CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 01-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7801 |
0.7822 |
0.0022 |
0.3% |
0.7854 |
| High |
0.7852 |
0.7837 |
-0.0016 |
-0.2% |
0.7885 |
| Low |
0.7768 |
0.7775 |
0.0007 |
0.1% |
0.7764 |
| Close |
0.7812 |
0.7788 |
-0.0025 |
-0.3% |
0.7812 |
| Range |
0.0084 |
0.0062 |
-0.0022 |
-26.2% |
0.0121 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.2% |
0.0000 |
| Volume |
108,075 |
67,015 |
-41,060 |
-38.0% |
403,248 |
|
| Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7986 |
0.7949 |
0.7822 |
|
| R3 |
0.7924 |
0.7887 |
0.7805 |
|
| R2 |
0.7862 |
0.7862 |
0.7799 |
|
| R1 |
0.7825 |
0.7825 |
0.7793 |
0.7812 |
| PP |
0.7800 |
0.7800 |
0.7800 |
0.7793 |
| S1 |
0.7763 |
0.7763 |
0.7782 |
0.7750 |
| S2 |
0.7738 |
0.7738 |
0.7776 |
|
| S3 |
0.7676 |
0.7701 |
0.7770 |
|
| S4 |
0.7614 |
0.7639 |
0.7753 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8183 |
0.8119 |
0.7879 |
|
| R3 |
0.8062 |
0.7998 |
0.7845 |
|
| R2 |
0.7941 |
0.7941 |
0.7834 |
|
| R1 |
0.7877 |
0.7877 |
0.7823 |
0.7848 |
| PP |
0.7820 |
0.7820 |
0.7820 |
0.7806 |
| S1 |
0.7756 |
0.7756 |
0.7801 |
0.7727 |
| S2 |
0.7699 |
0.7699 |
0.7790 |
|
| S3 |
0.7578 |
0.7635 |
0.7779 |
|
| S4 |
0.7457 |
0.7514 |
0.7745 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7885 |
0.7764 |
0.0121 |
1.6% |
0.0069 |
0.9% |
20% |
False |
False |
81,721 |
| 10 |
0.7944 |
0.7764 |
0.0181 |
2.3% |
0.0064 |
0.8% |
13% |
False |
False |
76,960 |
| 20 |
0.7944 |
0.7764 |
0.0181 |
2.3% |
0.0064 |
0.8% |
13% |
False |
False |
72,359 |
| 40 |
0.7944 |
0.7721 |
0.0224 |
2.9% |
0.0056 |
0.7% |
30% |
False |
False |
64,030 |
| 60 |
0.7944 |
0.7523 |
0.0421 |
5.4% |
0.0053 |
0.7% |
63% |
False |
False |
42,977 |
| 80 |
0.7944 |
0.7460 |
0.0484 |
6.2% |
0.0051 |
0.7% |
68% |
False |
False |
32,263 |
| 100 |
0.7944 |
0.7457 |
0.0488 |
6.3% |
0.0049 |
0.6% |
68% |
False |
False |
25,823 |
| 120 |
0.7944 |
0.7457 |
0.0488 |
6.3% |
0.0048 |
0.6% |
68% |
False |
False |
21,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8100 |
|
2.618 |
0.7999 |
|
1.618 |
0.7937 |
|
1.000 |
0.7899 |
|
0.618 |
0.7875 |
|
HIGH |
0.7837 |
|
0.618 |
0.7813 |
|
0.500 |
0.7806 |
|
0.382 |
0.7798 |
|
LOW |
0.7775 |
|
0.618 |
0.7736 |
|
1.000 |
0.7713 |
|
1.618 |
0.7674 |
|
2.618 |
0.7612 |
|
4.250 |
0.7511 |
|
|
| Fisher Pivots for day following 01-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7806 |
0.7808 |
| PP |
0.7800 |
0.7801 |
| S1 |
0.7794 |
0.7794 |
|