CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7895 |
0.7902 |
0.0008 |
0.1% |
0.7854 |
| High |
0.7908 |
0.7922 |
0.0015 |
0.2% |
0.7952 |
| Low |
0.7851 |
0.7874 |
0.0023 |
0.3% |
0.7849 |
| Close |
0.7896 |
0.7902 |
0.0006 |
0.1% |
0.7896 |
| Range |
0.0057 |
0.0049 |
-0.0009 |
-14.9% |
0.0104 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
104,583 |
93,941 |
-10,642 |
-10.2% |
403,617 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8045 |
0.8022 |
0.7928 |
|
| R3 |
0.7996 |
0.7973 |
0.7915 |
|
| R2 |
0.7948 |
0.7948 |
0.7910 |
|
| R1 |
0.7925 |
0.7925 |
0.7906 |
0.7912 |
| PP |
0.7899 |
0.7899 |
0.7899 |
0.7893 |
| S1 |
0.7876 |
0.7876 |
0.7897 |
0.7863 |
| S2 |
0.7851 |
0.7851 |
0.7893 |
|
| S3 |
0.7802 |
0.7828 |
0.7888 |
|
| S4 |
0.7754 |
0.7779 |
0.7875 |
|
|
| 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 |
0.7851 |
0.0102 |
1.3% |
0.0056 |
0.7% |
50% |
False |
False |
84,216 |
| 10 |
0.8021 |
0.7842 |
0.0179 |
2.3% |
0.0064 |
0.8% |
33% |
False |
False |
93,325 |
| 20 |
0.8021 |
0.7824 |
0.0198 |
2.5% |
0.0055 |
0.7% |
39% |
False |
False |
79,897 |
| 40 |
0.8021 |
0.7764 |
0.0258 |
3.3% |
0.0057 |
0.7% |
54% |
False |
False |
75,766 |
| 60 |
0.8021 |
0.7721 |
0.0301 |
3.8% |
0.0055 |
0.7% |
60% |
False |
False |
72,498 |
| 80 |
0.8021 |
0.7596 |
0.0425 |
5.4% |
0.0052 |
0.7% |
72% |
False |
False |
55,513 |
| 100 |
0.8021 |
0.7460 |
0.0561 |
7.1% |
0.0052 |
0.7% |
79% |
False |
False |
44,444 |
| 120 |
0.8021 |
0.7457 |
0.0565 |
7.1% |
0.0050 |
0.6% |
79% |
False |
False |
37,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8128 |
|
2.618 |
0.8049 |
|
1.618 |
0.8000 |
|
1.000 |
0.7971 |
|
0.618 |
0.7952 |
|
HIGH |
0.7922 |
|
0.618 |
0.7903 |
|
0.500 |
0.7898 |
|
0.382 |
0.7892 |
|
LOW |
0.7874 |
|
0.618 |
0.7844 |
|
1.000 |
0.7825 |
|
1.618 |
0.7795 |
|
2.618 |
0.7747 |
|
4.250 |
0.7667 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7900 |
0.7901 |
| PP |
0.7899 |
0.7901 |
| S1 |
0.7898 |
0.7901 |
|