CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 16-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8022 |
0.8015 |
-0.0007 |
-0.1% |
0.7901 |
| High |
0.8038 |
0.8041 |
0.0003 |
0.0% |
0.8025 |
| Low |
0.7993 |
0.8002 |
0.0009 |
0.1% |
0.7875 |
| Close |
0.8017 |
0.8038 |
0.0021 |
0.3% |
0.8022 |
| Range |
0.0045 |
0.0039 |
-0.0006 |
-13.3% |
0.0150 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
25 |
65 |
40 |
160.0% |
505 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8144 |
0.8130 |
0.8059 |
|
| R3 |
0.8105 |
0.8091 |
0.8048 |
|
| R2 |
0.8066 |
0.8066 |
0.8045 |
|
| R1 |
0.8052 |
0.8052 |
0.8041 |
0.8059 |
| PP |
0.8027 |
0.8027 |
0.8027 |
0.8030 |
| S1 |
0.8013 |
0.8013 |
0.8034 |
0.8020 |
| S2 |
0.7988 |
0.7988 |
0.8030 |
|
| S3 |
0.7949 |
0.7974 |
0.8027 |
|
| S4 |
0.7910 |
0.7935 |
0.8016 |
|
|
| 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 |
0.8041 |
0.7886 |
0.0155 |
1.9% |
0.0047 |
0.6% |
98% |
True |
False |
80 |
| 10 |
0.8041 |
0.7853 |
0.0188 |
2.3% |
0.0049 |
0.6% |
98% |
True |
False |
87 |
| 20 |
0.8041 |
0.7843 |
0.0198 |
2.5% |
0.0052 |
0.6% |
98% |
True |
False |
68 |
| 40 |
0.8041 |
0.7767 |
0.0274 |
3.4% |
0.0048 |
0.6% |
99% |
True |
False |
51 |
| 60 |
0.8041 |
0.7729 |
0.0312 |
3.9% |
0.0045 |
0.6% |
99% |
True |
False |
41 |
| 80 |
0.8041 |
0.7631 |
0.0410 |
5.1% |
0.0042 |
0.5% |
99% |
True |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8206 |
|
2.618 |
0.8143 |
|
1.618 |
0.8104 |
|
1.000 |
0.8080 |
|
0.618 |
0.8065 |
|
HIGH |
0.8041 |
|
0.618 |
0.8026 |
|
0.500 |
0.8021 |
|
0.382 |
0.8016 |
|
LOW |
0.8002 |
|
0.618 |
0.7977 |
|
1.000 |
0.7963 |
|
1.618 |
0.7938 |
|
2.618 |
0.7899 |
|
4.250 |
0.7836 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8032 |
0.8024 |
| PP |
0.8027 |
0.8011 |
| S1 |
0.8021 |
0.7998 |
|