CME Canadian Dollar Future September 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 |
0.7880 |
0.7904 |
0.0024 |
0.3% |
0.7929 |
| High |
0.7904 |
0.7934 |
0.0031 |
0.4% |
0.8018 |
| Low |
0.7855 |
0.7875 |
0.0021 |
0.3% |
0.7843 |
| Close |
0.7903 |
0.7926 |
0.0023 |
0.3% |
0.7868 |
| Range |
0.0049 |
0.0059 |
0.0010 |
20.4% |
0.0175 |
| ATR |
0.0052 |
0.0053 |
0.0000 |
0.9% |
0.0000 |
| Volume |
19 |
123 |
104 |
547.4% |
285 |
|
| Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8089 |
0.8066 |
0.7958 |
|
| R3 |
0.8030 |
0.8007 |
0.7942 |
|
| R2 |
0.7971 |
0.7971 |
0.7936 |
|
| R1 |
0.7948 |
0.7948 |
0.7931 |
0.7959 |
| PP |
0.7912 |
0.7912 |
0.7912 |
0.7917 |
| S1 |
0.7889 |
0.7889 |
0.7920 |
0.7900 |
| S2 |
0.7853 |
0.7853 |
0.7915 |
|
| S3 |
0.7794 |
0.7830 |
0.7909 |
|
| S4 |
0.7735 |
0.7771 |
0.7893 |
|
|
| 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% |
0.0069 |
0.9% |
47% |
False |
False |
81 |
| 10 |
0.8018 |
0.7843 |
0.0175 |
2.2% |
0.0055 |
0.7% |
47% |
False |
False |
49 |
| 20 |
0.8018 |
0.7775 |
0.0243 |
3.1% |
0.0045 |
0.6% |
62% |
False |
False |
37 |
| 40 |
0.8018 |
0.7767 |
0.0251 |
3.2% |
0.0048 |
0.6% |
63% |
False |
False |
37 |
| 60 |
0.8018 |
0.7729 |
0.0289 |
3.6% |
0.0043 |
0.5% |
68% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8185 |
|
2.618 |
0.8088 |
|
1.618 |
0.8029 |
|
1.000 |
0.7993 |
|
0.618 |
0.7970 |
|
HIGH |
0.7934 |
|
0.618 |
0.7911 |
|
0.500 |
0.7905 |
|
0.382 |
0.7898 |
|
LOW |
0.7875 |
|
0.618 |
0.7839 |
|
1.000 |
0.7816 |
|
1.618 |
0.7780 |
|
2.618 |
0.7721 |
|
4.250 |
0.7624 |
|
|
| Fisher Pivots for day following 02-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7919 |
0.7914 |
| PP |
0.7912 |
0.7903 |
| S1 |
0.7905 |
0.7892 |
|