CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 05-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7902 |
0.7895 |
-0.0008 |
-0.1% |
0.7854 |
| High |
0.7952 |
0.7908 |
-0.0045 |
-0.6% |
0.7952 |
| Low |
0.7879 |
0.7852 |
-0.0027 |
-0.3% |
0.7851 |
| Close |
0.7900 |
0.7897 |
-0.0003 |
0.0% |
0.7897 |
| Range |
0.0073 |
0.0056 |
-0.0018 |
-24.0% |
0.0102 |
| ATR |
0.0058 |
0.0057 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
2,867 |
8,999 |
6,132 |
213.9% |
18,452 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8052 |
0.8030 |
0.7927 |
|
| R3 |
0.7996 |
0.7974 |
0.7912 |
|
| R2 |
0.7941 |
0.7941 |
0.7907 |
|
| R1 |
0.7919 |
0.7919 |
0.7902 |
0.7930 |
| PP |
0.7885 |
0.7885 |
0.7885 |
0.7891 |
| S1 |
0.7863 |
0.7863 |
0.7891 |
0.7874 |
| S2 |
0.7830 |
0.7830 |
0.7886 |
|
| S3 |
0.7774 |
0.7808 |
0.7881 |
|
| S4 |
0.7719 |
0.7752 |
0.7866 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8204 |
0.8152 |
0.7952 |
|
| R3 |
0.8103 |
0.8050 |
0.7924 |
|
| R2 |
0.8001 |
0.8001 |
0.7915 |
|
| R1 |
0.7949 |
0.7949 |
0.7906 |
0.7975 |
| PP |
0.7900 |
0.7900 |
0.7900 |
0.7913 |
| S1 |
0.7847 |
0.7847 |
0.7887 |
0.7874 |
| S2 |
0.7798 |
0.7798 |
0.7878 |
|
| S3 |
0.7697 |
0.7746 |
0.7869 |
|
| S4 |
0.7595 |
0.7644 |
0.7841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7952 |
0.7851 |
0.0102 |
1.3% |
0.0058 |
0.7% |
45% |
False |
False |
3,690 |
| 10 |
0.8021 |
0.7842 |
0.0179 |
2.3% |
0.0063 |
0.8% |
30% |
False |
False |
2,969 |
| 20 |
0.8021 |
0.7795 |
0.0227 |
2.9% |
0.0053 |
0.7% |
45% |
False |
False |
1,614 |
| 40 |
0.8021 |
0.7766 |
0.0256 |
3.2% |
0.0055 |
0.7% |
51% |
False |
False |
917 |
| 60 |
0.8021 |
0.7723 |
0.0298 |
3.8% |
0.0053 |
0.7% |
58% |
False |
False |
650 |
| 80 |
0.8021 |
0.7599 |
0.0423 |
5.4% |
0.0049 |
0.6% |
71% |
False |
False |
515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8143 |
|
2.618 |
0.8053 |
|
1.618 |
0.7997 |
|
1.000 |
0.7963 |
|
0.618 |
0.7942 |
|
HIGH |
0.7908 |
|
0.618 |
0.7886 |
|
0.500 |
0.7880 |
|
0.382 |
0.7873 |
|
LOW |
0.7852 |
|
0.618 |
0.7818 |
|
1.000 |
0.7797 |
|
1.618 |
0.7762 |
|
2.618 |
0.7707 |
|
4.250 |
0.7616 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7891 |
0.7902 |
| PP |
0.7885 |
0.7900 |
| S1 |
0.7880 |
0.7898 |
|