CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 19-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8068 |
0.8000 |
-0.0068 |
-0.8% |
0.8022 |
| High |
0.8087 |
0.8024 |
-0.0063 |
-0.8% |
0.8087 |
| Low |
0.7984 |
0.7971 |
-0.0014 |
-0.2% |
0.7971 |
| Close |
0.7995 |
0.8004 |
0.0009 |
0.1% |
0.8004 |
| Range |
0.0103 |
0.0054 |
-0.0049 |
-47.8% |
0.0116 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
108 |
49 |
-59 |
-54.6% |
293 |
|
| Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8160 |
0.8136 |
0.8033 |
|
| R3 |
0.8107 |
0.8082 |
0.8019 |
|
| R2 |
0.8053 |
0.8053 |
0.8014 |
|
| R1 |
0.8029 |
0.8029 |
0.8009 |
0.8041 |
| PP |
0.8000 |
0.8000 |
0.8000 |
0.8006 |
| S1 |
0.7975 |
0.7975 |
0.7999 |
0.7987 |
| S2 |
0.7946 |
0.7946 |
0.7994 |
|
| S3 |
0.7893 |
0.7922 |
0.7989 |
|
| S4 |
0.7839 |
0.7868 |
0.7975 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8368 |
0.8302 |
0.8068 |
|
| R3 |
0.8252 |
0.8186 |
0.8036 |
|
| R2 |
0.8136 |
0.8136 |
0.8025 |
|
| R1 |
0.8070 |
0.8070 |
0.8015 |
0.8045 |
| PP |
0.8020 |
0.8020 |
0.8020 |
0.8008 |
| S1 |
0.7954 |
0.7954 |
0.7993 |
0.7929 |
| S2 |
0.7904 |
0.7904 |
0.7983 |
|
| S3 |
0.7788 |
0.7838 |
0.7972 |
|
| S4 |
0.7672 |
0.7722 |
0.7940 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8087 |
0.7971 |
0.0116 |
1.4% |
0.0059 |
0.7% |
29% |
False |
True |
58 |
| 10 |
0.8087 |
0.7875 |
0.0212 |
2.6% |
0.0054 |
0.7% |
61% |
False |
False |
79 |
| 20 |
0.8087 |
0.7843 |
0.0244 |
3.0% |
0.0056 |
0.7% |
66% |
False |
False |
75 |
| 40 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0050 |
0.6% |
74% |
False |
False |
54 |
| 60 |
0.8087 |
0.7748 |
0.0339 |
4.2% |
0.0047 |
0.6% |
76% |
False |
False |
44 |
| 80 |
0.8087 |
0.7639 |
0.0448 |
5.6% |
0.0043 |
0.5% |
82% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8251 |
|
2.618 |
0.8164 |
|
1.618 |
0.8111 |
|
1.000 |
0.8078 |
|
0.618 |
0.8057 |
|
HIGH |
0.8024 |
|
0.618 |
0.8004 |
|
0.500 |
0.7997 |
|
0.382 |
0.7991 |
|
LOW |
0.7971 |
|
0.618 |
0.7937 |
|
1.000 |
0.7917 |
|
1.618 |
0.7884 |
|
2.618 |
0.7830 |
|
4.250 |
0.7743 |
|
|
| Fisher Pivots for day following 19-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8002 |
0.8029 |
| PP |
0.8000 |
0.8020 |
| S1 |
0.7997 |
0.8012 |
|