CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 23-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7930 |
0.7929 |
-0.0001 |
0.0% |
0.7881 |
| High |
0.7949 |
0.7951 |
0.0002 |
0.0% |
0.7941 |
| Low |
0.7903 |
0.7908 |
0.0005 |
0.1% |
0.7846 |
| Close |
0.7937 |
0.7941 |
0.0004 |
0.1% |
0.7924 |
| Range |
0.0047 |
0.0044 |
-0.0003 |
-6.5% |
0.0095 |
| ATR |
0.0051 |
0.0051 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
78,210 |
77,218 |
-992 |
-1.3% |
316,638 |
|
| Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8064 |
0.8046 |
0.7965 |
|
| R3 |
0.8020 |
0.8002 |
0.7953 |
|
| R2 |
0.7977 |
0.7977 |
0.7949 |
|
| R1 |
0.7959 |
0.7959 |
0.7945 |
0.7968 |
| PP |
0.7933 |
0.7933 |
0.7933 |
0.7938 |
| S1 |
0.7915 |
0.7915 |
0.7937 |
0.7924 |
| S2 |
0.7890 |
0.7890 |
0.7933 |
|
| S3 |
0.7846 |
0.7872 |
0.7929 |
|
| S4 |
0.7803 |
0.7828 |
0.7917 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8188 |
0.8151 |
0.7976 |
|
| R3 |
0.8093 |
0.8056 |
0.7950 |
|
| R2 |
0.7998 |
0.7998 |
0.7941 |
|
| R1 |
0.7961 |
0.7961 |
0.7932 |
0.7980 |
| PP |
0.7903 |
0.7903 |
0.7903 |
0.7913 |
| S1 |
0.7866 |
0.7866 |
0.7915 |
0.7885 |
| S2 |
0.7808 |
0.7808 |
0.7906 |
|
| S3 |
0.7713 |
0.7771 |
0.7897 |
|
| S4 |
0.7618 |
0.7676 |
0.7871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7951 |
0.7846 |
0.0106 |
1.3% |
0.0049 |
0.6% |
91% |
True |
False |
75,720 |
| 10 |
0.7951 |
0.7834 |
0.0118 |
1.5% |
0.0046 |
0.6% |
91% |
True |
False |
68,541 |
| 20 |
0.7951 |
0.7764 |
0.0188 |
2.4% |
0.0050 |
0.6% |
95% |
True |
False |
70,805 |
| 40 |
0.7951 |
0.7764 |
0.0188 |
2.4% |
0.0053 |
0.7% |
95% |
True |
False |
66,815 |
| 60 |
0.7951 |
0.7679 |
0.0273 |
3.4% |
0.0051 |
0.6% |
96% |
True |
False |
59,690 |
| 80 |
0.7951 |
0.7460 |
0.0491 |
6.2% |
0.0052 |
0.7% |
98% |
True |
False |
44,844 |
| 100 |
0.7951 |
0.7457 |
0.0495 |
6.2% |
0.0049 |
0.6% |
98% |
True |
False |
35,889 |
| 120 |
0.7951 |
0.7457 |
0.0495 |
6.2% |
0.0049 |
0.6% |
98% |
True |
False |
29,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8136 |
|
2.618 |
0.8065 |
|
1.618 |
0.8021 |
|
1.000 |
0.7995 |
|
0.618 |
0.7978 |
|
HIGH |
0.7951 |
|
0.618 |
0.7934 |
|
0.500 |
0.7929 |
|
0.382 |
0.7924 |
|
LOW |
0.7908 |
|
0.618 |
0.7881 |
|
1.000 |
0.7864 |
|
1.618 |
0.7837 |
|
2.618 |
0.7794 |
|
4.250 |
0.7723 |
|
|
| Fisher Pivots for day following 23-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7937 |
0.7930 |
| PP |
0.7933 |
0.7919 |
| S1 |
0.7929 |
0.7908 |
|