CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7890 |
0.7953 |
0.0063 |
0.8% |
0.7872 |
| High |
0.7924 |
0.7980 |
0.0056 |
0.7% |
0.7943 |
| Low |
0.7886 |
0.7934 |
0.0048 |
0.6% |
0.7854 |
| Close |
0.7921 |
0.7975 |
0.0054 |
0.7% |
0.7894 |
| Range |
0.0038 |
0.0046 |
0.0009 |
22.7% |
0.0090 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
1.7% |
0.0000 |
| Volume |
340 |
131 |
-209 |
-61.5% |
376 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8101 |
0.8084 |
0.8000 |
|
| R3 |
0.8055 |
0.8038 |
0.7987 |
|
| R2 |
0.8009 |
0.8009 |
0.7983 |
|
| R1 |
0.7992 |
0.7992 |
0.7979 |
0.8000 |
| PP |
0.7963 |
0.7963 |
0.7963 |
0.7967 |
| S1 |
0.7946 |
0.7946 |
0.7970 |
0.7954 |
| S2 |
0.7917 |
0.7917 |
0.7966 |
|
| S3 |
0.7871 |
0.7900 |
0.7962 |
|
| S4 |
0.7825 |
0.7854 |
0.7949 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8165 |
0.8119 |
0.7943 |
|
| R3 |
0.8076 |
0.8030 |
0.7919 |
|
| R2 |
0.7986 |
0.7986 |
0.7910 |
|
| R1 |
0.7940 |
0.7940 |
0.7902 |
0.7963 |
| PP |
0.7897 |
0.7897 |
0.7897 |
0.7908 |
| S1 |
0.7851 |
0.7851 |
0.7886 |
0.7874 |
| S2 |
0.7807 |
0.7807 |
0.7878 |
|
| S3 |
0.7718 |
0.7761 |
0.7869 |
|
| S4 |
0.7628 |
0.7672 |
0.7845 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8175 |
|
2.618 |
0.8100 |
|
1.618 |
0.8054 |
|
1.000 |
0.8026 |
|
0.618 |
0.8008 |
|
HIGH |
0.7980 |
|
0.618 |
0.7962 |
|
0.500 |
0.7957 |
|
0.382 |
0.7951 |
|
LOW |
0.7934 |
|
0.618 |
0.7905 |
|
1.000 |
0.7888 |
|
1.618 |
0.7859 |
|
2.618 |
0.7813 |
|
4.250 |
0.7738 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7969 |
0.7961 |
| PP |
0.7963 |
0.7947 |
| S1 |
0.7957 |
0.7933 |
|