CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 18-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8027 |
0.8068 |
0.0041 |
0.5% |
0.7901 |
| High |
0.8064 |
0.8087 |
0.0023 |
0.3% |
0.8025 |
| Low |
0.8007 |
0.7984 |
-0.0023 |
-0.3% |
0.7875 |
| Close |
0.8054 |
0.7995 |
-0.0059 |
-0.7% |
0.8022 |
| Range |
0.0057 |
0.0103 |
0.0046 |
79.8% |
0.0150 |
| ATR |
0.0052 |
0.0056 |
0.0004 |
6.9% |
0.0000 |
| Volume |
46 |
108 |
62 |
134.8% |
505 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8329 |
0.8265 |
0.8051 |
|
| R3 |
0.8227 |
0.8162 |
0.8023 |
|
| R2 |
0.8124 |
0.8124 |
0.8014 |
|
| R1 |
0.8060 |
0.8060 |
0.8004 |
0.8041 |
| PP |
0.8022 |
0.8022 |
0.8022 |
0.8012 |
| S1 |
0.7957 |
0.7957 |
0.7986 |
0.7938 |
| S2 |
0.7919 |
0.7919 |
0.7976 |
|
| S3 |
0.7817 |
0.7855 |
0.7967 |
|
| S4 |
0.7714 |
0.7752 |
0.7939 |
|
|
| 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 |
0.8087 |
0.7955 |
0.0132 |
1.6% |
0.0063 |
0.8% |
30% |
True |
False |
86 |
| 10 |
0.8087 |
0.7853 |
0.0234 |
2.9% |
0.0054 |
0.7% |
61% |
True |
False |
79 |
| 20 |
0.8087 |
0.7843 |
0.0244 |
3.0% |
0.0057 |
0.7% |
62% |
True |
False |
73 |
| 40 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0050 |
0.6% |
71% |
True |
False |
53 |
| 60 |
0.8087 |
0.7729 |
0.0358 |
4.5% |
0.0047 |
0.6% |
74% |
True |
False |
43 |
| 80 |
0.8087 |
0.7639 |
0.0448 |
5.6% |
0.0043 |
0.5% |
80% |
True |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8522 |
|
2.618 |
0.8355 |
|
1.618 |
0.8252 |
|
1.000 |
0.8189 |
|
0.618 |
0.8150 |
|
HIGH |
0.8087 |
|
0.618 |
0.8047 |
|
0.500 |
0.8035 |
|
0.382 |
0.8023 |
|
LOW |
0.7984 |
|
0.618 |
0.7921 |
|
1.000 |
0.7882 |
|
1.618 |
0.7818 |
|
2.618 |
0.7716 |
|
4.250 |
0.7548 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8035 |
0.8035 |
| PP |
0.8022 |
0.8022 |
| S1 |
0.8008 |
0.8008 |
|