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 |
|