CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 08-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7889 |
0.7883 |
-0.0006 |
-0.1% |
0.7855 |
| High |
0.7898 |
0.7902 |
0.0004 |
0.0% |
0.7919 |
| Low |
0.7855 |
0.7849 |
-0.0006 |
-0.1% |
0.7815 |
| Close |
0.7885 |
0.7868 |
-0.0017 |
-0.2% |
0.7868 |
| Range |
0.0044 |
0.0053 |
0.0010 |
21.8% |
0.0105 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.1% |
0.0000 |
| Volume |
60,813 |
71,773 |
10,960 |
18.0% |
351,851 |
|
| Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8032 |
0.8003 |
0.7897 |
|
| R3 |
0.7979 |
0.7950 |
0.7883 |
|
| R2 |
0.7926 |
0.7926 |
0.7878 |
|
| R1 |
0.7897 |
0.7897 |
0.7873 |
0.7885 |
| PP |
0.7873 |
0.7873 |
0.7873 |
0.7867 |
| S1 |
0.7844 |
0.7844 |
0.7863 |
0.7832 |
| S2 |
0.7820 |
0.7820 |
0.7858 |
|
| S3 |
0.7767 |
0.7791 |
0.7853 |
|
| S4 |
0.7714 |
0.7738 |
0.7839 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8181 |
0.8129 |
0.7925 |
|
| R3 |
0.8076 |
0.8024 |
0.7897 |
|
| R2 |
0.7972 |
0.7972 |
0.7887 |
|
| R1 |
0.7920 |
0.7920 |
0.7878 |
0.7946 |
| PP |
0.7867 |
0.7867 |
0.7867 |
0.7880 |
| S1 |
0.7815 |
0.7815 |
0.7858 |
0.7841 |
| S2 |
0.7763 |
0.7763 |
0.7849 |
|
| S3 |
0.7658 |
0.7711 |
0.7839 |
|
| S4 |
0.7554 |
0.7606 |
0.7811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7919 |
0.7815 |
0.0105 |
1.3% |
0.0064 |
0.8% |
51% |
False |
False |
70,370 |
| 10 |
0.7919 |
0.7770 |
0.0150 |
1.9% |
0.0051 |
0.7% |
66% |
False |
False |
56,979 |
| 20 |
0.7919 |
0.7721 |
0.0199 |
2.5% |
0.0054 |
0.7% |
74% |
False |
False |
65,306 |
| 40 |
0.7919 |
0.7596 |
0.0323 |
4.1% |
0.0047 |
0.6% |
84% |
False |
False |
37,052 |
| 60 |
0.7919 |
0.7460 |
0.0459 |
5.8% |
0.0049 |
0.6% |
89% |
False |
False |
24,758 |
| 80 |
0.7919 |
0.7457 |
0.0463 |
5.9% |
0.0047 |
0.6% |
89% |
False |
False |
18,583 |
| 100 |
0.7919 |
0.7457 |
0.0463 |
5.9% |
0.0046 |
0.6% |
89% |
False |
False |
14,874 |
| 120 |
0.7919 |
0.7397 |
0.0523 |
6.6% |
0.0044 |
0.6% |
90% |
False |
False |
12,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8127 |
|
2.618 |
0.8040 |
|
1.618 |
0.7987 |
|
1.000 |
0.7955 |
|
0.618 |
0.7934 |
|
HIGH |
0.7902 |
|
0.618 |
0.7881 |
|
0.500 |
0.7875 |
|
0.382 |
0.7869 |
|
LOW |
0.7849 |
|
0.618 |
0.7816 |
|
1.000 |
0.7796 |
|
1.618 |
0.7763 |
|
2.618 |
0.7710 |
|
4.250 |
0.7623 |
|
|
| Fisher Pivots for day following 08-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7875 |
0.7884 |
| PP |
0.7873 |
0.7879 |
| S1 |
0.7870 |
0.7873 |
|