CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 03-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2021 |
03-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7912 |
0.7912 |
-0.0001 |
0.0% |
0.7931 |
| High |
0.7937 |
0.7941 |
0.0004 |
0.1% |
0.8021 |
| Low |
0.7876 |
0.7900 |
0.0024 |
0.3% |
0.7842 |
| Close |
0.7927 |
0.7915 |
-0.0012 |
-0.2% |
0.7870 |
| Range |
0.0061 |
0.0041 |
-0.0020 |
-33.1% |
0.0179 |
| ATR |
0.0058 |
0.0056 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
2,122 |
1,794 |
-328 |
-15.5% |
11,240 |
|
| Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8040 |
0.8018 |
0.7937 |
|
| R3 |
0.7999 |
0.7977 |
0.7926 |
|
| R2 |
0.7959 |
0.7959 |
0.7922 |
|
| R1 |
0.7937 |
0.7937 |
0.7918 |
0.7948 |
| PP |
0.7918 |
0.7918 |
0.7918 |
0.7924 |
| S1 |
0.7896 |
0.7896 |
0.7911 |
0.7907 |
| S2 |
0.7878 |
0.7878 |
0.7907 |
|
| S3 |
0.7837 |
0.7856 |
0.7903 |
|
| S4 |
0.7797 |
0.7815 |
0.7892 |
|
|
| 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% |
0.0071 |
0.9% |
41% |
False |
False |
2,481 |
| 10 |
0.8021 |
0.7842 |
0.0179 |
2.3% |
0.0062 |
0.8% |
41% |
False |
False |
1,832 |
| 20 |
0.8021 |
0.7787 |
0.0234 |
3.0% |
0.0050 |
0.6% |
54% |
False |
False |
1,031 |
| 40 |
0.8021 |
0.7766 |
0.0256 |
3.2% |
0.0055 |
0.7% |
58% |
False |
False |
626 |
| 60 |
0.8021 |
0.7723 |
0.0298 |
3.8% |
0.0052 |
0.7% |
64% |
False |
False |
458 |
| 80 |
0.8021 |
0.7599 |
0.0423 |
5.3% |
0.0049 |
0.6% |
75% |
False |
False |
367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8113 |
|
2.618 |
0.8047 |
|
1.618 |
0.8006 |
|
1.000 |
0.7981 |
|
0.618 |
0.7966 |
|
HIGH |
0.7941 |
|
0.618 |
0.7925 |
|
0.500 |
0.7920 |
|
0.382 |
0.7915 |
|
LOW |
0.7900 |
|
0.618 |
0.7875 |
|
1.000 |
0.7860 |
|
1.618 |
0.7834 |
|
2.618 |
0.7794 |
|
4.250 |
0.7728 |
|
|
| Fisher Pivots for day following 03-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7920 |
0.7908 |
| PP |
0.7918 |
0.7902 |
| S1 |
0.7916 |
0.7896 |
|