CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 04-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7910 |
0.7900 |
-0.0010 |
-0.1% |
0.7910 |
| High |
0.7937 |
0.7943 |
0.0007 |
0.1% |
0.8015 |
| Low |
0.7904 |
0.7883 |
-0.0021 |
-0.3% |
0.7850 |
| Close |
0.7912 |
0.7897 |
-0.0015 |
-0.2% |
0.7866 |
| Range |
0.0033 |
0.0060 |
0.0028 |
84.6% |
0.0166 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.7% |
0.0000 |
| Volume |
58 |
76 |
18 |
31.0% |
483 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8088 |
0.8052 |
0.7930 |
|
| R3 |
0.8028 |
0.7992 |
0.7914 |
|
| R2 |
0.7968 |
0.7968 |
0.7908 |
|
| R1 |
0.7932 |
0.7932 |
0.7903 |
0.7920 |
| PP |
0.7908 |
0.7908 |
0.7908 |
0.7902 |
| S1 |
0.7872 |
0.7872 |
0.7892 |
0.7860 |
| S2 |
0.7848 |
0.7848 |
0.7886 |
|
| S3 |
0.7788 |
0.7812 |
0.7881 |
|
| S4 |
0.7728 |
0.7752 |
0.7864 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8407 |
0.8302 |
0.7957 |
|
| R3 |
0.8241 |
0.8136 |
0.7911 |
|
| R2 |
0.8076 |
0.8076 |
0.7896 |
|
| R1 |
0.7971 |
0.7971 |
0.7881 |
0.7940 |
| PP |
0.7910 |
0.7910 |
0.7910 |
0.7895 |
| S1 |
0.7805 |
0.7805 |
0.7850 |
0.7775 |
| S2 |
0.7745 |
0.7745 |
0.7835 |
|
| S3 |
0.7579 |
0.7640 |
0.7820 |
|
| S4 |
0.7414 |
0.7474 |
0.7774 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8198 |
|
2.618 |
0.8100 |
|
1.618 |
0.8040 |
|
1.000 |
0.8003 |
|
0.618 |
0.7980 |
|
HIGH |
0.7943 |
|
0.618 |
0.7920 |
|
0.500 |
0.7913 |
|
0.382 |
0.7906 |
|
LOW |
0.7883 |
|
0.618 |
0.7846 |
|
1.000 |
0.7823 |
|
1.618 |
0.7786 |
|
2.618 |
0.7726 |
|
4.250 |
0.7628 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7913 |
0.7908 |
| PP |
0.7908 |
0.7905 |
| S1 |
0.7902 |
0.7901 |
|