CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 17-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2021 |
17-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7882 |
0.7874 |
-0.0008 |
-0.1% |
0.7840 |
| High |
0.7930 |
0.7882 |
-0.0049 |
-0.6% |
0.7899 |
| Low |
0.7873 |
0.7846 |
-0.0027 |
-0.3% |
0.7825 |
| Close |
0.7888 |
0.7875 |
-0.0013 |
-0.2% |
0.7872 |
| Range |
0.0058 |
0.0036 |
-0.0022 |
-38.3% |
0.0074 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
680 |
282 |
-398 |
-58.5% |
771 |
|
| Daily Pivots for day following 17-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7974 |
0.7960 |
0.7895 |
|
| R3 |
0.7939 |
0.7925 |
0.7885 |
|
| R2 |
0.7903 |
0.7903 |
0.7882 |
|
| R1 |
0.7889 |
0.7889 |
0.7878 |
0.7896 |
| PP |
0.7868 |
0.7868 |
0.7868 |
0.7871 |
| S1 |
0.7854 |
0.7854 |
0.7872 |
0.7861 |
| S2 |
0.7832 |
0.7832 |
0.7868 |
|
| S3 |
0.7797 |
0.7818 |
0.7865 |
|
| S4 |
0.7761 |
0.7783 |
0.7855 |
|
|
| 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 |
0.7930 |
0.7836 |
0.0094 |
1.2% |
0.0040 |
0.5% |
41% |
False |
False |
273 |
| 10 |
0.7930 |
0.7787 |
0.0143 |
1.8% |
0.0039 |
0.5% |
62% |
False |
False |
231 |
| 20 |
0.7945 |
0.7766 |
0.0180 |
2.3% |
0.0050 |
0.6% |
61% |
False |
False |
251 |
| 40 |
0.7945 |
0.7723 |
0.0222 |
2.8% |
0.0052 |
0.7% |
68% |
False |
False |
191 |
| 60 |
0.7945 |
0.7626 |
0.0320 |
4.1% |
0.0048 |
0.6% |
78% |
False |
False |
167 |
| 80 |
0.7945 |
0.7476 |
0.0469 |
6.0% |
0.0047 |
0.6% |
85% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8032 |
|
2.618 |
0.7974 |
|
1.618 |
0.7939 |
|
1.000 |
0.7917 |
|
0.618 |
0.7903 |
|
HIGH |
0.7882 |
|
0.618 |
0.7868 |
|
0.500 |
0.7864 |
|
0.382 |
0.7860 |
|
LOW |
0.7846 |
|
0.618 |
0.7824 |
|
1.000 |
0.7811 |
|
1.618 |
0.7789 |
|
2.618 |
0.7753 |
|
4.250 |
0.7695 |
|
|
| Fisher Pivots for day following 17-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7871 |
0.7883 |
| PP |
0.7868 |
0.7880 |
| S1 |
0.7864 |
0.7878 |
|