CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 23-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7997 |
0.7989 |
-0.0008 |
-0.1% |
0.8022 |
| High |
0.8017 |
0.7989 |
-0.0028 |
-0.3% |
0.8087 |
| Low |
0.7976 |
0.7942 |
-0.0034 |
-0.4% |
0.7971 |
| Close |
0.7996 |
0.7957 |
-0.0039 |
-0.5% |
0.8004 |
| Range |
0.0042 |
0.0047 |
0.0006 |
13.3% |
0.0116 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
28 |
111 |
83 |
296.4% |
293 |
|
| Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8104 |
0.8077 |
0.7983 |
|
| R3 |
0.8057 |
0.8030 |
0.7970 |
|
| R2 |
0.8010 |
0.8010 |
0.7966 |
|
| R1 |
0.7983 |
0.7983 |
0.7961 |
0.7973 |
| PP |
0.7963 |
0.7963 |
0.7963 |
0.7958 |
| S1 |
0.7936 |
0.7936 |
0.7953 |
0.7926 |
| S2 |
0.7916 |
0.7916 |
0.7948 |
|
| S3 |
0.7869 |
0.7889 |
0.7944 |
|
| S4 |
0.7822 |
0.7842 |
0.7931 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8368 |
0.8302 |
0.8068 |
|
| R3 |
0.8252 |
0.8186 |
0.8036 |
|
| R2 |
0.8136 |
0.8136 |
0.8025 |
|
| R1 |
0.8070 |
0.8070 |
0.8015 |
0.8045 |
| PP |
0.8020 |
0.8020 |
0.8020 |
0.8008 |
| S1 |
0.7954 |
0.7954 |
0.7993 |
0.7929 |
| S2 |
0.7904 |
0.7904 |
0.7983 |
|
| S3 |
0.7788 |
0.7838 |
0.7972 |
|
| S4 |
0.7672 |
0.7722 |
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 |
0.7942 |
0.0145 |
1.8% |
0.0060 |
0.8% |
10% |
False |
True |
68 |
| 10 |
0.8087 |
0.7886 |
0.0201 |
2.5% |
0.0054 |
0.7% |
35% |
False |
False |
74 |
| 20 |
0.8087 |
0.7843 |
0.0244 |
3.1% |
0.0057 |
0.7% |
47% |
False |
False |
80 |
| 40 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0050 |
0.6% |
60% |
False |
False |
55 |
| 60 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0047 |
0.6% |
60% |
False |
False |
46 |
| 80 |
0.8087 |
0.7684 |
0.0403 |
5.1% |
0.0043 |
0.5% |
68% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8189 |
|
2.618 |
0.8112 |
|
1.618 |
0.8065 |
|
1.000 |
0.8036 |
|
0.618 |
0.8018 |
|
HIGH |
0.7989 |
|
0.618 |
0.7971 |
|
0.500 |
0.7966 |
|
0.382 |
0.7960 |
|
LOW |
0.7942 |
|
0.618 |
0.7913 |
|
1.000 |
0.7895 |
|
1.618 |
0.7866 |
|
2.618 |
0.7819 |
|
4.250 |
0.7742 |
|
|
| Fisher Pivots for day following 23-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7966 |
0.7983 |
| PP |
0.7963 |
0.7974 |
| S1 |
0.7960 |
0.7966 |
|