CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 01-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
0.7795 |
0.7808 |
0.0014 |
0.2% |
0.7861 |
High |
0.7851 |
0.7837 |
-0.0015 |
-0.2% |
0.7885 |
Low |
0.7769 |
0.7776 |
0.0007 |
0.1% |
0.7766 |
Close |
0.7813 |
0.7788 |
-0.0025 |
-0.3% |
0.7813 |
Range |
0.0082 |
0.0061 |
-0.0022 |
-26.2% |
0.0119 |
ATR |
0.0059 |
0.0059 |
0.0000 |
0.2% |
0.0000 |
Volume |
176 |
110 |
-66 |
-37.5% |
1,057 |
|
Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7982 |
0.7945 |
0.7821 |
|
R3 |
0.7921 |
0.7885 |
0.7805 |
|
R2 |
0.7861 |
0.7861 |
0.7799 |
|
R1 |
0.7824 |
0.7824 |
0.7794 |
0.7812 |
PP |
0.7800 |
0.7800 |
0.7800 |
0.7794 |
S1 |
0.7764 |
0.7764 |
0.7782 |
0.7752 |
S2 |
0.7740 |
0.7740 |
0.7777 |
|
S3 |
0.7679 |
0.7703 |
0.7771 |
|
S4 |
0.7619 |
0.7643 |
0.7755 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8178 |
0.8114 |
0.7878 |
|
R3 |
0.8059 |
0.7995 |
0.7845 |
|
R2 |
0.7940 |
0.7940 |
0.7834 |
|
R1 |
0.7876 |
0.7876 |
0.7823 |
0.7849 |
PP |
0.7821 |
0.7821 |
0.7821 |
0.7807 |
S1 |
0.7757 |
0.7757 |
0.7802 |
0.7730 |
S2 |
0.7702 |
0.7702 |
0.7791 |
|
S3 |
0.7583 |
0.7638 |
0.7780 |
|
S4 |
0.7464 |
0.7519 |
0.7747 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7885 |
0.7766 |
0.0119 |
1.5% |
0.0068 |
0.9% |
19% |
False |
False |
189 |
10 |
0.7945 |
0.7766 |
0.0180 |
2.3% |
0.0062 |
0.8% |
13% |
False |
False |
242 |
20 |
0.7945 |
0.7766 |
0.0180 |
2.3% |
0.0062 |
0.8% |
13% |
False |
False |
208 |
40 |
0.7945 |
0.7723 |
0.0222 |
2.9% |
0.0053 |
0.7% |
29% |
False |
False |
166 |
60 |
0.7945 |
0.7528 |
0.0418 |
5.4% |
0.0049 |
0.6% |
62% |
False |
False |
138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8094 |
2.618 |
0.7995 |
1.618 |
0.7934 |
1.000 |
0.7897 |
0.618 |
0.7874 |
HIGH |
0.7837 |
0.618 |
0.7813 |
0.500 |
0.7806 |
0.382 |
0.7799 |
LOW |
0.7776 |
0.618 |
0.7739 |
1.000 |
0.7716 |
1.618 |
0.7678 |
2.618 |
0.7618 |
4.250 |
0.7519 |
|
|
Fisher Pivots for day following 01-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7806 |
0.7808 |
PP |
0.7800 |
0.7802 |
S1 |
0.7794 |
0.7795 |
|