CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 05-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7855 |
0.7824 |
-0.0031 |
-0.4% |
0.7789 |
| High |
0.7897 |
0.7903 |
0.0006 |
0.1% |
0.7867 |
| Low |
0.7815 |
0.7819 |
0.0004 |
0.1% |
0.7770 |
| Close |
0.7830 |
0.7897 |
0.0067 |
0.8% |
0.7834 |
| Range |
0.0083 |
0.0085 |
0.0002 |
2.4% |
0.0097 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
5.0% |
0.0000 |
| Volume |
70,919 |
65,416 |
-5,503 |
-7.8% |
191,015 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8126 |
0.8096 |
0.7943 |
|
| R3 |
0.8042 |
0.8011 |
0.7920 |
|
| R2 |
0.7957 |
0.7957 |
0.7912 |
|
| R1 |
0.7927 |
0.7927 |
0.7904 |
0.7942 |
| PP |
0.7873 |
0.7873 |
0.7873 |
0.7880 |
| S1 |
0.7842 |
0.7842 |
0.7889 |
0.7858 |
| S2 |
0.7788 |
0.7788 |
0.7881 |
|
| S3 |
0.7704 |
0.7758 |
0.7873 |
|
| S4 |
0.7619 |
0.7673 |
0.7850 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8114 |
0.8071 |
0.7887 |
|
| R3 |
0.8017 |
0.7974 |
0.7861 |
|
| R2 |
0.7920 |
0.7920 |
0.7852 |
|
| R1 |
0.7877 |
0.7877 |
0.7843 |
0.7899 |
| PP |
0.7823 |
0.7823 |
0.7823 |
0.7834 |
| S1 |
0.7780 |
0.7780 |
0.7825 |
0.7802 |
| S2 |
0.7726 |
0.7726 |
0.7816 |
|
| S3 |
0.7629 |
0.7683 |
0.7807 |
|
| S4 |
0.7532 |
0.7586 |
0.7781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7903 |
0.7784 |
0.0119 |
1.5% |
0.0059 |
0.7% |
95% |
True |
False |
57,955 |
| 10 |
0.7903 |
0.7721 |
0.0183 |
2.3% |
0.0056 |
0.7% |
96% |
True |
False |
56,658 |
| 20 |
0.7903 |
0.7721 |
0.0183 |
2.3% |
0.0051 |
0.6% |
96% |
True |
False |
62,019 |
| 40 |
0.7903 |
0.7596 |
0.0307 |
3.9% |
0.0047 |
0.6% |
98% |
True |
False |
31,682 |
| 60 |
0.7903 |
0.7460 |
0.0443 |
5.6% |
0.0048 |
0.6% |
99% |
True |
False |
21,168 |
| 80 |
0.7903 |
0.7457 |
0.0447 |
5.7% |
0.0046 |
0.6% |
99% |
True |
False |
15,892 |
| 100 |
0.7903 |
0.7457 |
0.0447 |
5.7% |
0.0045 |
0.6% |
99% |
True |
False |
12,719 |
| 120 |
0.7903 |
0.7360 |
0.0543 |
6.9% |
0.0044 |
0.6% |
99% |
True |
False |
10,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8262 |
|
2.618 |
0.8124 |
|
1.618 |
0.8040 |
|
1.000 |
0.7988 |
|
0.618 |
0.7955 |
|
HIGH |
0.7903 |
|
0.618 |
0.7871 |
|
0.500 |
0.7861 |
|
0.382 |
0.7851 |
|
LOW |
0.7819 |
|
0.618 |
0.7766 |
|
1.000 |
0.7734 |
|
1.618 |
0.7682 |
|
2.618 |
0.7597 |
|
4.250 |
0.7459 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7885 |
0.7884 |
| PP |
0.7873 |
0.7871 |
| S1 |
0.7861 |
0.7859 |
|