CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 22-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
0.8000 |
0.7997 |
-0.0003 |
0.0% |
0.8022 |
High |
0.8024 |
0.8017 |
-0.0007 |
-0.1% |
0.8087 |
Low |
0.7971 |
0.7976 |
0.0005 |
0.1% |
0.7971 |
Close |
0.8004 |
0.7996 |
-0.0009 |
-0.1% |
0.8004 |
Range |
0.0054 |
0.0042 |
-0.0012 |
-22.4% |
0.0116 |
ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
49 |
28 |
-21 |
-42.9% |
293 |
|
Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8121 |
0.8100 |
0.8018 |
|
R3 |
0.8079 |
0.8058 |
0.8007 |
|
R2 |
0.8038 |
0.8038 |
0.8003 |
|
R1 |
0.8017 |
0.8017 |
0.7999 |
0.8006 |
PP |
0.7996 |
0.7996 |
0.7996 |
0.7991 |
S1 |
0.7975 |
0.7975 |
0.7992 |
0.7965 |
S2 |
0.7955 |
0.7955 |
0.7988 |
|
S3 |
0.7913 |
0.7934 |
0.7984 |
|
S4 |
0.7872 |
0.7892 |
0.7973 |
|
|
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 |
1.5% |
0.0059 |
0.7% |
22% |
False |
False |
59 |
10 |
0.8087 |
0.7886 |
0.0201 |
2.5% |
0.0054 |
0.7% |
55% |
False |
False |
77 |
20 |
0.8087 |
0.7843 |
0.0244 |
3.0% |
0.0056 |
0.7% |
63% |
False |
False |
75 |
40 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0051 |
0.6% |
72% |
False |
False |
52 |
60 |
0.8087 |
0.7756 |
0.0331 |
4.1% |
0.0047 |
0.6% |
72% |
False |
False |
44 |
80 |
0.8087 |
0.7655 |
0.0432 |
5.4% |
0.0043 |
0.5% |
79% |
False |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8193 |
2.618 |
0.8126 |
1.618 |
0.8084 |
1.000 |
0.8059 |
0.618 |
0.8043 |
HIGH |
0.8017 |
0.618 |
0.8001 |
0.500 |
0.7996 |
0.382 |
0.7991 |
LOW |
0.7976 |
0.618 |
0.7950 |
1.000 |
0.7934 |
1.618 |
0.7908 |
2.618 |
0.7867 |
4.250 |
0.7799 |
|
|
Fisher Pivots for day following 22-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7996 |
0.8029 |
PP |
0.7996 |
0.8018 |
S1 |
0.7996 |
0.8007 |
|