CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 26-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7952 |
0.7945 |
-0.0007 |
-0.1% |
0.7997 |
| High |
0.7970 |
0.7961 |
-0.0009 |
-0.1% |
0.8017 |
| Low |
0.7919 |
0.7939 |
0.0020 |
0.2% |
0.7919 |
| Close |
0.7928 |
0.7942 |
0.0014 |
0.2% |
0.7942 |
| Range |
0.0051 |
0.0023 |
-0.0029 |
-55.9% |
0.0098 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
57 |
24 |
-33 |
-57.9% |
334 |
|
| Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8015 |
0.8001 |
0.7954 |
|
| R3 |
0.7992 |
0.7978 |
0.7948 |
|
| R2 |
0.7970 |
0.7970 |
0.7946 |
|
| R1 |
0.7956 |
0.7956 |
0.7944 |
0.7951 |
| PP |
0.7947 |
0.7947 |
0.7947 |
0.7945 |
| S1 |
0.7933 |
0.7933 |
0.7939 |
0.7929 |
| S2 |
0.7925 |
0.7925 |
0.7937 |
|
| S3 |
0.7902 |
0.7911 |
0.7935 |
|
| S4 |
0.7880 |
0.7888 |
0.7929 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8253 |
0.8195 |
0.7995 |
|
| R3 |
0.8155 |
0.8097 |
0.7968 |
|
| R2 |
0.8057 |
0.8057 |
0.7959 |
|
| R1 |
0.7999 |
0.7999 |
0.7950 |
0.7979 |
| PP |
0.7959 |
0.7959 |
0.7959 |
0.7949 |
| S1 |
0.7901 |
0.7901 |
0.7933 |
0.7881 |
| S2 |
0.7861 |
0.7861 |
0.7924 |
|
| S3 |
0.7763 |
0.7803 |
0.7915 |
|
| S4 |
0.7665 |
0.7705 |
0.7888 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8017 |
0.7919 |
0.0098 |
1.2% |
0.0040 |
0.5% |
23% |
False |
False |
66 |
| 10 |
0.8087 |
0.7919 |
0.0168 |
2.1% |
0.0050 |
0.6% |
13% |
False |
False |
62 |
| 20 |
0.8087 |
0.7853 |
0.0234 |
2.9% |
0.0051 |
0.6% |
38% |
False |
False |
77 |
| 40 |
0.8087 |
0.7771 |
0.0316 |
4.0% |
0.0049 |
0.6% |
54% |
False |
False |
56 |
| 60 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0048 |
0.6% |
55% |
False |
False |
48 |
| 80 |
0.8087 |
0.7704 |
0.0383 |
4.8% |
0.0044 |
0.6% |
62% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8057 |
|
2.618 |
0.8020 |
|
1.618 |
0.7997 |
|
1.000 |
0.7984 |
|
0.618 |
0.7975 |
|
HIGH |
0.7961 |
|
0.618 |
0.7952 |
|
0.500 |
0.7950 |
|
0.382 |
0.7947 |
|
LOW |
0.7939 |
|
0.618 |
0.7925 |
|
1.000 |
0.7916 |
|
1.618 |
0.7902 |
|
2.618 |
0.7880 |
|
4.250 |
0.7843 |
|
|
| Fisher Pivots for day following 26-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7950 |
0.7946 |
| PP |
0.7947 |
0.7944 |
| S1 |
0.7944 |
0.7943 |
|