CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 31-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7945 |
0.7925 |
-0.0021 |
-0.3% |
0.7997 |
| High |
0.7949 |
0.7976 |
0.0027 |
0.3% |
0.8017 |
| Low |
0.7909 |
0.7922 |
0.0013 |
0.2% |
0.7919 |
| Close |
0.7917 |
0.7957 |
0.0040 |
0.5% |
0.7942 |
| Range |
0.0040 |
0.0054 |
0.0014 |
33.8% |
0.0098 |
| ATR |
0.0050 |
0.0050 |
0.0001 |
1.3% |
0.0000 |
| Volume |
17 |
99 |
82 |
482.4% |
334 |
|
| Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8112 |
0.8088 |
0.7986 |
|
| R3 |
0.8059 |
0.8035 |
0.7972 |
|
| R2 |
0.8005 |
0.8005 |
0.7967 |
|
| R1 |
0.7981 |
0.7981 |
0.7962 |
0.7993 |
| PP |
0.7952 |
0.7952 |
0.7952 |
0.7958 |
| S1 |
0.7928 |
0.7928 |
0.7952 |
0.7940 |
| S2 |
0.7898 |
0.7898 |
0.7947 |
|
| S3 |
0.7845 |
0.7874 |
0.7942 |
|
| S4 |
0.7791 |
0.7821 |
0.7928 |
|
|
| 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 |
0.7976 |
0.7909 |
0.0067 |
0.8% |
0.0040 |
0.5% |
72% |
True |
False |
45 |
| 10 |
0.8087 |
0.7909 |
0.0178 |
2.2% |
0.0048 |
0.6% |
27% |
False |
False |
63 |
| 20 |
0.8087 |
0.7853 |
0.0234 |
2.9% |
0.0050 |
0.6% |
45% |
False |
False |
74 |
| 40 |
0.8087 |
0.7789 |
0.0298 |
3.7% |
0.0047 |
0.6% |
56% |
False |
False |
57 |
| 60 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0048 |
0.6% |
60% |
False |
False |
50 |
| 80 |
0.8087 |
0.7729 |
0.0358 |
4.5% |
0.0044 |
0.6% |
64% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8203 |
|
2.618 |
0.8116 |
|
1.618 |
0.8062 |
|
1.000 |
0.8029 |
|
0.618 |
0.8009 |
|
HIGH |
0.7976 |
|
0.618 |
0.7955 |
|
0.500 |
0.7949 |
|
0.382 |
0.7942 |
|
LOW |
0.7922 |
|
0.618 |
0.7889 |
|
1.000 |
0.7869 |
|
1.618 |
0.7835 |
|
2.618 |
0.7782 |
|
4.250 |
0.7695 |
|
|
| Fisher Pivots for day following 31-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7954 |
0.7952 |
| PP |
0.7952 |
0.7947 |
| S1 |
0.7949 |
0.7942 |
|