CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 22-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7887 |
0.7930 |
0.0043 |
0.5% |
0.7881 |
| High |
0.7941 |
0.7949 |
0.0009 |
0.1% |
0.7941 |
| Low |
0.7865 |
0.7903 |
0.0038 |
0.5% |
0.7846 |
| Close |
0.7924 |
0.7937 |
0.0014 |
0.2% |
0.7924 |
| Range |
0.0076 |
0.0047 |
-0.0029 |
-38.4% |
0.0095 |
| ATR |
0.0052 |
0.0051 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
84,413 |
78,210 |
-6,203 |
-7.3% |
316,638 |
|
| Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8069 |
0.8050 |
0.7963 |
|
| R3 |
0.8023 |
0.8003 |
0.7950 |
|
| R2 |
0.7976 |
0.7976 |
0.7946 |
|
| R1 |
0.7957 |
0.7957 |
0.7941 |
0.7966 |
| PP |
0.7930 |
0.7930 |
0.7930 |
0.7934 |
| S1 |
0.7910 |
0.7910 |
0.7933 |
0.7920 |
| S2 |
0.7883 |
0.7883 |
0.7928 |
|
| S3 |
0.7837 |
0.7864 |
0.7924 |
|
| S4 |
0.7790 |
0.7817 |
0.7911 |
|
|
| 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 |
0.7949 |
0.7846 |
0.0104 |
1.3% |
0.0052 |
0.6% |
88% |
True |
False |
78,969 |
| 10 |
0.7949 |
0.7824 |
0.0126 |
1.6% |
0.0045 |
0.6% |
90% |
True |
False |
66,468 |
| 20 |
0.7949 |
0.7764 |
0.0186 |
2.3% |
0.0051 |
0.6% |
94% |
True |
False |
70,027 |
| 40 |
0.7949 |
0.7750 |
0.0199 |
2.5% |
0.0053 |
0.7% |
94% |
True |
False |
66,304 |
| 60 |
0.7949 |
0.7644 |
0.0306 |
3.8% |
0.0052 |
0.7% |
96% |
True |
False |
58,415 |
| 80 |
0.7949 |
0.7460 |
0.0489 |
6.2% |
0.0052 |
0.7% |
98% |
True |
False |
43,880 |
| 100 |
0.7949 |
0.7457 |
0.0493 |
6.2% |
0.0049 |
0.6% |
98% |
True |
False |
35,118 |
| 120 |
0.7949 |
0.7457 |
0.0493 |
6.2% |
0.0049 |
0.6% |
98% |
True |
False |
29,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8147 |
|
2.618 |
0.8071 |
|
1.618 |
0.8024 |
|
1.000 |
0.7996 |
|
0.618 |
0.7978 |
|
HIGH |
0.7949 |
|
0.618 |
0.7931 |
|
0.500 |
0.7926 |
|
0.382 |
0.7920 |
|
LOW |
0.7903 |
|
0.618 |
0.7874 |
|
1.000 |
0.7856 |
|
1.618 |
0.7827 |
|
2.618 |
0.7781 |
|
4.250 |
0.7705 |
|
|
| Fisher Pivots for day following 22-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7933 |
0.7925 |
| PP |
0.7930 |
0.7914 |
| S1 |
0.7926 |
0.7902 |
|