CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 08-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7800 |
0.7838 |
0.0038 |
0.5% |
0.7822 |
| High |
0.7839 |
0.7854 |
0.0015 |
0.2% |
0.7839 |
| Low |
0.7793 |
0.7824 |
0.0031 |
0.4% |
0.7771 |
| Close |
0.7833 |
0.7849 |
0.0017 |
0.2% |
0.7833 |
| Range |
0.0047 |
0.0030 |
-0.0017 |
-35.5% |
0.0069 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
73,629 |
56,496 |
-17,133 |
-23.3% |
332,610 |
|
| Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7932 |
0.7921 |
0.7866 |
|
| R3 |
0.7902 |
0.7891 |
0.7857 |
|
| R2 |
0.7872 |
0.7872 |
0.7855 |
|
| R1 |
0.7861 |
0.7861 |
0.7852 |
0.7866 |
| PP |
0.7842 |
0.7842 |
0.7842 |
0.7845 |
| S1 |
0.7831 |
0.7831 |
0.7846 |
0.7836 |
| S2 |
0.7812 |
0.7812 |
0.7844 |
|
| S3 |
0.7782 |
0.7801 |
0.7841 |
|
| S4 |
0.7752 |
0.7771 |
0.7833 |
|
|
| 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 |
0.7854 |
0.7771 |
0.0083 |
1.1% |
0.0040 |
0.5% |
95% |
True |
False |
64,418 |
| 10 |
0.7885 |
0.7764 |
0.0121 |
1.5% |
0.0055 |
0.7% |
71% |
False |
False |
73,070 |
| 20 |
0.7944 |
0.7764 |
0.0181 |
2.3% |
0.0058 |
0.7% |
47% |
False |
False |
70,871 |
| 40 |
0.7944 |
0.7721 |
0.0224 |
2.8% |
0.0056 |
0.7% |
57% |
False |
False |
68,088 |
| 60 |
0.7944 |
0.7596 |
0.0348 |
4.4% |
0.0050 |
0.6% |
73% |
False |
False |
48,325 |
| 80 |
0.7944 |
0.7460 |
0.0484 |
6.2% |
0.0051 |
0.7% |
80% |
False |
False |
36,286 |
| 100 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0049 |
0.6% |
81% |
False |
False |
29,041 |
| 120 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0048 |
0.6% |
81% |
False |
False |
24,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7981 |
|
2.618 |
0.7932 |
|
1.618 |
0.7902 |
|
1.000 |
0.7884 |
|
0.618 |
0.7872 |
|
HIGH |
0.7854 |
|
0.618 |
0.7842 |
|
0.500 |
0.7839 |
|
0.382 |
0.7835 |
|
LOW |
0.7824 |
|
0.618 |
0.7805 |
|
1.000 |
0.7794 |
|
1.618 |
0.7775 |
|
2.618 |
0.7745 |
|
4.250 |
0.7696 |
|
|
| Fisher Pivots for day following 08-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7846 |
0.7839 |
| PP |
0.7842 |
0.7829 |
| S1 |
0.7839 |
0.7819 |
|