CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 12-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2021 |
12-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7875 |
0.7875 |
0.0000 |
0.0% |
0.7838 |
| High |
0.7899 |
0.7889 |
-0.0010 |
-0.1% |
0.7899 |
| Low |
0.7867 |
0.7835 |
-0.0032 |
-0.4% |
0.7824 |
| Close |
0.7875 |
0.7872 |
-0.0003 |
0.0% |
0.7872 |
| Range |
0.0032 |
0.0054 |
0.0022 |
68.8% |
0.0076 |
| ATR |
0.0050 |
0.0051 |
0.0000 |
0.5% |
0.0000 |
| Volume |
45,881 |
54,905 |
9,024 |
19.7% |
269,840 |
|
| Daily Pivots for day following 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8027 |
0.8003 |
0.7901 |
|
| R3 |
0.7973 |
0.7949 |
0.7886 |
|
| R2 |
0.7919 |
0.7919 |
0.7881 |
|
| R1 |
0.7895 |
0.7895 |
0.7876 |
0.7880 |
| PP |
0.7865 |
0.7865 |
0.7865 |
0.7858 |
| S1 |
0.7841 |
0.7841 |
0.7867 |
0.7826 |
| S2 |
0.7811 |
0.7811 |
0.7862 |
|
| S3 |
0.7757 |
0.7787 |
0.7857 |
|
| S4 |
0.7703 |
0.7733 |
0.7842 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8091 |
0.8057 |
0.7913 |
|
| R3 |
0.8016 |
0.7981 |
0.7892 |
|
| R2 |
0.7940 |
0.7940 |
0.7885 |
|
| R1 |
0.7906 |
0.7906 |
0.7878 |
0.7923 |
| PP |
0.7865 |
0.7865 |
0.7865 |
0.7873 |
| S1 |
0.7830 |
0.7830 |
0.7865 |
0.7848 |
| S2 |
0.7789 |
0.7789 |
0.7858 |
|
| S3 |
0.7714 |
0.7755 |
0.7851 |
|
| S4 |
0.7638 |
0.7679 |
0.7830 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7899 |
0.7824 |
0.0076 |
1.0% |
0.0038 |
0.5% |
64% |
False |
False |
53,968 |
| 10 |
0.7899 |
0.7771 |
0.0129 |
1.6% |
0.0042 |
0.5% |
79% |
False |
False |
60,245 |
| 20 |
0.7944 |
0.7764 |
0.0181 |
2.3% |
0.0054 |
0.7% |
60% |
False |
False |
69,735 |
| 40 |
0.7944 |
0.7721 |
0.0224 |
2.8% |
0.0054 |
0.7% |
68% |
False |
False |
65,335 |
| 60 |
0.7944 |
0.7624 |
0.0320 |
4.1% |
0.0050 |
0.6% |
77% |
False |
False |
51,861 |
| 80 |
0.7944 |
0.7460 |
0.0484 |
6.1% |
0.0052 |
0.7% |
85% |
False |
False |
38,948 |
| 100 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0049 |
0.6% |
85% |
False |
False |
31,171 |
| 120 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0048 |
0.6% |
85% |
False |
False |
25,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8119 |
|
2.618 |
0.8030 |
|
1.618 |
0.7976 |
|
1.000 |
0.7943 |
|
0.618 |
0.7922 |
|
HIGH |
0.7889 |
|
0.618 |
0.7868 |
|
0.500 |
0.7862 |
|
0.382 |
0.7856 |
|
LOW |
0.7835 |
|
0.618 |
0.7802 |
|
1.000 |
0.7781 |
|
1.618 |
0.7748 |
|
2.618 |
0.7694 |
|
4.250 |
0.7606 |
|
|
| Fisher Pivots for day following 12-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7868 |
0.7870 |
| PP |
0.7865 |
0.7869 |
| S1 |
0.7862 |
0.7867 |
|