CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 18-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2021 |
18-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7879 |
0.7873 |
-0.0006 |
-0.1% |
0.7838 |
| High |
0.7882 |
0.7896 |
0.0014 |
0.2% |
0.7899 |
| Low |
0.7846 |
0.7855 |
0.0010 |
0.1% |
0.7824 |
| Close |
0.7875 |
0.7887 |
0.0012 |
0.1% |
0.7872 |
| Range |
0.0037 |
0.0041 |
0.0004 |
11.0% |
0.0076 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
68,241 |
70,518 |
2,277 |
3.3% |
269,840 |
|
| Daily Pivots for day following 18-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8001 |
0.7984 |
0.7909 |
|
| R3 |
0.7960 |
0.7944 |
0.7898 |
|
| R2 |
0.7920 |
0.7920 |
0.7894 |
|
| R1 |
0.7903 |
0.7903 |
0.7890 |
0.7911 |
| PP |
0.7879 |
0.7879 |
0.7879 |
0.7883 |
| S1 |
0.7863 |
0.7863 |
0.7883 |
0.7871 |
| S2 |
0.7839 |
0.7839 |
0.7879 |
|
| S3 |
0.7798 |
0.7822 |
0.7875 |
|
| S4 |
0.7758 |
0.7782 |
0.7864 |
|
|
| 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% |
0.0044 |
0.6% |
54% |
False |
False |
66,602 |
| 10 |
0.7931 |
0.7785 |
0.0146 |
1.9% |
0.0041 |
0.5% |
70% |
False |
False |
63,748 |
| 20 |
0.7944 |
0.7764 |
0.0181 |
2.3% |
0.0050 |
0.6% |
68% |
False |
False |
68,434 |
| 40 |
0.7944 |
0.7721 |
0.0224 |
2.8% |
0.0054 |
0.7% |
74% |
False |
False |
66,127 |
| 60 |
0.7944 |
0.7631 |
0.0314 |
4.0% |
0.0051 |
0.6% |
82% |
False |
False |
55,716 |
| 80 |
0.7944 |
0.7460 |
0.0484 |
6.1% |
0.0052 |
0.7% |
88% |
False |
False |
41,849 |
| 100 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0049 |
0.6% |
88% |
False |
False |
33,492 |
| 120 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0048 |
0.6% |
88% |
False |
False |
27,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8068 |
|
2.618 |
0.8002 |
|
1.618 |
0.7961 |
|
1.000 |
0.7936 |
|
0.618 |
0.7921 |
|
HIGH |
0.7896 |
|
0.618 |
0.7880 |
|
0.500 |
0.7875 |
|
0.382 |
0.7870 |
|
LOW |
0.7855 |
|
0.618 |
0.7830 |
|
1.000 |
0.7815 |
|
1.618 |
0.7789 |
|
2.618 |
0.7749 |
|
4.250 |
0.7683 |
|
|
| Fisher Pivots for day following 18-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7883 |
0.7888 |
| PP |
0.7879 |
0.7888 |
| S1 |
0.7875 |
0.7887 |
|