CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 19-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7908 |
0.7858 |
-0.0051 |
-0.6% |
0.7873 |
| High |
0.7916 |
0.7866 |
-0.0050 |
-0.6% |
0.7923 |
| Low |
0.7835 |
0.7815 |
-0.0021 |
-0.3% |
0.7792 |
| Close |
0.7859 |
0.7856 |
-0.0003 |
0.0% |
0.7859 |
| Range |
0.0081 |
0.0052 |
-0.0030 |
-36.4% |
0.0131 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
89,672 |
85,100 |
-4,572 |
-5.1% |
325,730 |
|
| Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8000 |
0.7980 |
0.7884 |
|
| R3 |
0.7949 |
0.7928 |
0.7870 |
|
| R2 |
0.7897 |
0.7897 |
0.7865 |
|
| R1 |
0.7877 |
0.7877 |
0.7861 |
0.7861 |
| PP |
0.7846 |
0.7846 |
0.7846 |
0.7838 |
| S1 |
0.7825 |
0.7825 |
0.7851 |
0.7810 |
| S2 |
0.7794 |
0.7794 |
0.7847 |
|
| S3 |
0.7743 |
0.7774 |
0.7842 |
|
| S4 |
0.7691 |
0.7722 |
0.7828 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8251 |
0.8186 |
0.7931 |
|
| R3 |
0.8120 |
0.8055 |
0.7895 |
|
| R2 |
0.7989 |
0.7989 |
0.7883 |
|
| R1 |
0.7924 |
0.7924 |
0.7871 |
0.7891 |
| PP |
0.7858 |
0.7858 |
0.7858 |
0.7841 |
| S1 |
0.7793 |
0.7793 |
0.7846 |
0.7760 |
| S2 |
0.7727 |
0.7727 |
0.7834 |
|
| S3 |
0.7596 |
0.7662 |
0.7822 |
|
| S4 |
0.7465 |
0.7531 |
0.7786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7923 |
0.7815 |
0.0109 |
1.4% |
0.0055 |
0.7% |
38% |
False |
True |
68,094 |
| 10 |
0.7923 |
0.7792 |
0.0131 |
1.7% |
0.0060 |
0.8% |
49% |
False |
False |
69,176 |
| 20 |
0.7923 |
0.7721 |
0.0203 |
2.6% |
0.0056 |
0.7% |
67% |
False |
False |
62,679 |
| 40 |
0.7923 |
0.7624 |
0.0299 |
3.8% |
0.0050 |
0.6% |
78% |
False |
False |
47,275 |
| 60 |
0.7923 |
0.7460 |
0.0463 |
5.9% |
0.0051 |
0.7% |
86% |
False |
False |
31,597 |
| 80 |
0.7923 |
0.7457 |
0.0467 |
5.9% |
0.0048 |
0.6% |
86% |
False |
False |
23,714 |
| 100 |
0.7923 |
0.7457 |
0.0467 |
5.9% |
0.0047 |
0.6% |
86% |
False |
False |
18,982 |
| 120 |
0.7923 |
0.7436 |
0.0487 |
6.2% |
0.0046 |
0.6% |
86% |
False |
False |
15,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8085 |
|
2.618 |
0.8001 |
|
1.618 |
0.7949 |
|
1.000 |
0.7918 |
|
0.618 |
0.7898 |
|
HIGH |
0.7866 |
|
0.618 |
0.7846 |
|
0.500 |
0.7840 |
|
0.382 |
0.7834 |
|
LOW |
0.7815 |
|
0.618 |
0.7783 |
|
1.000 |
0.7763 |
|
1.618 |
0.7731 |
|
2.618 |
0.7680 |
|
4.250 |
0.7596 |
|
|
| Fisher Pivots for day following 19-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7851 |
0.7869 |
| PP |
0.7846 |
0.7865 |
| S1 |
0.7840 |
0.7860 |
|