CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 25-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7947 |
0.7951 |
0.0004 |
0.1% |
0.8017 |
| High |
0.7974 |
0.7971 |
-0.0003 |
0.0% |
0.8088 |
| Low |
0.7932 |
0.7918 |
-0.0014 |
-0.2% |
0.7971 |
| Close |
0.7960 |
0.7928 |
-0.0032 |
-0.4% |
0.8004 |
| Range |
0.0042 |
0.0053 |
0.0011 |
26.2% |
0.0118 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
63,210 |
78,718 |
15,508 |
24.5% |
372,769 |
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8098 |
0.8066 |
0.7957 |
|
| R3 |
0.8045 |
0.8013 |
0.7943 |
|
| R2 |
0.7992 |
0.7992 |
0.7938 |
|
| R1 |
0.7960 |
0.7960 |
0.7933 |
0.7950 |
| PP |
0.7939 |
0.7939 |
0.7939 |
0.7934 |
| S1 |
0.7907 |
0.7907 |
0.7923 |
0.7897 |
| S2 |
0.7886 |
0.7886 |
0.7918 |
|
| S3 |
0.7833 |
0.7854 |
0.7913 |
|
| S4 |
0.7780 |
0.7801 |
0.7899 |
|
|
| 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 |
0.8025 |
0.7918 |
0.0107 |
1.3% |
0.0049 |
0.6% |
9% |
False |
True |
69,113 |
| 10 |
0.8088 |
0.7918 |
0.0170 |
2.1% |
0.0057 |
0.7% |
6% |
False |
True |
74,595 |
| 20 |
0.8088 |
0.7842 |
0.0246 |
3.1% |
0.0059 |
0.7% |
35% |
False |
False |
50,035 |
| 40 |
0.8088 |
0.7766 |
0.0323 |
4.1% |
0.0054 |
0.7% |
50% |
False |
False |
25,310 |
| 60 |
0.8088 |
0.7766 |
0.0323 |
4.1% |
0.0056 |
0.7% |
50% |
False |
False |
16,938 |
| 80 |
0.8088 |
0.7697 |
0.0392 |
4.9% |
0.0053 |
0.7% |
59% |
False |
False |
12,734 |
| 100 |
0.8088 |
0.7490 |
0.0599 |
7.5% |
0.0051 |
0.6% |
73% |
False |
False |
10,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8196 |
|
2.618 |
0.8110 |
|
1.618 |
0.8057 |
|
1.000 |
0.8024 |
|
0.618 |
0.8004 |
|
HIGH |
0.7971 |
|
0.618 |
0.7951 |
|
0.500 |
0.7945 |
|
0.382 |
0.7938 |
|
LOW |
0.7918 |
|
0.618 |
0.7885 |
|
1.000 |
0.7865 |
|
1.618 |
0.7832 |
|
2.618 |
0.7779 |
|
4.250 |
0.7693 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7945 |
0.7954 |
| PP |
0.7939 |
0.7945 |
| S1 |
0.7934 |
0.7937 |
|