CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 19-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2021 |
19-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7871 |
0.7886 |
0.0015 |
0.2% |
0.7882 |
| High |
0.7895 |
0.7940 |
0.0045 |
0.6% |
0.7940 |
| Low |
0.7855 |
0.7866 |
0.0012 |
0.1% |
0.7846 |
| Close |
0.7887 |
0.7923 |
0.0037 |
0.5% |
0.7923 |
| Range |
0.0040 |
0.0074 |
0.0034 |
83.8% |
0.0094 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
3.7% |
0.0000 |
| Volume |
181 |
317 |
136 |
75.1% |
1,460 |
|
| Daily Pivots for day following 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8130 |
0.8100 |
0.7963 |
|
| R3 |
0.8057 |
0.8027 |
0.7943 |
|
| R2 |
0.7983 |
0.7983 |
0.7936 |
|
| R1 |
0.7953 |
0.7953 |
0.7930 |
0.7968 |
| PP |
0.7910 |
0.7910 |
0.7910 |
0.7917 |
| S1 |
0.7880 |
0.7880 |
0.7916 |
0.7895 |
| S2 |
0.7836 |
0.7836 |
0.7910 |
|
| S3 |
0.7763 |
0.7806 |
0.7903 |
|
| S4 |
0.7689 |
0.7733 |
0.7883 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8183 |
0.8147 |
0.7974 |
|
| R3 |
0.8090 |
0.8053 |
0.7949 |
|
| R2 |
0.7996 |
0.7996 |
0.7940 |
|
| R1 |
0.7960 |
0.7960 |
0.7932 |
0.7978 |
| PP |
0.7903 |
0.7903 |
0.7903 |
0.7912 |
| S1 |
0.7866 |
0.7866 |
0.7914 |
0.7885 |
| S2 |
0.7809 |
0.7809 |
0.7906 |
|
| S3 |
0.7716 |
0.7773 |
0.7897 |
|
| S4 |
0.7622 |
0.7679 |
0.7872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7940 |
0.7836 |
0.0104 |
1.3% |
0.0052 |
0.7% |
84% |
True |
False |
326 |
| 10 |
0.7940 |
0.7795 |
0.0145 |
1.8% |
0.0043 |
0.5% |
89% |
True |
False |
259 |
| 20 |
0.7940 |
0.7766 |
0.0174 |
2.2% |
0.0050 |
0.6% |
91% |
True |
False |
230 |
| 40 |
0.7945 |
0.7740 |
0.0205 |
2.6% |
0.0051 |
0.6% |
89% |
False |
False |
200 |
| 60 |
0.7945 |
0.7633 |
0.0312 |
3.9% |
0.0049 |
0.6% |
93% |
False |
False |
174 |
| 80 |
0.7945 |
0.7476 |
0.0469 |
5.9% |
0.0048 |
0.6% |
95% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8252 |
|
2.618 |
0.8132 |
|
1.618 |
0.8058 |
|
1.000 |
0.8013 |
|
0.618 |
0.7985 |
|
HIGH |
0.7940 |
|
0.618 |
0.7911 |
|
0.500 |
0.7903 |
|
0.382 |
0.7894 |
|
LOW |
0.7866 |
|
0.618 |
0.7821 |
|
1.000 |
0.7793 |
|
1.618 |
0.7747 |
|
2.618 |
0.7674 |
|
4.250 |
0.7554 |
|
|
| Fisher Pivots for day following 19-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7916 |
0.7913 |
| PP |
0.7910 |
0.7903 |
| S1 |
0.7903 |
0.7893 |
|