CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 19-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2021 |
19-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7873 |
0.7887 |
0.0015 |
0.2% |
0.7881 |
| High |
0.7896 |
0.7941 |
0.0045 |
0.6% |
0.7941 |
| Low |
0.7855 |
0.7865 |
0.0010 |
0.1% |
0.7846 |
| Close |
0.7887 |
0.7924 |
0.0037 |
0.5% |
0.7924 |
| Range |
0.0041 |
0.0076 |
0.0035 |
86.4% |
0.0095 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
3.7% |
0.0000 |
| Volume |
70,518 |
84,413 |
13,895 |
19.7% |
316,638 |
|
| Daily Pivots for day following 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8136 |
0.8105 |
0.7965 |
|
| R3 |
0.8061 |
0.8030 |
0.7944 |
|
| R2 |
0.7985 |
0.7985 |
0.7937 |
|
| R1 |
0.7954 |
0.7954 |
0.7930 |
0.7970 |
| PP |
0.7910 |
0.7910 |
0.7910 |
0.7917 |
| S1 |
0.7879 |
0.7879 |
0.7917 |
0.7894 |
| S2 |
0.7834 |
0.7834 |
0.7910 |
|
| S3 |
0.7759 |
0.7803 |
0.7903 |
|
| S4 |
0.7683 |
0.7728 |
0.7882 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8188 |
0.8151 |
0.7976 |
|
| R3 |
0.8093 |
0.8056 |
0.7950 |
|
| R2 |
0.7998 |
0.7998 |
0.7941 |
|
| R1 |
0.7961 |
0.7961 |
0.7932 |
0.7980 |
| PP |
0.7903 |
0.7903 |
0.7903 |
0.7913 |
| S1 |
0.7866 |
0.7866 |
0.7915 |
0.7885 |
| S2 |
0.7808 |
0.7808 |
0.7906 |
|
| S3 |
0.7713 |
0.7771 |
0.7897 |
|
| S4 |
0.7618 |
0.7676 |
0.7871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7941 |
0.7835 |
0.0106 |
1.3% |
0.0053 |
0.7% |
84% |
True |
False |
74,308 |
| 10 |
0.7941 |
0.7793 |
0.0148 |
1.9% |
0.0045 |
0.6% |
89% |
True |
False |
66,010 |
| 20 |
0.7941 |
0.7764 |
0.0177 |
2.2% |
0.0052 |
0.7% |
90% |
True |
False |
69,398 |
| 40 |
0.7944 |
0.7739 |
0.0206 |
2.6% |
0.0053 |
0.7% |
90% |
False |
False |
65,964 |
| 60 |
0.7944 |
0.7631 |
0.0314 |
4.0% |
0.0052 |
0.6% |
93% |
False |
False |
57,118 |
| 80 |
0.7944 |
0.7460 |
0.0484 |
6.1% |
0.0052 |
0.7% |
96% |
False |
False |
42,903 |
| 100 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0049 |
0.6% |
96% |
False |
False |
34,336 |
| 120 |
0.7944 |
0.7457 |
0.0488 |
6.2% |
0.0049 |
0.6% |
96% |
False |
False |
28,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8261 |
|
2.618 |
0.8138 |
|
1.618 |
0.8063 |
|
1.000 |
0.8016 |
|
0.618 |
0.7987 |
|
HIGH |
0.7941 |
|
0.618 |
0.7912 |
|
0.500 |
0.7903 |
|
0.382 |
0.7894 |
|
LOW |
0.7865 |
|
0.618 |
0.7818 |
|
1.000 |
0.7790 |
|
1.618 |
0.7743 |
|
2.618 |
0.7667 |
|
4.250 |
0.7544 |
|
|
| Fisher Pivots for day following 19-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7917 |
0.7913 |
| PP |
0.7910 |
0.7903 |
| S1 |
0.7903 |
0.7893 |
|