CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 24-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7989 |
0.7946 |
-0.0043 |
-0.5% |
0.8022 |
| High |
0.7989 |
0.7973 |
-0.0017 |
-0.2% |
0.8087 |
| Low |
0.7942 |
0.7933 |
-0.0010 |
-0.1% |
0.7971 |
| Close |
0.7957 |
0.7960 |
0.0003 |
0.0% |
0.8004 |
| Range |
0.0047 |
0.0040 |
-0.0007 |
-14.9% |
0.0116 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
111 |
114 |
3 |
2.7% |
293 |
|
| Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8075 |
0.8058 |
0.7982 |
|
| R3 |
0.8035 |
0.8018 |
0.7971 |
|
| R2 |
0.7995 |
0.7995 |
0.7967 |
|
| R1 |
0.7978 |
0.7978 |
0.7964 |
0.7986 |
| PP |
0.7955 |
0.7955 |
0.7955 |
0.7959 |
| S1 |
0.7938 |
0.7938 |
0.7956 |
0.7946 |
| S2 |
0.7915 |
0.7915 |
0.7953 |
|
| S3 |
0.7875 |
0.7898 |
0.7949 |
|
| S4 |
0.7835 |
0.7858 |
0.7938 |
|
|
| 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 |
0.7933 |
0.0154 |
1.9% |
0.0057 |
0.7% |
18% |
False |
True |
82 |
| 10 |
0.8087 |
0.7933 |
0.0154 |
1.9% |
0.0054 |
0.7% |
18% |
False |
True |
76 |
| 20 |
0.8087 |
0.7843 |
0.0244 |
3.1% |
0.0056 |
0.7% |
48% |
False |
False |
84 |
| 40 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0050 |
0.6% |
60% |
False |
False |
56 |
| 60 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0047 |
0.6% |
60% |
False |
False |
47 |
| 80 |
0.8087 |
0.7686 |
0.0401 |
5.0% |
0.0044 |
0.5% |
68% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8143 |
|
2.618 |
0.8077 |
|
1.618 |
0.8037 |
|
1.000 |
0.8013 |
|
0.618 |
0.7997 |
|
HIGH |
0.7973 |
|
0.618 |
0.7957 |
|
0.500 |
0.7953 |
|
0.382 |
0.7948 |
|
LOW |
0.7933 |
|
0.618 |
0.7908 |
|
1.000 |
0.7893 |
|
1.618 |
0.7868 |
|
2.618 |
0.7828 |
|
4.250 |
0.7763 |
|
|
| Fisher Pivots for day following 24-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7958 |
0.7975 |
| PP |
0.7955 |
0.7970 |
| S1 |
0.7953 |
0.7965 |
|