CME Canadian Dollar Future March 2021
Trading Metrics calculated at close of trading on 26-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2021 |
26-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
0.7854 |
0.7850 |
-0.0005 |
-0.1% |
0.7858 |
High |
0.7883 |
0.7882 |
-0.0001 |
0.0% |
0.7944 |
Low |
0.7827 |
0.7824 |
-0.0003 |
0.0% |
0.7815 |
Close |
0.7844 |
0.7878 |
0.0034 |
0.4% |
0.7859 |
Range |
0.0056 |
0.0058 |
0.0002 |
2.7% |
0.0130 |
ATR |
0.0056 |
0.0057 |
0.0000 |
0.1% |
0.0000 |
Volume |
61,654 |
56,014 |
-5,640 |
-9.1% |
299,339 |
|
Daily Pivots for day following 26-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8034 |
0.8013 |
0.7909 |
|
R3 |
0.7976 |
0.7956 |
0.7893 |
|
R2 |
0.7919 |
0.7919 |
0.7888 |
|
R1 |
0.7898 |
0.7898 |
0.7883 |
0.7908 |
PP |
0.7861 |
0.7861 |
0.7861 |
0.7866 |
S1 |
0.7841 |
0.7841 |
0.7872 |
0.7851 |
S2 |
0.7804 |
0.7804 |
0.7867 |
|
S3 |
0.7746 |
0.7783 |
0.7862 |
|
S4 |
0.7689 |
0.7726 |
0.7846 |
|
|
Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8261 |
0.8190 |
0.7930 |
|
R3 |
0.8132 |
0.8060 |
0.7895 |
|
R2 |
0.8002 |
0.8002 |
0.7883 |
|
R1 |
0.7931 |
0.7931 |
0.7871 |
0.7966 |
PP |
0.7873 |
0.7873 |
0.7873 |
0.7890 |
S1 |
0.7801 |
0.7801 |
0.7847 |
0.7837 |
S2 |
0.7743 |
0.7743 |
0.7835 |
|
S3 |
0.7614 |
0.7672 |
0.7823 |
|
S4 |
0.7484 |
0.7542 |
0.7788 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7944 |
0.7824 |
0.0120 |
1.5% |
0.0060 |
0.8% |
45% |
False |
True |
66,381 |
10 |
0.7944 |
0.7815 |
0.0130 |
1.6% |
0.0057 |
0.7% |
49% |
False |
False |
67,238 |
20 |
0.7944 |
0.7770 |
0.0175 |
2.2% |
0.0057 |
0.7% |
62% |
False |
False |
64,280 |
40 |
0.7944 |
0.7682 |
0.0263 |
3.3% |
0.0053 |
0.7% |
75% |
False |
False |
55,521 |
60 |
0.7944 |
0.7460 |
0.0484 |
6.1% |
0.0053 |
0.7% |
86% |
False |
False |
37,121 |
80 |
0.7944 |
0.7460 |
0.0484 |
6.1% |
0.0049 |
0.6% |
86% |
False |
False |
27,859 |
100 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0048 |
0.6% |
86% |
False |
False |
22,300 |
120 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0047 |
0.6% |
86% |
False |
False |
18,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8126 |
2.618 |
0.8032 |
1.618 |
0.7975 |
1.000 |
0.7939 |
0.618 |
0.7917 |
HIGH |
0.7882 |
0.618 |
0.7860 |
0.500 |
0.7853 |
0.382 |
0.7846 |
LOW |
0.7824 |
0.618 |
0.7788 |
1.000 |
0.7767 |
1.618 |
0.7731 |
2.618 |
0.7673 |
4.250 |
0.7580 |
|
|
Fisher Pivots for day following 26-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7869 |
0.7875 |
PP |
0.7861 |
0.7873 |
S1 |
0.7853 |
0.7870 |
|