CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 29-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7945 |
0.7939 |
-0.0006 |
-0.1% |
0.7997 |
| High |
0.7961 |
0.7952 |
-0.0009 |
-0.1% |
0.8017 |
| Low |
0.7939 |
0.7921 |
-0.0018 |
-0.2% |
0.7919 |
| Close |
0.7942 |
0.7940 |
-0.0002 |
0.0% |
0.7942 |
| Range |
0.0023 |
0.0031 |
0.0009 |
37.8% |
0.0098 |
| ATR |
0.0052 |
0.0050 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
24 |
32 |
8 |
33.3% |
334 |
|
| Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8031 |
0.8016 |
0.7957 |
|
| R3 |
0.8000 |
0.7985 |
0.7948 |
|
| R2 |
0.7969 |
0.7969 |
0.7945 |
|
| R1 |
0.7954 |
0.7954 |
0.7942 |
0.7961 |
| PP |
0.7938 |
0.7938 |
0.7938 |
0.7941 |
| S1 |
0.7923 |
0.7923 |
0.7937 |
0.7930 |
| S2 |
0.7907 |
0.7907 |
0.7934 |
|
| S3 |
0.7876 |
0.7892 |
0.7931 |
|
| S4 |
0.7845 |
0.7861 |
0.7922 |
|
|
| 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 |
0.7989 |
0.7919 |
0.0070 |
0.9% |
0.0038 |
0.5% |
29% |
False |
False |
67 |
| 10 |
0.8087 |
0.7919 |
0.0168 |
2.1% |
0.0049 |
0.6% |
12% |
False |
False |
63 |
| 20 |
0.8087 |
0.7853 |
0.0234 |
2.9% |
0.0050 |
0.6% |
37% |
False |
False |
78 |
| 40 |
0.8087 |
0.7774 |
0.0313 |
3.9% |
0.0047 |
0.6% |
53% |
False |
False |
55 |
| 60 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0048 |
0.6% |
54% |
False |
False |
49 |
| 80 |
0.8087 |
0.7729 |
0.0358 |
4.5% |
0.0044 |
0.6% |
59% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8084 |
|
2.618 |
0.8033 |
|
1.618 |
0.8002 |
|
1.000 |
0.7983 |
|
0.618 |
0.7971 |
|
HIGH |
0.7952 |
|
0.618 |
0.7940 |
|
0.500 |
0.7937 |
|
0.382 |
0.7933 |
|
LOW |
0.7921 |
|
0.618 |
0.7902 |
|
1.000 |
0.7890 |
|
1.618 |
0.7871 |
|
2.618 |
0.7840 |
|
4.250 |
0.7789 |
|
|
| Fisher Pivots for day following 29-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7939 |
0.7945 |
| PP |
0.7938 |
0.7943 |
| S1 |
0.7937 |
0.7941 |
|