CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 18-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2021 |
18-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7874 |
0.7871 |
-0.0003 |
0.0% |
0.7840 |
| High |
0.7882 |
0.7895 |
0.0013 |
0.2% |
0.7899 |
| Low |
0.7846 |
0.7855 |
0.0009 |
0.1% |
0.7825 |
| Close |
0.7875 |
0.7887 |
0.0012 |
0.1% |
0.7872 |
| Range |
0.0036 |
0.0040 |
0.0005 |
12.7% |
0.0074 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
282 |
181 |
-101 |
-35.8% |
771 |
|
| Daily Pivots for day following 18-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7999 |
0.7983 |
0.7909 |
|
| R3 |
0.7959 |
0.7943 |
0.7898 |
|
| R2 |
0.7919 |
0.7919 |
0.7894 |
|
| R1 |
0.7903 |
0.7903 |
0.7890 |
0.7911 |
| PP |
0.7879 |
0.7879 |
0.7879 |
0.7883 |
| S1 |
0.7863 |
0.7863 |
0.7883 |
0.7871 |
| S2 |
0.7839 |
0.7839 |
0.7879 |
|
| S3 |
0.7799 |
0.7823 |
0.7876 |
|
| S4 |
0.7759 |
0.7783 |
0.7865 |
|
|
| 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% |
0.0043 |
0.5% |
54% |
False |
False |
286 |
| 10 |
0.7930 |
0.7787 |
0.0143 |
1.8% |
0.0040 |
0.5% |
70% |
False |
False |
234 |
| 20 |
0.7945 |
0.7766 |
0.0180 |
2.3% |
0.0048 |
0.6% |
67% |
False |
False |
236 |
| 40 |
0.7945 |
0.7723 |
0.0222 |
2.8% |
0.0052 |
0.7% |
74% |
False |
False |
194 |
| 60 |
0.7945 |
0.7633 |
0.0312 |
4.0% |
0.0048 |
0.6% |
81% |
False |
False |
170 |
| 80 |
0.7945 |
0.7476 |
0.0469 |
5.9% |
0.0047 |
0.6% |
88% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8065 |
|
2.618 |
0.7999 |
|
1.618 |
0.7959 |
|
1.000 |
0.7935 |
|
0.618 |
0.7919 |
|
HIGH |
0.7895 |
|
0.618 |
0.7879 |
|
0.500 |
0.7875 |
|
0.382 |
0.7870 |
|
LOW |
0.7855 |
|
0.618 |
0.7830 |
|
1.000 |
0.7815 |
|
1.618 |
0.7790 |
|
2.618 |
0.7750 |
|
4.250 |
0.7685 |
|
|
| Fisher Pivots for day following 18-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7883 |
0.7888 |
| PP |
0.7879 |
0.7888 |
| S1 |
0.7875 |
0.7887 |
|