CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7923 |
0.7979 |
0.0056 |
0.7% |
0.7902 |
| High |
0.7987 |
0.8024 |
0.0037 |
0.5% |
0.8024 |
| Low |
0.7921 |
0.7954 |
0.0033 |
0.4% |
0.7874 |
| Close |
0.7975 |
0.8022 |
0.0047 |
0.6% |
0.8022 |
| Range |
0.0067 |
0.0071 |
0.0004 |
6.0% |
0.0151 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.6% |
0.0000 |
| Volume |
116,872 |
33,560 |
-83,312 |
-71.3% |
476,454 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8211 |
0.8187 |
0.8060 |
|
| R3 |
0.8141 |
0.8116 |
0.8041 |
|
| R2 |
0.8070 |
0.8070 |
0.8034 |
|
| R1 |
0.8046 |
0.8046 |
0.8028 |
0.8058 |
| PP |
0.8000 |
0.8000 |
0.8000 |
0.8006 |
| S1 |
0.7975 |
0.7975 |
0.8015 |
0.7988 |
| S2 |
0.7929 |
0.7929 |
0.8009 |
|
| S3 |
0.7859 |
0.7905 |
0.8002 |
|
| S4 |
0.7788 |
0.7834 |
0.7983 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8425 |
0.8374 |
0.8104 |
|
| R3 |
0.8274 |
0.8223 |
0.8063 |
|
| R2 |
0.8124 |
0.8124 |
0.8049 |
|
| R1 |
0.8073 |
0.8073 |
0.8035 |
0.8098 |
| PP |
0.7973 |
0.7973 |
0.7973 |
0.7986 |
| S1 |
0.7922 |
0.7922 |
0.8008 |
0.7948 |
| S2 |
0.7823 |
0.7823 |
0.7994 |
|
| S3 |
0.7672 |
0.7772 |
0.7980 |
|
| S4 |
0.7522 |
0.7621 |
0.7939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8024 |
0.7874 |
0.0151 |
1.9% |
0.0058 |
0.7% |
98% |
True |
False |
95,290 |
| 10 |
0.8024 |
0.7849 |
0.0176 |
2.2% |
0.0059 |
0.7% |
99% |
True |
False |
88,007 |
| 20 |
0.8024 |
0.7835 |
0.0189 |
2.4% |
0.0060 |
0.7% |
99% |
True |
False |
88,276 |
| 40 |
0.8024 |
0.7764 |
0.0261 |
3.2% |
0.0057 |
0.7% |
99% |
True |
False |
79,268 |
| 60 |
0.8024 |
0.7721 |
0.0304 |
3.8% |
0.0056 |
0.7% |
99% |
True |
False |
73,250 |
| 80 |
0.8024 |
0.7623 |
0.0401 |
5.0% |
0.0053 |
0.7% |
99% |
True |
False |
60,285 |
| 100 |
0.8024 |
0.7460 |
0.0564 |
7.0% |
0.0053 |
0.7% |
100% |
True |
False |
48,265 |
| 120 |
0.8024 |
0.7457 |
0.0568 |
7.1% |
0.0051 |
0.6% |
100% |
True |
False |
40,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8324 |
|
2.618 |
0.8209 |
|
1.618 |
0.8138 |
|
1.000 |
0.8095 |
|
0.618 |
0.8068 |
|
HIGH |
0.8024 |
|
0.618 |
0.7997 |
|
0.500 |
0.7989 |
|
0.382 |
0.7980 |
|
LOW |
0.7954 |
|
0.618 |
0.7910 |
|
1.000 |
0.7883 |
|
1.618 |
0.7839 |
|
2.618 |
0.7769 |
|
4.250 |
0.7654 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8011 |
0.7999 |
| PP |
0.8000 |
0.7977 |
| S1 |
0.7989 |
0.7954 |
|