CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 23-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7931 |
0.7926 |
-0.0005 |
-0.1% |
0.7882 |
| High |
0.7948 |
0.7950 |
0.0002 |
0.0% |
0.7940 |
| Low |
0.7903 |
0.7908 |
0.0005 |
0.1% |
0.7846 |
| Close |
0.7937 |
0.7941 |
0.0005 |
0.1% |
0.7923 |
| Range |
0.0045 |
0.0043 |
-0.0003 |
-5.6% |
0.0094 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
837 |
2,956 |
2,119 |
253.2% |
1,460 |
|
| Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8060 |
0.8043 |
0.7964 |
|
| R3 |
0.8018 |
0.8001 |
0.7953 |
|
| R2 |
0.7975 |
0.7975 |
0.7949 |
|
| R1 |
0.7958 |
0.7958 |
0.7945 |
0.7967 |
| PP |
0.7933 |
0.7933 |
0.7933 |
0.7937 |
| S1 |
0.7916 |
0.7916 |
0.7937 |
0.7924 |
| S2 |
0.7890 |
0.7890 |
0.7933 |
|
| S3 |
0.7848 |
0.7873 |
0.7929 |
|
| S4 |
0.7805 |
0.7831 |
0.7918 |
|
|
| 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 |
0.7950 |
0.7846 |
0.0104 |
1.3% |
0.0047 |
0.6% |
91% |
True |
False |
914 |
| 10 |
0.7950 |
0.7835 |
0.0115 |
1.4% |
0.0045 |
0.6% |
92% |
True |
False |
587 |
| 20 |
0.7950 |
0.7766 |
0.0185 |
2.3% |
0.0049 |
0.6% |
95% |
True |
False |
399 |
| 40 |
0.7950 |
0.7766 |
0.0185 |
2.3% |
0.0051 |
0.6% |
95% |
True |
False |
288 |
| 60 |
0.7950 |
0.7680 |
0.0270 |
3.4% |
0.0049 |
0.6% |
97% |
True |
False |
236 |
| 80 |
0.7950 |
0.7476 |
0.0474 |
6.0% |
0.0048 |
0.6% |
98% |
True |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8131 |
|
2.618 |
0.8061 |
|
1.618 |
0.8019 |
|
1.000 |
0.7993 |
|
0.618 |
0.7976 |
|
HIGH |
0.7950 |
|
0.618 |
0.7934 |
|
0.500 |
0.7929 |
|
0.382 |
0.7924 |
|
LOW |
0.7908 |
|
0.618 |
0.7881 |
|
1.000 |
0.7865 |
|
1.618 |
0.7839 |
|
2.618 |
0.7796 |
|
4.250 |
0.7727 |
|
|
| Fisher Pivots for day following 23-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7937 |
0.7930 |
| PP |
0.7933 |
0.7919 |
| S1 |
0.7929 |
0.7908 |
|