CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 05-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2021 |
05-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7822 |
0.7800 |
-0.0023 |
-0.3% |
0.7822 |
| High |
0.7827 |
0.7839 |
0.0012 |
0.2% |
0.7839 |
| Low |
0.7785 |
0.7793 |
0.0008 |
0.1% |
0.7771 |
| Close |
0.7794 |
0.7833 |
0.0039 |
0.5% |
0.7833 |
| Range |
0.0042 |
0.0047 |
0.0005 |
10.7% |
0.0069 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
61,792 |
73,629 |
11,837 |
19.2% |
332,610 |
|
| Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7961 |
0.7943 |
0.7858 |
|
| R3 |
0.7914 |
0.7897 |
0.7845 |
|
| R2 |
0.7868 |
0.7868 |
0.7841 |
|
| R1 |
0.7850 |
0.7850 |
0.7837 |
0.7859 |
| PP |
0.7821 |
0.7821 |
0.7821 |
0.7826 |
| S1 |
0.7804 |
0.7804 |
0.7828 |
0.7813 |
| S2 |
0.7775 |
0.7775 |
0.7824 |
|
| S3 |
0.7728 |
0.7757 |
0.7820 |
|
| S4 |
0.7682 |
0.7711 |
0.7807 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8020 |
0.7995 |
0.7870 |
|
| R3 |
0.7951 |
0.7926 |
0.7851 |
|
| R2 |
0.7883 |
0.7883 |
0.7845 |
|
| R1 |
0.7858 |
0.7858 |
0.7839 |
0.7870 |
| PP |
0.7814 |
0.7814 |
0.7814 |
0.7820 |
| S1 |
0.7789 |
0.7789 |
0.7826 |
0.7802 |
| S2 |
0.7746 |
0.7746 |
0.7820 |
|
| S3 |
0.7677 |
0.7721 |
0.7814 |
|
| S4 |
0.7609 |
0.7652 |
0.7795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7839 |
0.7771 |
0.0069 |
0.9% |
0.0047 |
0.6% |
91% |
True |
False |
66,522 |
| 10 |
0.7885 |
0.7764 |
0.0121 |
1.5% |
0.0057 |
0.7% |
57% |
False |
False |
73,585 |
| 20 |
0.7944 |
0.7764 |
0.0181 |
2.3% |
0.0059 |
0.8% |
38% |
False |
False |
71,635 |
| 40 |
0.7944 |
0.7721 |
0.0224 |
2.9% |
0.0056 |
0.7% |
50% |
False |
False |
68,799 |
| 60 |
0.7944 |
0.7596 |
0.0348 |
4.4% |
0.0051 |
0.6% |
68% |
False |
False |
47,385 |
| 80 |
0.7944 |
0.7460 |
0.0484 |
6.2% |
0.0051 |
0.7% |
77% |
False |
False |
35,580 |
| 100 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0049 |
0.6% |
77% |
False |
False |
28,477 |
| 120 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0048 |
0.6% |
77% |
False |
False |
23,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8037 |
|
2.618 |
0.7961 |
|
1.618 |
0.7914 |
|
1.000 |
0.7886 |
|
0.618 |
0.7868 |
|
HIGH |
0.7839 |
|
0.618 |
0.7821 |
|
0.500 |
0.7816 |
|
0.382 |
0.7810 |
|
LOW |
0.7793 |
|
0.618 |
0.7764 |
|
1.000 |
0.7746 |
|
1.618 |
0.7717 |
|
2.618 |
0.7671 |
|
4.250 |
0.7595 |
|
|
| Fisher Pivots for day following 05-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7827 |
0.7826 |
| PP |
0.7821 |
0.7819 |
| S1 |
0.7816 |
0.7812 |
|