CME Canadian Dollar Future March 2021
Trading Metrics calculated at close of trading on 05-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
0.7903 |
0.7895 |
-0.0008 |
-0.1% |
0.7854 |
High |
0.7952 |
0.7908 |
-0.0045 |
-0.6% |
0.7952 |
Low |
0.7878 |
0.7851 |
-0.0027 |
-0.3% |
0.7849 |
Close |
0.7899 |
0.7896 |
-0.0003 |
0.0% |
0.7896 |
Range |
0.0075 |
0.0057 |
-0.0018 |
-23.5% |
0.0104 |
ATR |
0.0059 |
0.0059 |
0.0000 |
-0.2% |
0.0000 |
Volume |
94,437 |
104,583 |
10,146 |
10.7% |
403,617 |
|
Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8056 |
0.8033 |
0.7927 |
|
R3 |
0.7999 |
0.7976 |
0.7911 |
|
R2 |
0.7942 |
0.7942 |
0.7906 |
|
R1 |
0.7919 |
0.7919 |
0.7901 |
0.7930 |
PP |
0.7885 |
0.7885 |
0.7885 |
0.7890 |
S1 |
0.7862 |
0.7862 |
0.7890 |
0.7873 |
S2 |
0.7828 |
0.7828 |
0.7885 |
|
S3 |
0.7771 |
0.7805 |
0.7880 |
|
S4 |
0.7714 |
0.7748 |
0.7864 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8209 |
0.8156 |
0.7952 |
|
R3 |
0.8106 |
0.8052 |
0.7924 |
|
R2 |
0.8002 |
0.8002 |
0.7914 |
|
R1 |
0.7949 |
0.7949 |
0.7905 |
0.7976 |
PP |
0.7899 |
0.7899 |
0.7899 |
0.7912 |
S1 |
0.7845 |
0.7845 |
0.7886 |
0.7872 |
S2 |
0.7795 |
0.7795 |
0.7877 |
|
S3 |
0.7692 |
0.7742 |
0.7867 |
|
S4 |
0.7588 |
0.7638 |
0.7839 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7952 |
0.7849 |
0.0104 |
1.3% |
0.0059 |
0.7% |
45% |
False |
False |
80,723 |
10 |
0.8021 |
0.7842 |
0.0179 |
2.3% |
0.0064 |
0.8% |
30% |
False |
False |
91,752 |
20 |
0.8021 |
0.7793 |
0.0229 |
2.9% |
0.0054 |
0.7% |
45% |
False |
False |
78,881 |
40 |
0.8021 |
0.7764 |
0.0258 |
3.3% |
0.0057 |
0.7% |
51% |
False |
False |
74,937 |
60 |
0.8021 |
0.7721 |
0.0301 |
3.8% |
0.0055 |
0.7% |
58% |
False |
False |
71,579 |
80 |
0.8021 |
0.7596 |
0.0425 |
5.4% |
0.0052 |
0.7% |
70% |
False |
False |
54,343 |
100 |
0.8021 |
0.7460 |
0.0561 |
7.1% |
0.0052 |
0.7% |
78% |
False |
False |
43,504 |
120 |
0.8021 |
0.7457 |
0.0565 |
7.1% |
0.0050 |
0.6% |
78% |
False |
False |
36,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8150 |
2.618 |
0.8057 |
1.618 |
0.8000 |
1.000 |
0.7965 |
0.618 |
0.7943 |
HIGH |
0.7908 |
0.618 |
0.7886 |
0.500 |
0.7879 |
0.382 |
0.7872 |
LOW |
0.7851 |
0.618 |
0.7815 |
1.000 |
0.7794 |
1.618 |
0.7758 |
2.618 |
0.7701 |
4.250 |
0.7608 |
|
|
Fisher Pivots for day following 05-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7890 |
0.7901 |
PP |
0.7885 |
0.7899 |
S1 |
0.7879 |
0.7897 |
|