CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 03-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2021 |
03-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7782 |
0.7824 |
0.0042 |
0.5% |
0.7854 |
| High |
0.7825 |
0.7835 |
0.0010 |
0.1% |
0.7885 |
| Low |
0.7771 |
0.7806 |
0.0036 |
0.5% |
0.7764 |
| Close |
0.7810 |
0.7825 |
0.0015 |
0.2% |
0.7812 |
| Range |
0.0055 |
0.0029 |
-0.0026 |
-46.8% |
0.0121 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
73,130 |
57,044 |
-16,086 |
-22.0% |
403,248 |
|
| Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7909 |
0.7896 |
0.7840 |
|
| R3 |
0.7880 |
0.7867 |
0.7832 |
|
| R2 |
0.7851 |
0.7851 |
0.7830 |
|
| R1 |
0.7838 |
0.7838 |
0.7827 |
0.7844 |
| PP |
0.7822 |
0.7822 |
0.7822 |
0.7825 |
| S1 |
0.7809 |
0.7809 |
0.7822 |
0.7815 |
| S2 |
0.7793 |
0.7793 |
0.7819 |
|
| S3 |
0.7764 |
0.7780 |
0.7817 |
|
| S4 |
0.7735 |
0.7751 |
0.7809 |
|
|
| 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 |
0.7852 |
0.7764 |
0.0089 |
1.1% |
0.0057 |
0.7% |
69% |
False |
False |
78,884 |
| 10 |
0.7944 |
0.7764 |
0.0181 |
2.3% |
0.0059 |
0.8% |
34% |
False |
False |
73,120 |
| 20 |
0.7944 |
0.7764 |
0.0181 |
2.3% |
0.0059 |
0.8% |
34% |
False |
False |
72,051 |
| 40 |
0.7944 |
0.7721 |
0.0224 |
2.9% |
0.0055 |
0.7% |
47% |
False |
False |
67,035 |
| 60 |
0.7944 |
0.7596 |
0.0348 |
4.4% |
0.0051 |
0.7% |
66% |
False |
False |
45,138 |
| 80 |
0.7944 |
0.7460 |
0.0484 |
6.2% |
0.0051 |
0.7% |
75% |
False |
False |
33,888 |
| 100 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0049 |
0.6% |
75% |
False |
False |
27,124 |
| 120 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0048 |
0.6% |
75% |
False |
False |
22,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7958 |
|
2.618 |
0.7911 |
|
1.618 |
0.7882 |
|
1.000 |
0.7864 |
|
0.618 |
0.7853 |
|
HIGH |
0.7835 |
|
0.618 |
0.7824 |
|
0.500 |
0.7821 |
|
0.382 |
0.7817 |
|
LOW |
0.7806 |
|
0.618 |
0.7788 |
|
1.000 |
0.7777 |
|
1.618 |
0.7759 |
|
2.618 |
0.7730 |
|
4.250 |
0.7683 |
|
|
| Fisher Pivots for day following 03-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7823 |
0.7818 |
| PP |
0.7822 |
0.7811 |
| S1 |
0.7821 |
0.7804 |
|