0.8022 |
| Range |
0.0070 |
0.0045 |
-0.0025 |
-35.7% |
0.0150 |
| ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
187 |
25 |
-162 |
-86.6% |
505 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8151 |
0.8129 |
0.8042 |
|
| R3 |
0.8106 |
0.8084 |
0.8029 |
|
| R2 |
0.8061 |
0.8061 |
0.8025 |
|
| R1 |
0.8039 |
0.8039 |
0.8021 |
0.8027 |
| PP |
0.8016 |
0.8016 |
0.8016 |
0.8010 |
| S1 |
0.7994 |
0.7994 |
0.8013 |
0.7982 |
| S2 |
0.7971 |
0.7971 |
0.8009 |
|
| S3 |
0.7926 |
0.7949 |
0.8005 |
|
| S4 |
0.7881 |
0.7904 |
0.7992 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8424 |
0.8373 |
0.8105 |
|
| R3 |
0.8274 |
0.8223 |
0.8063 |
|
| R2 |
0.8124 |
0.8124 |
0.8050 |
|
| R1 |
0.8073 |
0.8073 |
0.8036 |
0.8099 |
| PP |
0.7974 |
0.7974 |
0.7974 |
0.7987 |
| S1 |
0.7923 |
0.7923 |
0.8008 |
0.7949 |
| S2 |
0.7824 |
0.7824 |
0.7995 |
|
| S3 |
0.7674 |
0.7773 |
0.7981 |
|
| S4 |
0.7524 |
0.7623 |
0.7940 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8038 |
0.7886 |
0.0152 |
1.9% |
0.0050 |
0.6% |
86% |
True |
False |
96 |
| 10 |
0.8038 |
0.7853 |
0.0185 |
2.3% |
0.0051 |
0.6% |
89% |
True |
False |
92 |
| 20 |
0.8038 |
0.7843 |
0.0195 |
2.4% |
0.0052 |
0.7% |
89% |
True |
False |
65 |
| 40 |
0.8038 |
0.7767 |
0.0271 |
3.4% |
0.0049 |
0.6% |
92% |
True |
False |
51 |
| 60 |
0.8038 |
0.7729 |
0.0309 |
3.8% |
0.0045 |
0.6% |
93% |
True |
False |
40 |
| 80 |
0.8038 |
0.7631 |
0.0407 |
5.1% |
0.0042 |
0.5% |
95% |
True |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8229 |
|
2.618 |
0.8155 |
|
1.618 |
0.8110 |
|
1.000 |
0.8083 |
|
0.618 |
0.8065 |
|
HIGH |
0.8038 |
|
0.618 |
0.8020 |
|
0.500 |
0.8015 |
|
0.382 |
0.8010 |
|
LOW |
0.7993 |
|
0.618 |
0.7965 |
|
1.000 |
0.7948 |
|
1.618 |
0.7920 |
|
2.618 |
0.7875 |
|
4.250 |
0.7801 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8016 |
0.8008 |
| PP |
0.8016 |
0.8000 |
| S1 |
0.8015 |
0.7991 |
|