CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 19-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8061 |
0.8007 |
-0.0054 |
-0.7% |
0.8017 |
| High |
0.8088 |
0.8025 |
-0.0063 |
-0.8% |
0.8088 |
| Low |
0.7984 |
0.7971 |
-0.0013 |
-0.2% |
0.7971 |
| Close |
0.7996 |
0.8004 |
0.0009 |
0.1% |
0.8004 |
| Range |
0.0105 |
0.0055 |
-0.0050 |
-47.8% |
0.0118 |
| ATR |
0.0060 |
0.0059 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
99,344 |
74,264 |
-25,080 |
-25.2% |
372,769 |
|
| Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8163 |
0.8138 |
0.8034 |
|
| R3 |
0.8109 |
0.8084 |
0.8019 |
|
| R2 |
0.8054 |
0.8054 |
0.8014 |
|
| R1 |
0.8029 |
0.8029 |
0.8009 |
0.8015 |
| PP |
0.8000 |
0.8000 |
0.8000 |
0.7993 |
| S1 |
0.7975 |
0.7975 |
0.7999 |
0.7960 |
| S2 |
0.7945 |
0.7945 |
0.7994 |
|
| S3 |
0.7891 |
0.7920 |
0.7989 |
|
| S4 |
0.7836 |
0.7866 |
0.7974 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8373 |
0.8306 |
0.8069 |
|
| R3 |
0.8256 |
0.8189 |
0.8036 |
|
| R2 |
0.8138 |
0.8138 |
0.8026 |
|
| R1 |
0.8071 |
0.8071 |
0.8015 |
0.8046 |
| PP |
0.8021 |
0.8021 |
0.8021 |
0.8008 |
| S1 |
0.7954 |
0.7954 |
0.7993 |
0.7929 |
| S2 |
0.7903 |
0.7903 |
0.7982 |
|
| S3 |
0.7786 |
0.7836 |
0.7972 |
|
| S4 |
0.7668 |
0.7719 |
0.7939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8088 |
0.7971 |
0.0118 |
1.5% |
0.0062 |
0.8% |
29% |
False |
True |
74,553 |
| 10 |
0.8088 |
0.7875 |
0.0213 |
2.7% |
0.0060 |
0.7% |
61% |
False |
False |
70,766 |
| 20 |
0.8088 |
0.7842 |
0.0246 |
3.1% |
0.0061 |
0.8% |
66% |
False |
False |
36,868 |
| 40 |
0.8088 |
0.7766 |
0.0323 |
4.0% |
0.0056 |
0.7% |
74% |
False |
False |
18,549 |
| 60 |
0.8088 |
0.7740 |
0.0348 |
4.3% |
0.0055 |
0.7% |
76% |
False |
False |
12,422 |
| 80 |
0.8088 |
0.7633 |
0.0455 |
5.7% |
0.0052 |
0.6% |
82% |
False |
False |
9,348 |
| 100 |
0.8088 |
0.7476 |
0.0612 |
7.6% |
0.0051 |
0.6% |
86% |
False |
False |
7,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8257 |
|
2.618 |
0.8168 |
|
1.618 |
0.8113 |
|
1.000 |
0.8080 |
|
0.618 |
0.8059 |
|
HIGH |
0.8025 |
|
0.618 |
0.8004 |
|
0.500 |
0.7998 |
|
0.382 |
0.7991 |
|
LOW |
0.7971 |
|
0.618 |
0.7937 |
|
1.000 |
0.7916 |
|
1.618 |
0.7882 |
|
2.618 |
0.7828 |
|
4.250 |
0.7739 |
|
|
| Fisher Pivots for day following 19-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8002 |
0.8029 |
| PP |
0.8000 |
0.8021 |
| S1 |
0.7998 |
0.8012 |
|