CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 01-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2021 |
01-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7938 |
0.7854 |
-0.0084 |
-1.1% |
0.7930 |
| High |
0.7945 |
0.7911 |
-0.0034 |
-0.4% |
0.8021 |
| Low |
0.7842 |
0.7849 |
0.0007 |
0.1% |
0.7842 |
| Close |
0.7870 |
0.7905 |
0.0035 |
0.4% |
0.7870 |
| Range |
0.0103 |
0.0063 |
-0.0040 |
-39.0% |
0.0179 |
| ATR |
0.0058 |
0.0059 |
0.0000 |
0.5% |
0.0000 |
| Volume |
153,845 |
76,475 |
-77,370 |
-50.3% |
513,911 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8076 |
0.8053 |
0.7939 |
|
| R3 |
0.8013 |
0.7990 |
0.7922 |
|
| R2 |
0.7951 |
0.7951 |
0.7916 |
|
| R1 |
0.7928 |
0.7928 |
0.7910 |
0.7939 |
| PP |
0.7888 |
0.7888 |
0.7888 |
0.7894 |
| S1 |
0.7865 |
0.7865 |
0.7899 |
0.7877 |
| S2 |
0.7826 |
0.7826 |
0.7893 |
|
| S3 |
0.7763 |
0.7803 |
0.7887 |
|
| S4 |
0.7701 |
0.7740 |
0.7870 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8448 |
0.8338 |
0.7968 |
|
| R3 |
0.8269 |
0.8159 |
0.7919 |
|
| R2 |
0.8090 |
0.8090 |
0.7902 |
|
| R1 |
0.7980 |
0.7980 |
0.7886 |
0.7945 |
| PP |
0.7911 |
0.7911 |
0.7911 |
0.7894 |
| S1 |
0.7801 |
0.7801 |
0.7853 |
0.7766 |
| S2 |
0.7732 |
0.7732 |
0.7837 |
|
| S3 |
0.7553 |
0.7622 |
0.7820 |
|
| S4 |
0.7374 |
0.7443 |
0.7771 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8021 |
0.7842 |
0.0179 |
2.3% |
0.0072 |
0.9% |
35% |
False |
False |
102,435 |
| 10 |
0.8021 |
0.7842 |
0.0179 |
2.3% |
0.0062 |
0.8% |
35% |
False |
False |
90,702 |
| 20 |
0.8021 |
0.7771 |
0.0251 |
3.2% |
0.0052 |
0.7% |
53% |
False |
False |
75,473 |
| 40 |
0.8021 |
0.7764 |
0.0258 |
3.3% |
0.0057 |
0.7% |
55% |
False |
False |
73,547 |
| 60 |
0.8021 |
0.7721 |
0.0301 |
3.8% |
0.0054 |
0.7% |
61% |
False |
False |
66,778 |
| 80 |
0.8021 |
0.7523 |
0.0498 |
6.3% |
0.0053 |
0.7% |
77% |
False |
False |
50,266 |
| 100 |
0.8021 |
0.7460 |
0.0561 |
7.1% |
0.0051 |
0.6% |
79% |
False |
False |
40,235 |
| 120 |
0.8021 |
0.7457 |
0.0565 |
7.1% |
0.0050 |
0.6% |
79% |
False |
False |
33,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8177 |
|
2.618 |
0.8075 |
|
1.618 |
0.8012 |
|
1.000 |
0.7974 |
|
0.618 |
0.7950 |
|
HIGH |
0.7911 |
|
0.618 |
0.7887 |
|
0.500 |
0.7880 |
|
0.382 |
0.7872 |
|
LOW |
0.7849 |
|
0.618 |
0.7810 |
|
1.000 |
0.7786 |
|
1.618 |
0.7747 |
|
2.618 |
0.7685 |
|
4.250 |
0.7583 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7896 |
0.7932 |
| PP |
0.7888 |
0.7923 |
| S1 |
0.7880 |
0.7914 |
|