CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 23-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
0.8000 |
0.7970 |
-0.0030 |
-0.4% |
0.8012 |
High |
0.8016 |
0.7983 |
-0.0033 |
-0.4% |
0.8084 |
Low |
0.7978 |
0.7943 |
-0.0036 |
-0.4% |
0.7971 |
Close |
0.7995 |
0.7957 |
-0.0039 |
-0.5% |
0.8003 |
Range |
0.0038 |
0.0041 |
0.0003 |
8.0% |
0.0113 |
ATR |
0.0050 |
0.0050 |
0.0000 |
0.4% |
0.0000 |
Volume |
9 |
38 |
29 |
322.2% |
119 |
|
Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8082 |
0.8060 |
0.7979 |
|
R3 |
0.8042 |
0.8019 |
0.7968 |
|
R2 |
0.8001 |
0.8001 |
0.7964 |
|
R1 |
0.7979 |
0.7979 |
0.7960 |
0.7970 |
PP |
0.7961 |
0.7961 |
0.7961 |
0.7956 |
S1 |
0.7938 |
0.7938 |
0.7953 |
0.7929 |
S2 |
0.7920 |
0.7920 |
0.7949 |
|
S3 |
0.7880 |
0.7898 |
0.7945 |
|
S4 |
0.7839 |
0.7857 |
0.7934 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8358 |
0.8294 |
0.8065 |
|
R3 |
0.8245 |
0.8181 |
0.8034 |
|
R2 |
0.8132 |
0.8132 |
0.8024 |
|
R1 |
0.8068 |
0.8068 |
0.8013 |
0.8044 |
PP |
0.8019 |
0.8019 |
0.8019 |
0.8007 |
S1 |
0.7955 |
0.7955 |
0.7993 |
0.7931 |
S2 |
0.7906 |
0.7906 |
0.7982 |
|
S3 |
0.7793 |
0.7842 |
0.7972 |
|
S4 |
0.7680 |
0.7729 |
0.7941 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8155 |
2.618 |
0.8089 |
1.618 |
0.8049 |
1.000 |
0.8024 |
0.618 |
0.8008 |
HIGH |
0.7983 |
0.618 |
0.7968 |
0.500 |
0.7963 |
0.382 |
0.7958 |
LOW |
0.7943 |
0.618 |
0.7917 |
1.000 |
0.7902 |
1.618 |
0.7877 |
2.618 |
0.7836 |
4.250 |
0.7770 |
|
|
Fisher Pivots for day following 23-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7963 |
0.7982 |
PP |
0.7961 |
0.7973 |
S1 |
0.7959 |
0.7965 |
|