CME Canadian Dollar Future September 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 |
0.7946 |
0.7978 |
0.0032 |
0.4% |
0.7901 |
| High |
0.7985 |
0.8025 |
0.0040 |
0.5% |
0.8025 |
| Low |
0.7944 |
0.7955 |
0.0011 |
0.1% |
0.7875 |
| Close |
0.7976 |
0.8022 |
0.0047 |
0.6% |
0.8022 |
| Range |
0.0041 |
0.0070 |
0.0029 |
70.7% |
0.0150 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.4% |
0.0000 |
| Volume |
28 |
187 |
159 |
567.9% |
505 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8211 |
0.8186 |
0.8061 |
|
| R3 |
0.8141 |
0.8116 |
0.8041 |
|
| R2 |
0.8071 |
0.8071 |
0.8035 |
|
| R1 |
0.8046 |
0.8046 |
0.8028 |
0.8059 |
| PP |
0.8001 |
0.8001 |
0.8001 |
0.8007 |
| S1 |
0.7976 |
0.7976 |
0.8016 |
0.7989 |
| S2 |
0.7931 |
0.7931 |
0.8009 |
|
| S3 |
0.7861 |
0.7906 |
0.8003 |
|
| S4 |
0.7791 |
0.7836 |
0.7984 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8424 |
0.8373 |
0.8105 |
|
| R3 |
0.8274 |
0.8223 |
0.8063 |
|
| R2 |
0.8124 |
0.8124 |
0.8050 |
|
| R1 |
0.8073 |
0.8073 |
0.8036 |
0.8099 |
| PP |
0.7974 |
0.7974 |
0.7974 |
0.7987 |
| S1 |
0.7923 |
0.7923 |
0.8008 |
0.7949 |
| S2 |
0.7824 |
0.7824 |
0.7995 |
|
| S3 |
0.7674 |
0.7773 |
0.7981 |
|
| S4 |
0.7524 |
0.7623 |
0.7940 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8025 |
0.7875 |
0.0150 |
1.9% |
0.0049 |
0.6% |
98% |
True |
False |
101 |
| 10 |
0.8025 |
0.7853 |
0.0172 |
2.1% |
0.0051 |
0.6% |
98% |
True |
False |
92 |
| 20 |
0.8025 |
0.7837 |
0.0188 |
2.3% |
0.0053 |
0.7% |
98% |
True |
False |
65 |
| 40 |
0.8025 |
0.7767 |
0.0259 |
3.2% |
0.0049 |
0.6% |
99% |
True |
False |
51 |
| 60 |
0.8025 |
0.7729 |
0.0296 |
3.7% |
0.0044 |
0.6% |
99% |
True |
False |
40 |
| 80 |
0.8025 |
0.7631 |
0.0395 |
4.9% |
0.0041 |
0.5% |
99% |
True |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8323 |
|
2.618 |
0.8208 |
|
1.618 |
0.8138 |
|
1.000 |
0.8095 |
|
0.618 |
0.8068 |
|
HIGH |
0.8025 |
|
0.618 |
0.7998 |
|
0.500 |
0.7990 |
|
0.382 |
0.7982 |
|
LOW |
0.7955 |
|
0.618 |
0.7912 |
|
1.000 |
0.7885 |
|
1.618 |
0.7842 |
|
2.618 |
0.7772 |
|
4.250 |
0.7658 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8011 |
0.8000 |
| PP |
0.8001 |
0.7978 |
| S1 |
0.7990 |
0.7956 |
|