CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 16-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8012 |
0.8021 |
0.0009 |
0.1% |
0.7905 |
| High |
0.8028 |
0.8041 |
0.0013 |
0.2% |
0.8021 |
| Low |
0.7998 |
0.8003 |
0.0005 |
0.1% |
0.7874 |
| Close |
0.8016 |
0.8036 |
0.0021 |
0.3% |
0.8020 |
| Range |
0.0030 |
0.0038 |
0.0008 |
26.7% |
0.0147 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
10 |
10 |
0 |
0.0% |
801 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8141 |
0.8126 |
0.8057 |
|
| R3 |
0.8103 |
0.8088 |
0.8046 |
|
| R2 |
0.8065 |
0.8065 |
0.8043 |
|
| R1 |
0.8050 |
0.8050 |
0.8039 |
0.8058 |
| PP |
0.8027 |
0.8027 |
0.8027 |
0.8030 |
| S1 |
0.8012 |
0.8012 |
0.8033 |
0.8020 |
| S2 |
0.7989 |
0.7989 |
0.8029 |
|
| S3 |
0.7951 |
0.7974 |
0.8026 |
|
| S4 |
0.7913 |
0.7936 |
0.8015 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8413 |
0.8363 |
0.8101 |
|
| R3 |
0.8266 |
0.8216 |
0.8060 |
|
| R2 |
0.8119 |
0.8119 |
0.8047 |
|
| R1 |
0.8069 |
0.8069 |
0.8033 |
0.8094 |
| PP |
0.7972 |
0.7972 |
0.7972 |
0.7984 |
| S1 |
0.7922 |
0.7922 |
0.8007 |
0.7947 |
| S2 |
0.7825 |
0.7825 |
0.7993 |
|
| S3 |
0.7678 |
0.7775 |
0.7980 |
|
| S4 |
0.7531 |
0.7628 |
0.7939 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8203 |
|
2.618 |
0.8140 |
|
1.618 |
0.8102 |
|
1.000 |
0.8079 |
|
0.618 |
0.8064 |
|
HIGH |
0.8041 |
|
0.618 |
0.8026 |
|
0.500 |
0.8022 |
|
0.382 |
0.8018 |
|
LOW |
0.8003 |
|
0.618 |
0.7980 |
|
1.000 |
0.7965 |
|
1.618 |
0.7942 |
|
2.618 |
0.7904 |
|
4.250 |
0.7842 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8031 |
0.8024 |
| PP |
0.8027 |
0.8012 |
| S1 |
0.8022 |
0.8001 |
|