CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 24-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7929 |
0.7943 |
0.0014 |
0.2% |
0.7881 |
| High |
0.7951 |
0.7998 |
0.0047 |
0.6% |
0.7941 |
| Low |
0.7908 |
0.7938 |
0.0031 |
0.4% |
0.7846 |
| Close |
0.7941 |
0.7982 |
0.0041 |
0.5% |
0.7924 |
| Range |
0.0044 |
0.0060 |
0.0016 |
36.8% |
0.0095 |
| ATR |
0.0051 |
0.0051 |
0.0001 |
1.2% |
0.0000 |
| Volume |
77,218 |
89,020 |
11,802 |
15.3% |
316,638 |
|
| Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8151 |
0.8126 |
0.8014 |
|
| R3 |
0.8091 |
0.8066 |
0.7998 |
|
| R2 |
0.8032 |
0.8032 |
0.7992 |
|
| R1 |
0.8007 |
0.8007 |
0.7987 |
0.8019 |
| PP |
0.7972 |
0.7972 |
0.7972 |
0.7979 |
| S1 |
0.7947 |
0.7947 |
0.7976 |
0.7960 |
| S2 |
0.7913 |
0.7913 |
0.7971 |
|
| S3 |
0.7853 |
0.7888 |
0.7965 |
|
| S4 |
0.7794 |
0.7828 |
0.7949 |
|
|
| 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 |
0.7998 |
0.7855 |
0.0143 |
1.8% |
0.0053 |
0.7% |
89% |
True |
False |
79,875 |
| 10 |
0.7998 |
0.7835 |
0.0163 |
2.0% |
0.0047 |
0.6% |
90% |
True |
False |
71,780 |
| 20 |
0.7998 |
0.7764 |
0.0234 |
2.9% |
0.0051 |
0.6% |
93% |
True |
False |
72,455 |
| 40 |
0.7998 |
0.7764 |
0.0234 |
2.9% |
0.0054 |
0.7% |
93% |
True |
False |
68,367 |
| 60 |
0.7998 |
0.7682 |
0.0316 |
4.0% |
0.0052 |
0.7% |
95% |
True |
False |
61,166 |
| 80 |
0.7998 |
0.7460 |
0.0538 |
6.7% |
0.0052 |
0.7% |
97% |
True |
False |
45,954 |
| 100 |
0.7998 |
0.7460 |
0.0538 |
6.7% |
0.0049 |
0.6% |
97% |
True |
False |
36,778 |
| 120 |
0.7998 |
0.7457 |
0.0541 |
6.8% |
0.0049 |
0.6% |
97% |
True |
False |
30,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8250 |
|
2.618 |
0.8153 |
|
1.618 |
0.8094 |
|
1.000 |
0.8057 |
|
0.618 |
0.8034 |
|
HIGH |
0.7998 |
|
0.618 |
0.7975 |
|
0.500 |
0.7968 |
|
0.382 |
0.7961 |
|
LOW |
0.7938 |
|
0.618 |
0.7901 |
|
1.000 |
0.7879 |
|
1.618 |
0.7842 |
|
2.618 |
0.7782 |
|
4.250 |
0.7685 |
|
|
| Fisher Pivots for day following 24-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7977 |
0.7971 |
| PP |
0.7972 |
0.7961 |
| S1 |
0.7968 |
0.7950 |
|