CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 24-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7926 |
0.7944 |
0.0018 |
0.2% |
0.7882 |
| High |
0.7950 |
0.7998 |
0.0048 |
0.6% |
0.7940 |
| Low |
0.7908 |
0.7938 |
0.0031 |
0.4% |
0.7846 |
| Close |
0.7941 |
0.7982 |
0.0041 |
0.5% |
0.7923 |
| Range |
0.0043 |
0.0060 |
0.0017 |
40.0% |
0.0094 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.5% |
0.0000 |
| Volume |
2,956 |
1,627 |
-1,329 |
-45.0% |
1,460 |
|
| Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8151 |
0.8126 |
0.8014 |
|
| R3 |
0.8091 |
0.8066 |
0.7998 |
|
| R2 |
0.8032 |
0.8032 |
0.7992 |
|
| R1 |
0.8007 |
0.8007 |
0.7987 |
0.8019 |
| PP |
0.7972 |
0.7972 |
0.7972 |
0.7979 |
| S1 |
0.7947 |
0.7947 |
0.7976 |
0.7960 |
| S2 |
0.7913 |
0.7913 |
0.7971 |
|
| S3 |
0.7853 |
0.7888 |
0.7965 |
|
| S4 |
0.7794 |
0.7828 |
0.7949 |
|
|
| 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 |
0.7998 |
0.7855 |
0.0143 |
1.8% |
0.0052 |
0.7% |
89% |
True |
False |
1,183 |
| 10 |
0.7998 |
0.7836 |
0.0162 |
2.0% |
0.0046 |
0.6% |
90% |
True |
False |
728 |
| 20 |
0.7998 |
0.7766 |
0.0232 |
2.9% |
0.0049 |
0.6% |
93% |
True |
False |
473 |
| 40 |
0.7998 |
0.7766 |
0.0232 |
2.9% |
0.0052 |
0.7% |
93% |
True |
False |
328 |
| 60 |
0.7998 |
0.7684 |
0.0314 |
3.9% |
0.0049 |
0.6% |
95% |
True |
False |
261 |
| 80 |
0.7998 |
0.7476 |
0.0522 |
6.5% |
0.0048 |
0.6% |
97% |
True |
False |
214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8250 |
|
2.618 |
0.8153 |
|
1.618 |
0.8094 |
|
1.000 |
0.8057 |
|
0.618 |
0.8034 |
|
HIGH |
0.7998 |
|
0.618 |
0.7975 |
|
0.500 |
0.7968 |
|
0.382 |
0.7961 |
|
LOW |
0.7938 |
|
0.618 |
0.7901 |
|
1.000 |
0.7879 |
|
1.618 |
0.7842 |
|
2.618 |
0.7782 |
|
4.250 |
0.7685 |
|
|
| Fisher Pivots for day following 24-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7977 |
0.7971 |
| PP |
0.7972 |
0.7961 |
| S1 |
0.7968 |
0.7950 |
|