CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 17-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8015 |
0.8038 |
0.0023 |
0.3% |
0.7912 |
| High |
0.8042 |
0.8066 |
0.0024 |
0.3% |
0.8026 |
| Low |
0.8001 |
0.8005 |
0.0004 |
0.0% |
0.7875 |
| Close |
0.8039 |
0.8055 |
0.0016 |
0.2% |
0.8023 |
| Range |
0.0041 |
0.0061 |
0.0020 |
47.6% |
0.0151 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.6% |
0.0000 |
| Volume |
55,438 |
77,606 |
22,168 |
40.0% |
334,900 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8223 |
0.8199 |
0.8088 |
|
| R3 |
0.8163 |
0.8139 |
0.8071 |
|
| R2 |
0.8102 |
0.8102 |
0.8066 |
|
| R1 |
0.8078 |
0.8078 |
0.8060 |
0.8090 |
| PP |
0.8042 |
0.8042 |
0.8042 |
0.8048 |
| S1 |
0.8018 |
0.8018 |
0.8049 |
0.8030 |
| S2 |
0.7981 |
0.7981 |
0.8043 |
|
| S3 |
0.7921 |
0.7957 |
0.8038 |
|
| S4 |
0.7860 |
0.7897 |
0.8021 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8428 |
0.8376 |
0.8106 |
|
| R3 |
0.8277 |
0.8225 |
0.8064 |
|
| R2 |
0.8126 |
0.8126 |
0.8050 |
|
| R1 |
0.8074 |
0.8074 |
0.8036 |
0.8100 |
| PP |
0.7975 |
0.7975 |
0.7975 |
0.7987 |
| S1 |
0.7923 |
0.7923 |
0.8009 |
0.7949 |
| S2 |
0.7824 |
0.7824 |
0.7995 |
|
| S3 |
0.7673 |
0.7772 |
0.7981 |
|
| 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 |
0.8066 |
0.7922 |
0.0144 |
1.8% |
0.0057 |
0.7% |
92% |
True |
False |
79,828 |
| 10 |
0.8066 |
0.7852 |
0.0214 |
2.7% |
0.0057 |
0.7% |
95% |
True |
False |
54,592 |
| 20 |
0.8066 |
0.7842 |
0.0224 |
2.8% |
0.0059 |
0.7% |
95% |
True |
False |
28,212 |
| 40 |
0.8066 |
0.7766 |
0.0300 |
3.7% |
0.0055 |
0.7% |
96% |
True |
False |
14,231 |
| 60 |
0.8066 |
0.7723 |
0.0343 |
4.3% |
0.0054 |
0.7% |
97% |
True |
False |
9,531 |
| 80 |
0.8066 |
0.7626 |
0.0440 |
5.5% |
0.0051 |
0.6% |
98% |
True |
False |
7,178 |
| 100 |
0.8066 |
0.7476 |
0.0590 |
7.3% |
0.0049 |
0.6% |
98% |
True |
False |
5,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8323 |
|
2.618 |
0.8224 |
|
1.618 |
0.8163 |
|
1.000 |
0.8126 |
|
0.618 |
0.8103 |
|
HIGH |
0.8066 |
|
0.618 |
0.8042 |
|
0.500 |
0.8035 |
|
0.382 |
0.8028 |
|
LOW |
0.8005 |
|
0.618 |
0.7968 |
|
1.000 |
0.7945 |
|
1.618 |
0.7907 |
|
2.618 |
0.7847 |
|
4.250 |
0.7748 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8048 |
0.8046 |
| PP |
0.8042 |
0.8037 |
| S1 |
0.8035 |
0.8029 |
|