CME Canadian Dollar Future June 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 |
0.7934 |
0.7854 |
-0.0080 |
-1.0% |
0.7931 |
| High |
0.7944 |
0.7911 |
-0.0033 |
-0.4% |
0.8021 |
| Low |
0.7842 |
0.7851 |
0.0009 |
0.1% |
0.7842 |
| Close |
0.7870 |
0.7905 |
0.0036 |
0.5% |
0.7870 |
| Range |
0.0102 |
0.0061 |
-0.0041 |
-40.4% |
0.0179 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.4% |
0.0000 |
| Volume |
3,276 |
2,670 |
-606 |
-18.5% |
11,240 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8070 |
0.8048 |
0.7938 |
|
| R3 |
0.8010 |
0.7988 |
0.7922 |
|
| R2 |
0.7949 |
0.7949 |
0.7916 |
|
| R1 |
0.7927 |
0.7927 |
0.7911 |
0.7938 |
| PP |
0.7889 |
0.7889 |
0.7889 |
0.7894 |
| S1 |
0.7867 |
0.7867 |
0.7899 |
0.7878 |
| S2 |
0.7828 |
0.7828 |
0.7894 |
|
| S3 |
0.7768 |
0.7806 |
0.7888 |
|
| S4 |
0.7707 |
0.7746 |
0.7872 |
|
|
| 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 |
2,614 |
| 10 |
0.8021 |
0.7842 |
0.0179 |
2.3% |
0.0061 |
0.8% |
35% |
False |
False |
1,537 |
| 20 |
0.8021 |
0.7772 |
0.0250 |
3.2% |
0.0051 |
0.6% |
54% |
False |
False |
863 |
| 40 |
0.8021 |
0.7766 |
0.0256 |
3.2% |
0.0056 |
0.7% |
55% |
False |
False |
533 |
| 60 |
0.8021 |
0.7722 |
0.0300 |
3.8% |
0.0052 |
0.7% |
61% |
False |
False |
397 |
| 80 |
0.8021 |
0.7528 |
0.0494 |
6.2% |
0.0049 |
0.6% |
76% |
False |
False |
319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8168 |
|
2.618 |
0.8069 |
|
1.618 |
0.8009 |
|
1.000 |
0.7972 |
|
0.618 |
0.7948 |
|
HIGH |
0.7911 |
|
0.618 |
0.7888 |
|
0.500 |
0.7881 |
|
0.382 |
0.7874 |
|
LOW |
0.7851 |
|
0.618 |
0.7813 |
|
1.000 |
0.7790 |
|
1.618 |
0.7753 |
|
2.618 |
0.7692 |
|
4.250 |
0.7593 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7897 |
0.7932 |
| PP |
0.7889 |
0.7923 |
| S1 |
0.7881 |
0.7914 |
|