CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 03-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2021 |
03-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7797 |
0.7822 |
0.0025 |
0.3% |
0.7861 |
| High |
0.7825 |
0.7835 |
0.0010 |
0.1% |
0.7885 |
| Low |
0.7772 |
0.7808 |
0.0036 |
0.5% |
0.7766 |
| Close |
0.7811 |
0.7826 |
0.0015 |
0.2% |
0.7813 |
| Range |
0.0054 |
0.0028 |
-0.0026 |
-48.6% |
0.0119 |
| ATR |
0.0059 |
0.0056 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
440 |
150 |
-290 |
-65.9% |
1,057 |
|
| Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7905 |
0.7893 |
0.7841 |
|
| R3 |
0.7878 |
0.7865 |
0.7833 |
|
| R2 |
0.7850 |
0.7850 |
0.7831 |
|
| R1 |
0.7838 |
0.7838 |
0.7828 |
0.7844 |
| PP |
0.7823 |
0.7823 |
0.7823 |
0.7826 |
| S1 |
0.7810 |
0.7810 |
0.7823 |
0.7817 |
| S2 |
0.7795 |
0.7795 |
0.7820 |
|
| S3 |
0.7768 |
0.7783 |
0.7818 |
|
| S4 |
0.7740 |
0.7755 |
0.7810 |
|
|
| 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 |
0.7851 |
0.7766 |
0.0086 |
1.1% |
0.0056 |
0.7% |
70% |
False |
False |
220 |
| 10 |
0.7945 |
0.7766 |
0.0180 |
2.3% |
0.0057 |
0.7% |
33% |
False |
False |
239 |
| 20 |
0.7945 |
0.7766 |
0.0180 |
2.3% |
0.0058 |
0.7% |
33% |
False |
False |
223 |
| 40 |
0.7945 |
0.7723 |
0.0222 |
2.8% |
0.0053 |
0.7% |
46% |
False |
False |
171 |
| 60 |
0.7945 |
0.7599 |
0.0347 |
4.4% |
0.0048 |
0.6% |
66% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7952 |
|
2.618 |
0.7907 |
|
1.618 |
0.7879 |
|
1.000 |
0.7863 |
|
0.618 |
0.7852 |
|
HIGH |
0.7835 |
|
0.618 |
0.7824 |
|
0.500 |
0.7821 |
|
0.382 |
0.7818 |
|
LOW |
0.7808 |
|
0.618 |
0.7791 |
|
1.000 |
0.7780 |
|
1.618 |
0.7763 |
|
2.618 |
0.7736 |
|
4.250 |
0.7691 |
|
|
| Fisher Pivots for day following 03-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7824 |
0.7818 |
| PP |
0.7823 |
0.7811 |
| S1 |
0.7821 |
0.7804 |
|