CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 04-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
0.7822 |
0.7824 |
0.0002 |
0.0% |
0.7861 |
High |
0.7835 |
0.7827 |
-0.0009 |
-0.1% |
0.7885 |
Low |
0.7808 |
0.7787 |
-0.0021 |
-0.3% |
0.7766 |
Close |
0.7826 |
0.7795 |
-0.0031 |
-0.4% |
0.7813 |
Range |
0.0028 |
0.0040 |
0.0012 |
43.6% |
0.0119 |
ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
150 |
64 |
-86 |
-57.3% |
1,057 |
|
Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7921 |
0.7898 |
0.7817 |
|
R3 |
0.7882 |
0.7858 |
0.7806 |
|
R2 |
0.7842 |
0.7842 |
0.7802 |
|
R1 |
0.7819 |
0.7819 |
0.7799 |
0.7811 |
PP |
0.7803 |
0.7803 |
0.7803 |
0.7799 |
S1 |
0.7779 |
0.7779 |
0.7791 |
0.7771 |
S2 |
0.7763 |
0.7763 |
0.7788 |
|
S3 |
0.7724 |
0.7740 |
0.7784 |
|
S4 |
0.7684 |
0.7700 |
0.7773 |
|
|
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 |
0.7769 |
0.0082 |
1.1% |
0.0053 |
0.7% |
32% |
False |
False |
188 |
10 |
0.7913 |
0.7766 |
0.0147 |
1.9% |
0.0057 |
0.7% |
20% |
False |
False |
200 |
20 |
0.7945 |
0.7766 |
0.0180 |
2.3% |
0.0057 |
0.7% |
16% |
False |
False |
220 |
40 |
0.7945 |
0.7723 |
0.0222 |
2.8% |
0.0053 |
0.7% |
32% |
False |
False |
168 |
60 |
0.7945 |
0.7599 |
0.0347 |
4.4% |
0.0048 |
0.6% |
57% |
False |
False |
148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7994 |
2.618 |
0.7930 |
1.618 |
0.7890 |
1.000 |
0.7866 |
0.618 |
0.7851 |
HIGH |
0.7827 |
0.618 |
0.7811 |
0.500 |
0.7807 |
0.382 |
0.7802 |
LOW |
0.7787 |
0.618 |
0.7763 |
1.000 |
0.7748 |
1.618 |
0.7723 |
2.618 |
0.7684 |
4.250 |
0.7619 |
|
|
Fisher Pivots for day following 04-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7807 |
0.7803 |
PP |
0.7803 |
0.7801 |
S1 |
0.7799 |
0.7798 |
|