CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 08-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
0.7811 |
0.7836 |
0.0025 |
0.3% |
0.7817 |
High |
0.7833 |
0.7850 |
0.0017 |
0.2% |
0.7837 |
Low |
0.7811 |
0.7826 |
0.0015 |
0.2% |
0.7774 |
Close |
0.7833 |
0.7850 |
0.0017 |
0.2% |
0.7833 |
Range |
0.0022 |
0.0025 |
0.0003 |
11.4% |
0.0063 |
ATR |
0.0050 |
0.0049 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
60 |
21 |
-39 |
-65.0% |
159 |
|
Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7915 |
0.7907 |
0.7863 |
|
R3 |
0.7891 |
0.7882 |
0.7856 |
|
R2 |
0.7866 |
0.7866 |
0.7854 |
|
R1 |
0.7858 |
0.7858 |
0.7852 |
0.7862 |
PP |
0.7842 |
0.7842 |
0.7842 |
0.7844 |
S1 |
0.7833 |
0.7833 |
0.7847 |
0.7838 |
S2 |
0.7817 |
0.7817 |
0.7845 |
|
S3 |
0.7793 |
0.7809 |
0.7843 |
|
S4 |
0.7768 |
0.7784 |
0.7836 |
|
|
Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8002 |
0.7980 |
0.7867 |
|
R3 |
0.7940 |
0.7918 |
0.7850 |
|
R2 |
0.7877 |
0.7877 |
0.7844 |
|
R1 |
0.7855 |
0.7855 |
0.7839 |
0.7866 |
PP |
0.7815 |
0.7815 |
0.7815 |
0.7820 |
S1 |
0.7793 |
0.7793 |
0.7827 |
0.7804 |
S2 |
0.7752 |
0.7752 |
0.7822 |
|
S3 |
0.7690 |
0.7730 |
0.7816 |
|
S4 |
0.7627 |
0.7668 |
0.7799 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7850 |
0.7775 |
0.0075 |
1.0% |
0.0032 |
0.4% |
99% |
True |
False |
32 |
10 |
0.7885 |
0.7767 |
0.0118 |
1.5% |
0.0049 |
0.6% |
70% |
False |
False |
41 |
20 |
0.7941 |
0.7767 |
0.0175 |
2.2% |
0.0045 |
0.6% |
48% |
False |
False |
40 |
40 |
0.7941 |
0.7729 |
0.0212 |
2.7% |
0.0041 |
0.5% |
57% |
False |
False |
27 |
60 |
0.7941 |
0.7600 |
0.0341 |
4.3% |
0.0037 |
0.5% |
73% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7954 |
2.618 |
0.7914 |
1.618 |
0.7890 |
1.000 |
0.7875 |
0.618 |
0.7865 |
HIGH |
0.7850 |
0.618 |
0.7841 |
0.500 |
0.7838 |
0.382 |
0.7835 |
LOW |
0.7826 |
0.618 |
0.7810 |
1.000 |
0.7801 |
1.618 |
0.7786 |
2.618 |
0.7761 |
4.250 |
0.7721 |
|
|
Fisher Pivots for day following 08-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7846 |
0.7840 |
PP |
0.7842 |
0.7830 |
S1 |
0.7838 |
0.7820 |
|