CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 02-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2021 |
02-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7854 |
0.7908 |
0.0054 |
0.7% |
0.7930 |
| High |
0.7911 |
0.7937 |
0.0026 |
0.3% |
0.8021 |
| Low |
0.7849 |
0.7876 |
0.0027 |
0.3% |
0.7842 |
| Close |
0.7905 |
0.7926 |
0.0022 |
0.3% |
0.7870 |
| Range |
0.0063 |
0.0061 |
-0.0002 |
-2.4% |
0.0179 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.3% |
0.0000 |
| Volume |
76,475 |
62,552 |
-13,923 |
-18.2% |
513,911 |
|
| Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8096 |
0.8072 |
0.7960 |
|
| R3 |
0.8035 |
0.8011 |
0.7943 |
|
| R2 |
0.7974 |
0.7974 |
0.7937 |
|
| R1 |
0.7950 |
0.7950 |
0.7932 |
0.7962 |
| PP |
0.7913 |
0.7913 |
0.7913 |
0.7919 |
| S1 |
0.7889 |
0.7889 |
0.7920 |
0.7901 |
| S2 |
0.7852 |
0.7852 |
0.7915 |
|
| S3 |
0.7791 |
0.7828 |
0.7909 |
|
| S4 |
0.7730 |
0.7767 |
0.7892 |
|
|
| 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% |
0.0076 |
1.0% |
47% |
False |
False |
99,502 |
| 10 |
0.8021 |
0.7842 |
0.0179 |
2.3% |
0.0062 |
0.8% |
47% |
False |
False |
87,611 |
| 20 |
0.8021 |
0.7771 |
0.0251 |
3.2% |
0.0052 |
0.7% |
62% |
False |
False |
75,250 |
| 40 |
0.8021 |
0.7764 |
0.0258 |
3.2% |
0.0058 |
0.7% |
63% |
False |
False |
73,804 |
| 60 |
0.8021 |
0.7721 |
0.0301 |
3.8% |
0.0055 |
0.7% |
68% |
False |
False |
67,770 |
| 80 |
0.8021 |
0.7523 |
0.0498 |
6.3% |
0.0053 |
0.7% |
81% |
False |
False |
51,046 |
| 100 |
0.8021 |
0.7460 |
0.0561 |
7.1% |
0.0051 |
0.6% |
83% |
False |
False |
40,860 |
| 120 |
0.8021 |
0.7457 |
0.0565 |
7.1% |
0.0050 |
0.6% |
83% |
False |
False |
34,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8196 |
|
2.618 |
0.8096 |
|
1.618 |
0.8035 |
|
1.000 |
0.7998 |
|
0.618 |
0.7974 |
|
HIGH |
0.7937 |
|
0.618 |
0.7913 |
|
0.500 |
0.7906 |
|
0.382 |
0.7899 |
|
LOW |
0.7876 |
|
0.618 |
0.7838 |
|
1.000 |
0.7815 |
|
1.618 |
0.7777 |
|
2.618 |
0.7716 |
|
4.250 |
0.7616 |
|
|
| Fisher Pivots for day following 02-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7919 |
0.7915 |
| PP |
0.7913 |
0.7904 |
| S1 |
0.7906 |
0.7893 |
|