CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 17-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2021 |
17-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7881 |
0.7879 |
-0.0003 |
0.0% |
0.7838 |
| High |
0.7931 |
0.7882 |
-0.0049 |
-0.6% |
0.7899 |
| Low |
0.7873 |
0.7846 |
-0.0027 |
-0.3% |
0.7824 |
| Close |
0.7888 |
0.7875 |
-0.0013 |
-0.2% |
0.7872 |
| Range |
0.0059 |
0.0037 |
-0.0022 |
-37.6% |
0.0076 |
| ATR |
0.0051 |
0.0051 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
93,466 |
68,241 |
-25,225 |
-27.0% |
269,840 |
|
| Daily Pivots for day following 17-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7977 |
0.7963 |
0.7895 |
|
| R3 |
0.7941 |
0.7926 |
0.7885 |
|
| R2 |
0.7904 |
0.7904 |
0.7882 |
|
| R1 |
0.7890 |
0.7890 |
0.7878 |
0.7879 |
| PP |
0.7868 |
0.7868 |
0.7868 |
0.7862 |
| S1 |
0.7853 |
0.7853 |
0.7872 |
0.7842 |
| S2 |
0.7831 |
0.7831 |
0.7868 |
|
| S3 |
0.7795 |
0.7817 |
0.7865 |
|
| S4 |
0.7758 |
0.7780 |
0.7855 |
|
|
| 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 |
0.7835 |
0.0096 |
1.2% |
0.0042 |
0.5% |
42% |
False |
False |
63,684 |
| 10 |
0.7931 |
0.7785 |
0.0146 |
1.9% |
0.0040 |
0.5% |
62% |
False |
False |
62,401 |
| 20 |
0.7944 |
0.7764 |
0.0181 |
2.3% |
0.0052 |
0.7% |
62% |
False |
False |
69,082 |
| 40 |
0.7944 |
0.7721 |
0.0224 |
2.8% |
0.0054 |
0.7% |
69% |
False |
False |
65,881 |
| 60 |
0.7944 |
0.7624 |
0.0320 |
4.1% |
0.0051 |
0.6% |
78% |
False |
False |
54,544 |
| 80 |
0.7944 |
0.7460 |
0.0484 |
6.1% |
0.0052 |
0.7% |
86% |
False |
False |
40,968 |
| 100 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0049 |
0.6% |
86% |
False |
False |
32,788 |
| 120 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0048 |
0.6% |
86% |
False |
False |
27,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8037 |
|
2.618 |
0.7978 |
|
1.618 |
0.7941 |
|
1.000 |
0.7919 |
|
0.618 |
0.7905 |
|
HIGH |
0.7882 |
|
0.618 |
0.7868 |
|
0.500 |
0.7864 |
|
0.382 |
0.7859 |
|
LOW |
0.7846 |
|
0.618 |
0.7823 |
|
1.000 |
0.7809 |
|
1.618 |
0.7786 |
|
2.618 |
0.7750 |
|
4.250 |
0.7690 |
|
|
| Fisher Pivots for day following 17-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7871 |
0.7883 |
| PP |
0.7868 |
0.7880 |
| S1 |
0.7864 |
0.7878 |
|