CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 02-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2021 |
02-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7822 |
0.7782 |
-0.0041 |
-0.5% |
0.7854 |
| High |
0.7837 |
0.7825 |
-0.0012 |
-0.1% |
0.7885 |
| Low |
0.7775 |
0.7771 |
-0.0004 |
-0.1% |
0.7764 |
| Close |
0.7788 |
0.7810 |
0.0023 |
0.3% |
0.7812 |
| Range |
0.0062 |
0.0055 |
-0.0008 |
-12.1% |
0.0121 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
67,015 |
73,130 |
6,115 |
9.1% |
403,248 |
|
| Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7965 |
0.7942 |
0.7840 |
|
| R3 |
0.7911 |
0.7888 |
0.7825 |
|
| R2 |
0.7856 |
0.7856 |
0.7820 |
|
| R1 |
0.7833 |
0.7833 |
0.7815 |
0.7845 |
| PP |
0.7802 |
0.7802 |
0.7802 |
0.7808 |
| S1 |
0.7779 |
0.7779 |
0.7805 |
0.7790 |
| S2 |
0.7747 |
0.7747 |
0.7800 |
|
| S3 |
0.7693 |
0.7724 |
0.7795 |
|
| S4 |
0.7638 |
0.7670 |
0.7780 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8183 |
0.8119 |
0.7879 |
|
| R3 |
0.8062 |
0.7998 |
0.7845 |
|
| R2 |
0.7941 |
0.7941 |
0.7834 |
|
| R1 |
0.7877 |
0.7877 |
0.7823 |
0.7848 |
| PP |
0.7820 |
0.7820 |
0.7820 |
0.7806 |
| S1 |
0.7756 |
0.7756 |
0.7801 |
0.7727 |
| S2 |
0.7699 |
0.7699 |
0.7790 |
|
| S3 |
0.7578 |
0.7635 |
0.7779 |
|
| S4 |
0.7457 |
0.7514 |
0.7745 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7885 |
0.7764 |
0.0121 |
1.5% |
0.0069 |
0.9% |
38% |
False |
False |
85,145 |
| 10 |
0.7944 |
0.7764 |
0.0181 |
2.3% |
0.0064 |
0.8% |
26% |
False |
False |
75,763 |
| 20 |
0.7944 |
0.7764 |
0.0181 |
2.3% |
0.0062 |
0.8% |
26% |
False |
False |
72,469 |
| 40 |
0.7944 |
0.7721 |
0.0224 |
2.9% |
0.0056 |
0.7% |
40% |
False |
False |
65,741 |
| 60 |
0.7944 |
0.7592 |
0.0352 |
4.5% |
0.0052 |
0.7% |
62% |
False |
False |
44,194 |
| 80 |
0.7944 |
0.7460 |
0.0484 |
6.2% |
0.0051 |
0.7% |
72% |
False |
False |
33,176 |
| 100 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0049 |
0.6% |
73% |
False |
False |
26,554 |
| 120 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0048 |
0.6% |
73% |
False |
False |
22,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8057 |
|
2.618 |
0.7968 |
|
1.618 |
0.7913 |
|
1.000 |
0.7880 |
|
0.618 |
0.7859 |
|
HIGH |
0.7825 |
|
0.618 |
0.7804 |
|
0.500 |
0.7798 |
|
0.382 |
0.7791 |
|
LOW |
0.7771 |
|
0.618 |
0.7737 |
|
1.000 |
0.7716 |
|
1.618 |
0.7682 |
|
2.618 |
0.7628 |
|
4.250 |
0.7539 |
|
|
| Fisher Pivots for day following 02-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7806 |
0.7810 |
| PP |
0.7802 |
0.7810 |
| S1 |
0.7798 |
0.7810 |
|