CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 02-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2021 |
02-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
0.7808 |
0.7797 |
-0.0011 |
-0.1% |
0.7861 |
High |
0.7837 |
0.7825 |
-0.0012 |
-0.1% |
0.7885 |
Low |
0.7776 |
0.7772 |
-0.0005 |
-0.1% |
0.7766 |
Close |
0.7788 |
0.7811 |
0.0023 |
0.3% |
0.7813 |
Range |
0.0061 |
0.0054 |
-0.0007 |
-11.6% |
0.0119 |
ATR |
0.0059 |
0.0059 |
0.0000 |
-0.7% |
0.0000 |
Volume |
110 |
440 |
330 |
300.0% |
1,057 |
|
Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7963 |
0.7941 |
0.7840 |
|
R3 |
0.7910 |
0.7887 |
0.7826 |
|
R2 |
0.7856 |
0.7856 |
0.7821 |
|
R1 |
0.7834 |
0.7834 |
0.7816 |
0.7845 |
PP |
0.7803 |
0.7803 |
0.7803 |
0.7808 |
S1 |
0.7780 |
0.7780 |
0.7806 |
0.7791 |
S2 |
0.7749 |
0.7749 |
0.7801 |
|
S3 |
0.7696 |
0.7727 |
0.7796 |
|
S4 |
0.7642 |
0.7673 |
0.7782 |
|
|
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% |
0.0067 |
0.9% |
38% |
False |
False |
249 |
10 |
0.7945 |
0.7766 |
0.0180 |
2.3% |
0.0062 |
0.8% |
25% |
False |
False |
271 |
20 |
0.7945 |
0.7766 |
0.0180 |
2.3% |
0.0061 |
0.8% |
25% |
False |
False |
222 |
40 |
0.7945 |
0.7723 |
0.0222 |
2.8% |
0.0053 |
0.7% |
40% |
False |
False |
172 |
60 |
0.7945 |
0.7599 |
0.0347 |
4.4% |
0.0048 |
0.6% |
61% |
False |
False |
145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8052 |
2.618 |
0.7965 |
1.618 |
0.7912 |
1.000 |
0.7879 |
0.618 |
0.7858 |
HIGH |
0.7825 |
0.618 |
0.7805 |
0.500 |
0.7798 |
0.382 |
0.7792 |
LOW |
0.7772 |
0.618 |
0.7738 |
1.000 |
0.7718 |
1.618 |
0.7685 |
2.618 |
0.7631 |
4.250 |
0.7544 |
|
|
Fisher Pivots for day following 02-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7807 |
0.7811 |
PP |
0.7803 |
0.7810 |
S1 |
0.7798 |
0.7810 |
|