CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 16-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2021 |
16-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7875 |
0.7881 |
0.0006 |
0.1% |
0.7838 |
| High |
0.7889 |
0.7931 |
0.0042 |
0.5% |
0.7899 |
| Low |
0.7835 |
0.7873 |
0.0038 |
0.5% |
0.7824 |
| Close |
0.7872 |
0.7888 |
0.0017 |
0.2% |
0.7872 |
| Range |
0.0054 |
0.0059 |
0.0005 |
8.3% |
0.0076 |
| ATR |
0.0051 |
0.0051 |
0.0001 |
1.3% |
0.0000 |
| Volume |
54,905 |
93,466 |
38,561 |
70.2% |
269,840 |
|
| Daily Pivots for day following 16-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8073 |
0.8039 |
0.7920 |
|
| R3 |
0.8014 |
0.7980 |
0.7904 |
|
| R2 |
0.7956 |
0.7956 |
0.7899 |
|
| R1 |
0.7922 |
0.7922 |
0.7893 |
0.7939 |
| PP |
0.7897 |
0.7897 |
0.7897 |
0.7906 |
| S1 |
0.7863 |
0.7863 |
0.7883 |
0.7880 |
| S2 |
0.7839 |
0.7839 |
0.7877 |
|
| S3 |
0.7780 |
0.7805 |
0.7872 |
|
| S4 |
0.7722 |
0.7746 |
0.7856 |
|
|
| 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 |
0.7931 |
0.7834 |
0.0098 |
1.2% |
0.0044 |
0.6% |
56% |
True |
False |
61,362 |
| 10 |
0.7931 |
0.7771 |
0.0161 |
2.0% |
0.0042 |
0.5% |
73% |
True |
False |
62,890 |
| 20 |
0.7944 |
0.7764 |
0.0181 |
2.3% |
0.0053 |
0.7% |
69% |
False |
False |
69,925 |
| 40 |
0.7944 |
0.7721 |
0.0224 |
2.8% |
0.0054 |
0.7% |
75% |
False |
False |
65,620 |
| 60 |
0.7944 |
0.7624 |
0.0320 |
4.1% |
0.0051 |
0.6% |
83% |
False |
False |
53,414 |
| 80 |
0.7944 |
0.7460 |
0.0484 |
6.1% |
0.0052 |
0.7% |
88% |
False |
False |
40,115 |
| 100 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0049 |
0.6% |
89% |
False |
False |
32,106 |
| 120 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0048 |
0.6% |
89% |
False |
False |
26,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8180 |
|
2.618 |
0.8084 |
|
1.618 |
0.8026 |
|
1.000 |
0.7990 |
|
0.618 |
0.7967 |
|
HIGH |
0.7931 |
|
0.618 |
0.7909 |
|
0.500 |
0.7902 |
|
0.382 |
0.7895 |
|
LOW |
0.7873 |
|
0.618 |
0.7836 |
|
1.000 |
0.7814 |
|
1.618 |
0.7778 |
|
2.618 |
0.7719 |
|
4.250 |
0.7624 |
|
|
| Fisher Pivots for day following 16-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7902 |
0.7886 |
| PP |
0.7897 |
0.7885 |
| S1 |
0.7893 |
0.7883 |
|