CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 01-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2021 |
01-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7940 |
0.7880 |
-0.0060 |
-0.8% |
0.7929 |
| High |
0.7940 |
0.7904 |
-0.0037 |
-0.5% |
0.8018 |
| Low |
0.7843 |
0.7855 |
0.0012 |
0.1% |
0.7843 |
| Close |
0.7868 |
0.7903 |
0.0036 |
0.5% |
0.7868 |
| Range |
0.0097 |
0.0049 |
-0.0048 |
-49.5% |
0.0175 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
173 |
19 |
-154 |
-89.0% |
285 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8034 |
0.8018 |
0.7930 |
|
| R3 |
0.7985 |
0.7969 |
0.7916 |
|
| R2 |
0.7936 |
0.7936 |
0.7912 |
|
| R1 |
0.7920 |
0.7920 |
0.7907 |
0.7928 |
| PP |
0.7887 |
0.7887 |
0.7887 |
0.7891 |
| S1 |
0.7871 |
0.7871 |
0.7899 |
0.7879 |
| S2 |
0.7838 |
0.7838 |
0.7894 |
|
| S3 |
0.7789 |
0.7822 |
0.7890 |
|
| S4 |
0.7740 |
0.7773 |
0.7876 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8433 |
0.8325 |
0.7963 |
|
| R3 |
0.8258 |
0.8150 |
0.7915 |
|
| R2 |
0.8084 |
0.8084 |
0.7899 |
|
| R1 |
0.7976 |
0.7976 |
0.7883 |
0.7943 |
| PP |
0.7909 |
0.7909 |
0.7909 |
0.7893 |
| S1 |
0.7801 |
0.7801 |
0.7852 |
0.7768 |
| S2 |
0.7735 |
0.7735 |
0.7836 |
|
| S3 |
0.7560 |
0.7627 |
0.7820 |
|
| S4 |
0.7386 |
0.7452 |
0.7772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8018 |
0.7843 |
0.0175 |
2.2% |
0.0065 |
0.8% |
34% |
False |
False |
58 |
| 10 |
0.8018 |
0.7843 |
0.0175 |
2.2% |
0.0054 |
0.7% |
34% |
False |
False |
38 |
| 20 |
0.8018 |
0.7774 |
0.0244 |
3.1% |
0.0045 |
0.6% |
53% |
False |
False |
32 |
| 40 |
0.8018 |
0.7767 |
0.0251 |
3.2% |
0.0047 |
0.6% |
54% |
False |
False |
34 |
| 60 |
0.8018 |
0.7729 |
0.0289 |
3.7% |
0.0042 |
0.5% |
60% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8112 |
|
2.618 |
0.8032 |
|
1.618 |
0.7983 |
|
1.000 |
0.7953 |
|
0.618 |
0.7934 |
|
HIGH |
0.7904 |
|
0.618 |
0.7885 |
|
0.500 |
0.7879 |
|
0.382 |
0.7873 |
|
LOW |
0.7855 |
|
0.618 |
0.7824 |
|
1.000 |
0.7806 |
|
1.618 |
0.7775 |
|
2.618 |
0.7726 |
|
4.250 |
0.7646 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7895 |
0.7930 |
| PP |
0.7887 |
0.7921 |
| S1 |
0.7879 |
0.7912 |
|