CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 08-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7802 |
0.7840 |
0.0038 |
0.5% |
0.7808 |
| High |
0.7839 |
0.7854 |
0.0015 |
0.2% |
0.7839 |
| Low |
0.7795 |
0.7825 |
0.0031 |
0.4% |
0.7772 |
| Close |
0.7834 |
0.7850 |
0.0017 |
0.2% |
0.7834 |
| Range |
0.0045 |
0.0029 |
-0.0016 |
-36.0% |
0.0068 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
365 |
151 |
-214 |
-58.6% |
1,129 |
|
| Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7928 |
0.7918 |
0.7866 |
|
| R3 |
0.7900 |
0.7889 |
0.7858 |
|
| R2 |
0.7871 |
0.7871 |
0.7855 |
|
| R1 |
0.7861 |
0.7861 |
0.7853 |
0.7866 |
| PP |
0.7843 |
0.7843 |
0.7843 |
0.7846 |
| S1 |
0.7832 |
0.7832 |
0.7847 |
0.7838 |
| S2 |
0.7814 |
0.7814 |
0.7845 |
|
| S3 |
0.7786 |
0.7804 |
0.7842 |
|
| S4 |
0.7757 |
0.7775 |
0.7834 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8017 |
0.7993 |
0.7871 |
|
| R3 |
0.7950 |
0.7925 |
0.7852 |
|
| R2 |
0.7882 |
0.7882 |
0.7846 |
|
| R1 |
0.7858 |
0.7858 |
0.7840 |
0.7870 |
| PP |
0.7815 |
0.7815 |
0.7815 |
0.7821 |
| S1 |
0.7790 |
0.7790 |
0.7827 |
0.7803 |
| S2 |
0.7747 |
0.7747 |
0.7821 |
|
| S3 |
0.7680 |
0.7723 |
0.7815 |
|
| S4 |
0.7612 |
0.7655 |
0.7796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7854 |
0.7772 |
0.0082 |
1.0% |
0.0039 |
0.5% |
96% |
True |
False |
234 |
| 10 |
0.7885 |
0.7766 |
0.0119 |
1.5% |
0.0053 |
0.7% |
71% |
False |
False |
211 |
| 20 |
0.7945 |
0.7766 |
0.0180 |
2.3% |
0.0056 |
0.7% |
47% |
False |
False |
233 |
| 40 |
0.7945 |
0.7723 |
0.0222 |
2.8% |
0.0053 |
0.7% |
57% |
False |
False |
164 |
| 60 |
0.7945 |
0.7599 |
0.0347 |
4.4% |
0.0047 |
0.6% |
73% |
False |
False |
154 |
| 80 |
0.7945 |
0.7476 |
0.0469 |
6.0% |
0.0047 |
0.6% |
80% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7975 |
|
2.618 |
0.7928 |
|
1.618 |
0.7900 |
|
1.000 |
0.7882 |
|
0.618 |
0.7871 |
|
HIGH |
0.7854 |
|
0.618 |
0.7843 |
|
0.500 |
0.7839 |
|
0.382 |
0.7836 |
|
LOW |
0.7825 |
|
0.618 |
0.7807 |
|
1.000 |
0.7797 |
|
1.618 |
0.7779 |
|
2.618 |
0.7750 |
|
4.250 |
0.7704 |
|
|
| Fisher Pivots for day following 08-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7846 |
0.7840 |
| PP |
0.7843 |
0.7830 |
| S1 |
0.7839 |
0.7820 |
|