CME Canadian Dollar Future September 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 |
0.7898 |
0.7901 |
0.0003 |
0.0% |
0.7880 |
| High |
0.7906 |
0.7918 |
0.0012 |
0.1% |
0.7949 |
| Low |
0.7853 |
0.7875 |
0.0022 |
0.3% |
0.7853 |
| Close |
0.7896 |
0.7902 |
0.0007 |
0.1% |
0.7896 |
| Range |
0.0053 |
0.0043 |
-0.0011 |
-19.8% |
0.0096 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
42 |
48 |
6 |
14.3% |
417 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8026 |
0.8006 |
0.7925 |
|
| R3 |
0.7983 |
0.7964 |
0.7914 |
|
| R2 |
0.7941 |
0.7941 |
0.7910 |
|
| R1 |
0.7921 |
0.7921 |
0.7906 |
0.7931 |
| PP |
0.7898 |
0.7898 |
0.7898 |
0.7903 |
| S1 |
0.7879 |
0.7879 |
0.7898 |
0.7889 |
| S2 |
0.7856 |
0.7856 |
0.7894 |
|
| S3 |
0.7813 |
0.7836 |
0.7890 |
|
| S4 |
0.7771 |
0.7794 |
0.7879 |
|
|
| 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% |
0.0052 |
0.7% |
51% |
False |
False |
89 |
| 10 |
0.8018 |
0.7843 |
0.0175 |
2.2% |
0.0058 |
0.7% |
34% |
False |
False |
74 |
| 20 |
0.8018 |
0.7826 |
0.0192 |
2.4% |
0.0048 |
0.6% |
40% |
False |
False |
46 |
| 40 |
0.8018 |
0.7767 |
0.0251 |
3.2% |
0.0047 |
0.6% |
54% |
False |
False |
43 |
| 60 |
0.8018 |
0.7729 |
0.0289 |
3.7% |
0.0044 |
0.6% |
60% |
False |
False |
35 |
| 80 |
0.8018 |
0.7600 |
0.0418 |
5.3% |
0.0040 |
0.5% |
72% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8098 |
|
2.618 |
0.8029 |
|
1.618 |
0.7986 |
|
1.000 |
0.7960 |
|
0.618 |
0.7944 |
|
HIGH |
0.7918 |
|
0.618 |
0.7901 |
|
0.500 |
0.7896 |
|
0.382 |
0.7891 |
|
LOW |
0.7875 |
|
0.618 |
0.7849 |
|
1.000 |
0.7833 |
|
1.618 |
0.7806 |
|
2.618 |
0.7764 |
|
4.250 |
0.7694 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7900 |
0.7902 |
| PP |
0.7898 |
0.7901 |
| S1 |
0.7896 |
0.7901 |
|