CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 14-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7867 |
0.7877 |
0.0011 |
0.1% |
0.7855 |
| High |
0.7888 |
0.7923 |
0.0035 |
0.4% |
0.7919 |
| Low |
0.7847 |
0.7871 |
0.0025 |
0.3% |
0.7815 |
| Close |
0.7877 |
0.7916 |
0.0039 |
0.5% |
0.7868 |
| Range |
0.0042 |
0.0052 |
0.0011 |
25.3% |
0.0105 |
| ATR |
0.0054 |
0.0053 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
53,381 |
65,429 |
12,048 |
22.6% |
351,851 |
|
| Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8059 |
0.8039 |
0.7944 |
|
| R3 |
0.8007 |
0.7987 |
0.7930 |
|
| R2 |
0.7955 |
0.7955 |
0.7925 |
|
| R1 |
0.7935 |
0.7935 |
0.7920 |
0.7945 |
| PP |
0.7903 |
0.7903 |
0.7903 |
0.7908 |
| S1 |
0.7883 |
0.7883 |
0.7911 |
0.7893 |
| S2 |
0.7851 |
0.7851 |
0.7906 |
|
| S3 |
0.7799 |
0.7831 |
0.7901 |
|
| S4 |
0.7747 |
0.7779 |
0.7887 |
|
|
| 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 |
0.7923 |
0.7792 |
0.0131 |
1.7% |
0.0057 |
0.7% |
94% |
True |
False |
61,566 |
| 10 |
0.7923 |
0.7792 |
0.0131 |
1.7% |
0.0059 |
0.7% |
94% |
True |
False |
64,016 |
| 20 |
0.7923 |
0.7721 |
0.0203 |
2.6% |
0.0055 |
0.7% |
96% |
True |
False |
60,934 |
| 40 |
0.7923 |
0.7624 |
0.0299 |
3.8% |
0.0049 |
0.6% |
97% |
True |
False |
42,923 |
| 60 |
0.7923 |
0.7460 |
0.0463 |
5.8% |
0.0051 |
0.6% |
98% |
True |
False |
28,686 |
| 80 |
0.7923 |
0.7457 |
0.0467 |
5.9% |
0.0048 |
0.6% |
98% |
True |
False |
21,531 |
| 100 |
0.7923 |
0.7457 |
0.0467 |
5.9% |
0.0047 |
0.6% |
98% |
True |
False |
17,234 |
| 120 |
0.7923 |
0.7436 |
0.0487 |
6.2% |
0.0045 |
0.6% |
98% |
True |
False |
14,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8144 |
|
2.618 |
0.8059 |
|
1.618 |
0.8007 |
|
1.000 |
0.7975 |
|
0.618 |
0.7955 |
|
HIGH |
0.7923 |
|
0.618 |
0.7903 |
|
0.500 |
0.7897 |
|
0.382 |
0.7891 |
|
LOW |
0.7871 |
|
0.618 |
0.7839 |
|
1.000 |
0.7819 |
|
1.618 |
0.7787 |
|
2.618 |
0.7735 |
|
4.250 |
0.7650 |
|
|
| Fisher Pivots for day following 14-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7909 |
0.7901 |
| PP |
0.7903 |
0.7886 |
| S1 |
0.7897 |
0.7871 |
|