CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 26-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2021 |
26-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7991 |
0.7938 |
-0.0053 |
-0.7% |
0.7930 |
| High |
0.8021 |
0.7945 |
-0.0077 |
-1.0% |
0.8021 |
| Low |
0.7928 |
0.7842 |
-0.0086 |
-1.1% |
0.7842 |
| Close |
0.7952 |
0.7870 |
-0.0082 |
-1.0% |
0.7870 |
| Range |
0.0094 |
0.0103 |
0.0009 |
9.6% |
0.0179 |
| ATR |
0.0054 |
0.0058 |
0.0004 |
7.2% |
0.0000 |
| Volume |
115,618 |
153,845 |
38,227 |
33.1% |
513,911 |
|
| Daily Pivots for day following 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8193 |
0.8134 |
0.7926 |
|
| R3 |
0.8090 |
0.8031 |
0.7898 |
|
| R2 |
0.7988 |
0.7988 |
0.7888 |
|
| R1 |
0.7929 |
0.7929 |
0.7879 |
0.7907 |
| PP |
0.7885 |
0.7885 |
0.7885 |
0.7875 |
| S1 |
0.7826 |
0.7826 |
0.7860 |
0.7805 |
| S2 |
0.7783 |
0.7783 |
0.7851 |
|
| S3 |
0.7680 |
0.7724 |
0.7841 |
|
| S4 |
0.7578 |
0.7621 |
0.7813 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8448 |
0.8338 |
0.7968 |
|
| R3 |
0.8269 |
0.8159 |
0.7919 |
|
| R2 |
0.8090 |
0.8090 |
0.7902 |
|
| R1 |
0.7980 |
0.7980 |
0.7886 |
0.7945 |
| PP |
0.7911 |
0.7911 |
0.7911 |
0.7894 |
| S1 |
0.7801 |
0.7801 |
0.7853 |
0.7766 |
| S2 |
0.7732 |
0.7732 |
0.7837 |
|
| S3 |
0.7553 |
0.7622 |
0.7820 |
|
| S4 |
0.7374 |
0.7443 |
0.7771 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8021 |
0.7842 |
0.0179 |
2.3% |
0.0069 |
0.9% |
15% |
False |
True |
102,782 |
| 10 |
0.8021 |
0.7835 |
0.0186 |
2.4% |
0.0061 |
0.8% |
19% |
False |
False |
88,545 |
| 20 |
0.8021 |
0.7768 |
0.0253 |
3.2% |
0.0053 |
0.7% |
40% |
False |
False |
77,053 |
| 40 |
0.8021 |
0.7764 |
0.0258 |
3.3% |
0.0057 |
0.7% |
41% |
False |
False |
72,816 |
| 60 |
0.8021 |
0.7695 |
0.0327 |
4.1% |
0.0054 |
0.7% |
54% |
False |
False |
65,611 |
| 80 |
0.8021 |
0.7484 |
0.0538 |
6.8% |
0.0053 |
0.7% |
72% |
False |
False |
49,312 |
| 100 |
0.8021 |
0.7460 |
0.0561 |
7.1% |
0.0051 |
0.6% |
73% |
False |
False |
39,471 |
| 120 |
0.8021 |
0.7457 |
0.0565 |
7.2% |
0.0050 |
0.6% |
73% |
False |
False |
32,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8380 |
|
2.618 |
0.8213 |
|
1.618 |
0.8110 |
|
1.000 |
0.8047 |
|
0.618 |
0.8008 |
|
HIGH |
0.7945 |
|
0.618 |
0.7905 |
|
0.500 |
0.7893 |
|
0.382 |
0.7881 |
|
LOW |
0.7842 |
|
0.618 |
0.7779 |
|
1.000 |
0.7740 |
|
1.618 |
0.7676 |
|
2.618 |
0.7574 |
|
4.250 |
0.7406 |
|
|
| Fisher Pivots for day following 26-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7893 |
0.7932 |
| PP |
0.7885 |
0.7911 |
| S1 |
0.7877 |
0.7890 |
|