CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 12-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2021 |
12-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7881 |
0.7870 |
-0.0011 |
-0.1% |
0.7840 |
| High |
0.7899 |
0.7889 |
-0.0010 |
-0.1% |
0.7899 |
| Low |
0.7869 |
0.7836 |
-0.0033 |
-0.4% |
0.7825 |
| Close |
0.7875 |
0.7872 |
-0.0004 |
0.0% |
0.7872 |
| Range |
0.0030 |
0.0053 |
0.0023 |
78.0% |
0.0074 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.6% |
0.0000 |
| Volume |
117 |
171 |
54 |
46.2% |
771 |
|
| Daily Pivots for day following 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8023 |
0.8000 |
0.7900 |
|
| R3 |
0.7970 |
0.7947 |
0.7886 |
|
| R2 |
0.7918 |
0.7918 |
0.7881 |
|
| R1 |
0.7895 |
0.7895 |
0.7876 |
0.7906 |
| PP |
0.7865 |
0.7865 |
0.7865 |
0.7871 |
| S1 |
0.7842 |
0.7842 |
0.7867 |
0.7854 |
| S2 |
0.7813 |
0.7813 |
0.7862 |
|
| S3 |
0.7760 |
0.7790 |
0.7857 |
|
| S4 |
0.7708 |
0.7737 |
0.7843 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8086 |
0.8052 |
0.7912 |
|
| R3 |
0.8012 |
0.7979 |
0.7892 |
|
| R2 |
0.7939 |
0.7939 |
0.7885 |
|
| R1 |
0.7905 |
0.7905 |
0.7878 |
0.7922 |
| PP |
0.7865 |
0.7865 |
0.7865 |
0.7873 |
| S1 |
0.7832 |
0.7832 |
0.7865 |
0.7848 |
| S2 |
0.7792 |
0.7792 |
0.7858 |
|
| S3 |
0.7718 |
0.7758 |
0.7851 |
|
| S4 |
0.7645 |
0.7685 |
0.7831 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7899 |
0.7825 |
0.0074 |
0.9% |
0.0036 |
0.5% |
63% |
False |
False |
154 |
| 10 |
0.7899 |
0.7772 |
0.0127 |
1.6% |
0.0041 |
0.5% |
79% |
False |
False |
190 |
| 20 |
0.7945 |
0.7766 |
0.0180 |
2.3% |
0.0052 |
0.7% |
59% |
False |
False |
241 |
| 40 |
0.7945 |
0.7723 |
0.0222 |
2.8% |
0.0052 |
0.7% |
67% |
False |
False |
169 |
| 60 |
0.7945 |
0.7626 |
0.0320 |
4.1% |
0.0048 |
0.6% |
77% |
False |
False |
154 |
| 80 |
0.7945 |
0.7476 |
0.0469 |
6.0% |
0.0047 |
0.6% |
84% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8112 |
|
2.618 |
0.8026 |
|
1.618 |
0.7973 |
|
1.000 |
0.7941 |
|
0.618 |
0.7921 |
|
HIGH |
0.7889 |
|
0.618 |
0.7868 |
|
0.500 |
0.7862 |
|
0.382 |
0.7856 |
|
LOW |
0.7836 |
|
0.618 |
0.7804 |
|
1.000 |
0.7784 |
|
1.618 |
0.7751 |
|
2.618 |
0.7699 |
|
4.250 |
0.7613 |
|
|
| Fisher Pivots for day following 12-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7868 |
0.7870 |
| PP |
0.7865 |
0.7869 |
| S1 |
0.7862 |
0.7867 |
|