CME Canadian Dollar Future September 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 |
0.7920 |
0.7898 |
-0.0022 |
-0.3% |
0.7880 |
High |
0.7949 |
0.7906 |
-0.0043 |
-0.5% |
0.7949 |
Low |
0.7882 |
0.7853 |
-0.0029 |
-0.4% |
0.7853 |
Close |
0.7898 |
0.7896 |
-0.0003 |
0.0% |
0.7896 |
Range |
0.0067 |
0.0053 |
-0.0014 |
-20.9% |
0.0096 |
ATR |
0.0053 |
0.0053 |
0.0000 |
0.0% |
0.0000 |
Volume |
169 |
42 |
-127 |
-75.1% |
417 |
|
Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8044 |
0.8023 |
0.7925 |
|
R3 |
0.7991 |
0.7970 |
0.7910 |
|
R2 |
0.7938 |
0.7938 |
0.7905 |
|
R1 |
0.7917 |
0.7917 |
0.7900 |
0.7901 |
PP |
0.7885 |
0.7885 |
0.7885 |
0.7877 |
S1 |
0.7864 |
0.7864 |
0.7891 |
0.7848 |
S2 |
0.7832 |
0.7832 |
0.7886 |
|
S3 |
0.7779 |
0.7811 |
0.7881 |
|
S4 |
0.7726 |
0.7758 |
0.7866 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8187 |
0.8137 |
0.7948 |
|
R3 |
0.8091 |
0.8041 |
0.7922 |
|
R2 |
0.7995 |
0.7995 |
0.7913 |
|
R1 |
0.7945 |
0.7945 |
0.7904 |
0.7970 |
PP |
0.7899 |
0.7899 |
0.7899 |
0.7912 |
S1 |
0.7849 |
0.7849 |
0.7887 |
0.7874 |
S2 |
0.7803 |
0.7803 |
0.7878 |
|
S3 |
0.7707 |
0.7753 |
0.7869 |
|
S4 |
0.7611 |
0.7657 |
0.7843 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7949 |
0.7853 |
0.0096 |
1.2% |
0.0053 |
0.7% |
44% |
False |
True |
83 |
10 |
0.8018 |
0.7843 |
0.0175 |
2.2% |
0.0058 |
0.7% |
30% |
False |
False |
70 |
20 |
0.8018 |
0.7811 |
0.0207 |
2.6% |
0.0047 |
0.6% |
41% |
False |
False |
47 |
40 |
0.8018 |
0.7767 |
0.0251 |
3.2% |
0.0047 |
0.6% |
51% |
False |
False |
42 |
60 |
0.8018 |
0.7729 |
0.0289 |
3.7% |
0.0043 |
0.6% |
58% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8131 |
2.618 |
0.8045 |
1.618 |
0.7992 |
1.000 |
0.7959 |
0.618 |
0.7939 |
HIGH |
0.7906 |
0.618 |
0.7886 |
0.500 |
0.7880 |
0.382 |
0.7873 |
LOW |
0.7853 |
0.618 |
0.7820 |
1.000 |
0.7800 |
1.618 |
0.7767 |
2.618 |
0.7714 |
4.250 |
0.7628 |
|
|
Fisher Pivots for day following 05-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7890 |
0.7901 |
PP |
0.7885 |
0.7899 |
S1 |
0.7880 |
0.7897 |
|