CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 25-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2021 |
25-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7943 |
0.7991 |
0.0049 |
0.6% |
0.7881 |
| High |
0.7998 |
0.8021 |
0.0024 |
0.3% |
0.7941 |
| Low |
0.7938 |
0.7928 |
-0.0011 |
-0.1% |
0.7846 |
| Close |
0.7982 |
0.7952 |
-0.0030 |
-0.4% |
0.7924 |
| Range |
0.0060 |
0.0094 |
0.0034 |
57.1% |
0.0095 |
| ATR |
0.0051 |
0.0054 |
0.0003 |
5.9% |
0.0000 |
| Volume |
89,020 |
115,618 |
26,598 |
29.9% |
316,638 |
|
| Daily Pivots for day following 25-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8247 |
0.8193 |
0.8003 |
|
| R3 |
0.8154 |
0.8099 |
0.7977 |
|
| R2 |
0.8060 |
0.8060 |
0.7969 |
|
| R1 |
0.8006 |
0.8006 |
0.7960 |
0.7986 |
| PP |
0.7967 |
0.7967 |
0.7967 |
0.7957 |
| S1 |
0.7912 |
0.7912 |
0.7943 |
0.7893 |
| S2 |
0.7873 |
0.7873 |
0.7934 |
|
| S3 |
0.7780 |
0.7819 |
0.7926 |
|
| S4 |
0.7686 |
0.7725 |
0.7900 |
|
|
| 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 |
0.8021 |
0.7865 |
0.0156 |
2.0% |
0.0064 |
0.8% |
55% |
True |
False |
88,895 |
| 10 |
0.8021 |
0.7835 |
0.0186 |
2.3% |
0.0054 |
0.7% |
63% |
True |
False |
77,749 |
| 20 |
0.8021 |
0.7764 |
0.0258 |
3.2% |
0.0051 |
0.6% |
73% |
True |
False |
73,819 |
| 40 |
0.8021 |
0.7764 |
0.0258 |
3.2% |
0.0055 |
0.7% |
73% |
True |
False |
70,319 |
| 60 |
0.8021 |
0.7691 |
0.0331 |
4.2% |
0.0053 |
0.7% |
79% |
True |
False |
63,070 |
| 80 |
0.8021 |
0.7484 |
0.0538 |
6.8% |
0.0052 |
0.7% |
87% |
True |
False |
47,396 |
| 100 |
0.8021 |
0.7460 |
0.0561 |
7.1% |
0.0050 |
0.6% |
88% |
True |
False |
37,933 |
| 120 |
0.8021 |
0.7457 |
0.0565 |
7.1% |
0.0049 |
0.6% |
88% |
True |
False |
31,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8418 |
|
2.618 |
0.8266 |
|
1.618 |
0.8172 |
|
1.000 |
0.8115 |
|
0.618 |
0.8079 |
|
HIGH |
0.8021 |
|
0.618 |
0.7985 |
|
0.500 |
0.7974 |
|
0.382 |
0.7963 |
|
LOW |
0.7928 |
|
0.618 |
0.7870 |
|
1.000 |
0.7834 |
|
1.618 |
0.7776 |
|
2.618 |
0.7683 |
|
4.250 |
0.7530 |
|
|
| Fisher Pivots for day following 25-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7974 |
0.7964 |
| PP |
0.7967 |
0.7960 |
| S1 |
0.7959 |
0.7956 |
|