CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 26-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2021 |
26-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7991 |
0.7934 |
-0.0057 |
-0.7% |
0.7931 |
| High |
0.8021 |
0.7944 |
-0.0078 |
-1.0% |
0.8021 |
| Low |
0.7928 |
0.7842 |
-0.0086 |
-1.1% |
0.7842 |
| Close |
0.7951 |
0.7870 |
-0.0082 |
-1.0% |
0.7870 |
| Range |
0.0094 |
0.0102 |
0.0008 |
8.6% |
0.0179 |
| ATR |
0.0053 |
0.0057 |
0.0004 |
7.5% |
0.0000 |
| Volume |
2,544 |
3,276 |
732 |
28.8% |
11,240 |
|
| Daily Pivots for day following 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8190 |
0.8131 |
0.7925 |
|
| R3 |
0.8088 |
0.8030 |
0.7897 |
|
| R2 |
0.7987 |
0.7987 |
0.7888 |
|
| R1 |
0.7928 |
0.7928 |
0.7879 |
0.7907 |
| PP |
0.7885 |
0.7885 |
0.7885 |
0.7874 |
| S1 |
0.7827 |
0.7827 |
0.7860 |
0.7805 |
| S2 |
0.7784 |
0.7784 |
0.7851 |
|
| S3 |
0.7682 |
0.7725 |
0.7842 |
|
| S4 |
0.7581 |
0.7624 |
0.7814 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8448 |
0.8338 |
0.7968 |
|
| R3 |
0.8269 |
0.8159 |
0.7919 |
|
| R2 |
0.8090 |
0.8090 |
0.7902 |
|
| R1 |
0.7980 |
0.7980 |
0.7886 |
0.7945 |
| PP |
0.7911 |
0.7911 |
0.7911 |
0.7894 |
| S1 |
0.7801 |
0.7801 |
0.7853 |
0.7766 |
| S2 |
0.7732 |
0.7732 |
0.7837 |
|
| S3 |
0.7553 |
0.7622 |
0.7820 |
|
| S4 |
0.7374 |
0.7443 |
0.7771 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8021 |
0.7842 |
0.0179 |
2.3% |
0.0068 |
0.9% |
15% |
False |
True |
2,248 |
| 10 |
0.8021 |
0.7836 |
0.0185 |
2.4% |
0.0060 |
0.8% |
18% |
False |
False |
1,287 |
| 20 |
0.8021 |
0.7769 |
0.0252 |
3.2% |
0.0052 |
0.7% |
40% |
False |
False |
738 |
| 40 |
0.8021 |
0.7766 |
0.0256 |
3.2% |
0.0055 |
0.7% |
41% |
False |
False |
468 |
| 60 |
0.8021 |
0.7701 |
0.0320 |
4.1% |
0.0051 |
0.7% |
53% |
False |
False |
353 |
| 80 |
0.8021 |
0.7490 |
0.0532 |
6.8% |
0.0050 |
0.6% |
71% |
False |
False |
286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8375 |
|
2.618 |
0.8209 |
|
1.618 |
0.8108 |
|
1.000 |
0.8045 |
|
0.618 |
0.8006 |
|
HIGH |
0.7944 |
|
0.618 |
0.7905 |
|
0.500 |
0.7893 |
|
0.382 |
0.7881 |
|
LOW |
0.7842 |
|
0.618 |
0.7779 |
|
1.000 |
0.7741 |
|
1.618 |
0.7678 |
|
2.618 |
0.7576 |
|
4.250 |
0.7411 |
|
|
| Fisher Pivots for day following 26-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7893 |
0.7932 |
| PP |
0.7885 |
0.7911 |
| S1 |
0.7877 |
0.7890 |
|