CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 24-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
0.7970 |
0.7940 |
-0.0030 |
-0.4% |
0.8012 |
High |
0.7983 |
0.7971 |
-0.0013 |
-0.2% |
0.8084 |
Low |
0.7943 |
0.7933 |
-0.0010 |
-0.1% |
0.7971 |
Close |
0.7957 |
0.7960 |
0.0003 |
0.0% |
0.8003 |
Range |
0.0041 |
0.0038 |
-0.0003 |
-6.2% |
0.0113 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
38 |
19 |
-19 |
-50.0% |
119 |
|
Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8068 |
0.8052 |
0.7980 |
|
R3 |
0.8030 |
0.8014 |
0.7970 |
|
R2 |
0.7992 |
0.7992 |
0.7966 |
|
R1 |
0.7976 |
0.7976 |
0.7963 |
0.7984 |
PP |
0.7954 |
0.7954 |
0.7954 |
0.7958 |
S1 |
0.7938 |
0.7938 |
0.7956 |
0.7946 |
S2 |
0.7916 |
0.7916 |
0.7953 |
|
S3 |
0.7878 |
0.7900 |
0.7949 |
|
S4 |
0.7840 |
0.7862 |
0.7939 |
|
|
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 |
0.8132 |
2.618 |
0.8070 |
1.618 |
0.8032 |
1.000 |
0.8009 |
0.618 |
0.7994 |
HIGH |
0.7971 |
0.618 |
0.7956 |
0.500 |
0.7952 |
0.382 |
0.7947 |
LOW |
0.7933 |
0.618 |
0.7909 |
1.000 |
0.7895 |
1.618 |
0.7871 |
2.618 |
0.7833 |
4.250 |
0.7771 |
|
|
Fisher Pivots for day following 24-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7957 |
0.7974 |
PP |
0.7954 |
0.7969 |
S1 |
0.7952 |
0.7964 |
|