CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7913 |
0.7925 |
0.0012 |
0.2% |
0.7854 |
| High |
0.7931 |
0.7988 |
0.0057 |
0.7% |
0.7952 |
| Low |
0.7886 |
0.7922 |
0.0037 |
0.5% |
0.7851 |
| Close |
0.7922 |
0.7977 |
0.0055 |
0.7% |
0.7897 |
| Range |
0.0046 |
0.0066 |
0.0021 |
45.1% |
0.0102 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.3% |
0.0000 |
| Volume |
79,399 |
98,097 |
18,698 |
23.5% |
18,452 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8160 |
0.8134 |
0.8013 |
|
| R3 |
0.8094 |
0.8068 |
0.7995 |
|
| R2 |
0.8028 |
0.8028 |
0.7989 |
|
| R1 |
0.8002 |
0.8002 |
0.7983 |
0.8015 |
| PP |
0.7962 |
0.7962 |
0.7962 |
0.7969 |
| S1 |
0.7936 |
0.7936 |
0.7970 |
0.7949 |
| S2 |
0.7896 |
0.7896 |
0.7964 |
|
| S3 |
0.7830 |
0.7870 |
0.7958 |
|
| S4 |
0.7764 |
0.7804 |
0.7940 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8204 |
0.8152 |
0.7952 |
|
| R3 |
0.8103 |
0.8050 |
0.7924 |
|
| R2 |
0.8001 |
0.8001 |
0.7915 |
|
| R1 |
0.7949 |
0.7949 |
0.7906 |
0.7975 |
| PP |
0.7900 |
0.7900 |
0.7900 |
0.7913 |
| S1 |
0.7847 |
0.7847 |
0.7887 |
0.7874 |
| S2 |
0.7798 |
0.7798 |
0.7878 |
|
| S3 |
0.7697 |
0.7746 |
0.7869 |
|
| S4 |
0.7595 |
0.7644 |
0.7841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7988 |
0.7852 |
0.0136 |
1.7% |
0.0055 |
0.7% |
92% |
True |
False |
48,403 |
| 10 |
0.7988 |
0.7842 |
0.0146 |
1.8% |
0.0061 |
0.8% |
92% |
True |
False |
25,474 |
| 20 |
0.8021 |
0.7836 |
0.0185 |
2.3% |
0.0057 |
0.7% |
76% |
False |
False |
13,222 |
| 40 |
0.8021 |
0.7766 |
0.0256 |
3.2% |
0.0055 |
0.7% |
83% |
False |
False |
6,731 |
| 60 |
0.8021 |
0.7723 |
0.0298 |
3.7% |
0.0054 |
0.7% |
85% |
False |
False |
4,519 |
| 80 |
0.8021 |
0.7599 |
0.0423 |
5.3% |
0.0050 |
0.6% |
89% |
False |
False |
3,418 |
| 100 |
0.8021 |
0.7476 |
0.0545 |
6.8% |
0.0049 |
0.6% |
92% |
False |
False |
2,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8269 |
|
2.618 |
0.8161 |
|
1.618 |
0.8095 |
|
1.000 |
0.8054 |
|
0.618 |
0.8029 |
|
HIGH |
0.7988 |
|
0.618 |
0.7963 |
|
0.500 |
0.7955 |
|
0.382 |
0.7947 |
|
LOW |
0.7922 |
|
0.618 |
0.7881 |
|
1.000 |
0.7856 |
|
1.618 |
0.7815 |
|
2.618 |
0.7749 |
|
4.250 |
0.7642 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7969 |
0.7963 |
| PP |
0.7962 |
0.7950 |
| S1 |
0.7955 |
0.7936 |
|