CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 04-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7824 |
0.7822 |
-0.0002 |
0.0% |
0.7854 |
| High |
0.7835 |
0.7827 |
-0.0008 |
-0.1% |
0.7885 |
| Low |
0.7806 |
0.7785 |
-0.0021 |
-0.3% |
0.7764 |
| Close |
0.7825 |
0.7794 |
-0.0031 |
-0.4% |
0.7812 |
| Range |
0.0029 |
0.0042 |
0.0013 |
44.8% |
0.0121 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
57,044 |
61,792 |
4,748 |
8.3% |
403,248 |
|
| Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7928 |
0.7903 |
0.7817 |
|
| R3 |
0.7886 |
0.7861 |
0.7806 |
|
| R2 |
0.7844 |
0.7844 |
0.7802 |
|
| R1 |
0.7819 |
0.7819 |
0.7798 |
0.7811 |
| PP |
0.7802 |
0.7802 |
0.7802 |
0.7798 |
| S1 |
0.7777 |
0.7777 |
0.7790 |
0.7769 |
| S2 |
0.7760 |
0.7760 |
0.7786 |
|
| S3 |
0.7718 |
0.7735 |
0.7782 |
|
| S4 |
0.7676 |
0.7693 |
0.7771 |
|
|
| 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 |
0.7768 |
0.0084 |
1.1% |
0.0054 |
0.7% |
31% |
False |
False |
73,411 |
| 10 |
0.7916 |
0.7764 |
0.0153 |
2.0% |
0.0059 |
0.8% |
20% |
False |
False |
72,787 |
| 20 |
0.7944 |
0.7764 |
0.0181 |
2.3% |
0.0059 |
0.8% |
17% |
False |
False |
70,994 |
| 40 |
0.7944 |
0.7721 |
0.0224 |
2.9% |
0.0056 |
0.7% |
33% |
False |
False |
67,928 |
| 60 |
0.7944 |
0.7596 |
0.0348 |
4.5% |
0.0051 |
0.7% |
57% |
False |
False |
46,163 |
| 80 |
0.7944 |
0.7460 |
0.0484 |
6.2% |
0.0051 |
0.7% |
69% |
False |
False |
34,660 |
| 100 |
0.7944 |
0.7457 |
0.0488 |
6.3% |
0.0049 |
0.6% |
69% |
False |
False |
27,741 |
| 120 |
0.7944 |
0.7457 |
0.0488 |
6.3% |
0.0048 |
0.6% |
69% |
False |
False |
23,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8006 |
|
2.618 |
0.7937 |
|
1.618 |
0.7895 |
|
1.000 |
0.7869 |
|
0.618 |
0.7853 |
|
HIGH |
0.7827 |
|
0.618 |
0.7811 |
|
0.500 |
0.7806 |
|
0.382 |
0.7801 |
|
LOW |
0.7785 |
|
0.618 |
0.7759 |
|
1.000 |
0.7743 |
|
1.618 |
0.7717 |
|
2.618 |
0.7675 |
|
4.250 |
0.7607 |
|
|
| Fisher Pivots for day following 04-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7806 |
0.7803 |
| PP |
0.7802 |
0.7800 |
| S1 |
0.7798 |
0.7797 |
|