CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 25-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7946 |
0.7952 |
0.0006 |
0.1% |
0.8022 |
| High |
0.7973 |
0.7970 |
-0.0003 |
0.0% |
0.8087 |
| Low |
0.7933 |
0.7919 |
-0.0014 |
-0.2% |
0.7971 |
| Close |
0.7960 |
0.7928 |
-0.0032 |
-0.4% |
0.8004 |
| Range |
0.0040 |
0.0051 |
0.0011 |
27.5% |
0.0116 |
| ATR |
0.0054 |
0.0053 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
114 |
57 |
-57 |
-50.0% |
293 |
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8092 |
0.8061 |
0.7956 |
|
| R3 |
0.8041 |
0.8010 |
0.7942 |
|
| R2 |
0.7990 |
0.7990 |
0.7937 |
|
| R1 |
0.7959 |
0.7959 |
0.7933 |
0.7949 |
| PP |
0.7939 |
0.7939 |
0.7939 |
0.7934 |
| S1 |
0.7908 |
0.7908 |
0.7923 |
0.7898 |
| S2 |
0.7888 |
0.7888 |
0.7919 |
|
| S3 |
0.7837 |
0.7857 |
0.7914 |
|
| S4 |
0.7786 |
0.7806 |
0.7900 |
|
|
| 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 |
0.8024 |
0.7919 |
0.0105 |
1.3% |
0.0047 |
0.6% |
9% |
False |
True |
71 |
| 10 |
0.8087 |
0.7919 |
0.0168 |
2.1% |
0.0055 |
0.7% |
5% |
False |
True |
79 |
| 20 |
0.8087 |
0.7843 |
0.0244 |
3.1% |
0.0054 |
0.7% |
35% |
False |
False |
84 |
| 40 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0049 |
0.6% |
50% |
False |
False |
56 |
| 60 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0048 |
0.6% |
50% |
False |
False |
48 |
| 80 |
0.8087 |
0.7698 |
0.0389 |
4.9% |
0.0044 |
0.6% |
59% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8187 |
|
2.618 |
0.8104 |
|
1.618 |
0.8053 |
|
1.000 |
0.8021 |
|
0.618 |
0.8002 |
|
HIGH |
0.7970 |
|
0.618 |
0.7951 |
|
0.500 |
0.7945 |
|
0.382 |
0.7938 |
|
LOW |
0.7919 |
|
0.618 |
0.7887 |
|
1.000 |
0.7868 |
|
1.618 |
0.7836 |
|
2.618 |
0.7785 |
|
4.250 |
0.7702 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7945 |
0.7954 |
| PP |
0.7939 |
0.7945 |
| S1 |
0.7934 |
0.7937 |
|