CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7873 |
0.7825 |
-0.0049 |
-0.6% |
0.7855 |
| High |
0.7880 |
0.7871 |
-0.0010 |
-0.1% |
0.7919 |
| Low |
0.7792 |
0.7820 |
0.0028 |
0.4% |
0.7815 |
| Close |
0.7829 |
0.7862 |
0.0034 |
0.4% |
0.7868 |
| Range |
0.0088 |
0.0051 |
-0.0037 |
-42.0% |
0.0105 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
70,357 |
46,891 |
-23,466 |
-33.4% |
351,851 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8004 |
0.7984 |
0.7890 |
|
| R3 |
0.7953 |
0.7933 |
0.7876 |
|
| R2 |
0.7902 |
0.7902 |
0.7871 |
|
| R1 |
0.7882 |
0.7882 |
0.7867 |
0.7892 |
| PP |
0.7851 |
0.7851 |
0.7851 |
0.7856 |
| S1 |
0.7831 |
0.7831 |
0.7857 |
0.7841 |
| S2 |
0.7800 |
0.7800 |
0.7853 |
|
| S3 |
0.7749 |
0.7780 |
0.7848 |
|
| S4 |
0.7698 |
0.7729 |
0.7834 |
|
|
| 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 |
0.7792 |
0.0127 |
1.6% |
0.0059 |
0.7% |
55% |
False |
False |
66,552 |
| 10 |
0.7919 |
0.7784 |
0.0135 |
1.7% |
0.0059 |
0.7% |
58% |
False |
False |
62,254 |
| 20 |
0.7919 |
0.7721 |
0.0199 |
2.5% |
0.0055 |
0.7% |
71% |
False |
False |
62,349 |
| 40 |
0.7919 |
0.7596 |
0.0323 |
4.1% |
0.0048 |
0.6% |
82% |
False |
False |
39,973 |
| 60 |
0.7919 |
0.7460 |
0.0459 |
5.8% |
0.0050 |
0.6% |
88% |
False |
False |
26,710 |
| 80 |
0.7919 |
0.7457 |
0.0463 |
5.9% |
0.0048 |
0.6% |
88% |
False |
False |
20,047 |
| 100 |
0.7919 |
0.7457 |
0.0463 |
5.9% |
0.0047 |
0.6% |
88% |
False |
False |
16,046 |
| 120 |
0.7919 |
0.7436 |
0.0483 |
6.1% |
0.0045 |
0.6% |
88% |
False |
False |
13,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8087 |
|
2.618 |
0.8004 |
|
1.618 |
0.7953 |
|
1.000 |
0.7922 |
|
0.618 |
0.7902 |
|
HIGH |
0.7871 |
|
0.618 |
0.7851 |
|
0.500 |
0.7845 |
|
0.382 |
0.7839 |
|
LOW |
0.7820 |
|
0.618 |
0.7788 |
|
1.000 |
0.7769 |
|
1.618 |
0.7737 |
|
2.618 |
0.7686 |
|
4.250 |
0.7603 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7856 |
0.7857 |
| PP |
0.7851 |
0.7852 |
| S1 |
0.7845 |
0.7847 |
|