CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 11-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2021 |
11-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7877 |
0.7875 |
-0.0002 |
0.0% |
0.7822 |
| High |
0.7895 |
0.7899 |
0.0005 |
0.1% |
0.7839 |
| Low |
0.7868 |
0.7867 |
-0.0001 |
0.0% |
0.7771 |
| Close |
0.7881 |
0.7875 |
-0.0007 |
-0.1% |
0.7833 |
| Range |
0.0027 |
0.0032 |
0.0005 |
18.5% |
0.0069 |
| ATR |
0.0052 |
0.0050 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
55,931 |
45,881 |
-10,050 |
-18.0% |
332,610 |
|
| Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7976 |
0.7957 |
0.7892 |
|
| R3 |
0.7944 |
0.7925 |
0.7883 |
|
| R2 |
0.7912 |
0.7912 |
0.7880 |
|
| R1 |
0.7893 |
0.7893 |
0.7877 |
0.7887 |
| PP |
0.7880 |
0.7880 |
0.7880 |
0.7877 |
| S1 |
0.7861 |
0.7861 |
0.7872 |
0.7855 |
| S2 |
0.7848 |
0.7848 |
0.7869 |
|
| S3 |
0.7816 |
0.7829 |
0.7866 |
|
| S4 |
0.7784 |
0.7797 |
0.7857 |
|
|
| 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 |
0.7899 |
0.7793 |
0.0107 |
1.4% |
0.0037 |
0.5% |
77% |
True |
False |
57,712 |
| 10 |
0.7899 |
0.7768 |
0.0131 |
1.7% |
0.0045 |
0.6% |
81% |
True |
False |
65,562 |
| 20 |
0.7944 |
0.7764 |
0.0181 |
2.3% |
0.0054 |
0.7% |
61% |
False |
False |
70,261 |
| 40 |
0.7944 |
0.7721 |
0.0224 |
2.8% |
0.0054 |
0.7% |
69% |
False |
False |
65,738 |
| 60 |
0.7944 |
0.7623 |
0.0321 |
4.1% |
0.0050 |
0.6% |
78% |
False |
False |
50,955 |
| 80 |
0.7944 |
0.7460 |
0.0484 |
6.1% |
0.0051 |
0.7% |
86% |
False |
False |
38,262 |
| 100 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0049 |
0.6% |
86% |
False |
False |
30,623 |
| 120 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0048 |
0.6% |
86% |
False |
False |
25,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8035 |
|
2.618 |
0.7983 |
|
1.618 |
0.7951 |
|
1.000 |
0.7931 |
|
0.618 |
0.7919 |
|
HIGH |
0.7899 |
|
0.618 |
0.7887 |
|
0.500 |
0.7883 |
|
0.382 |
0.7879 |
|
LOW |
0.7867 |
|
0.618 |
0.7847 |
|
1.000 |
0.7835 |
|
1.618 |
0.7815 |
|
2.618 |
0.7783 |
|
4.250 |
0.7731 |
|
|
| Fisher Pivots for day following 11-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7883 |
0.7872 |
| PP |
0.7880 |
0.7869 |
| S1 |
0.7877 |
0.7866 |
|