CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 09-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2021 |
09-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
0.7836 |
0.7860 |
0.0024 |
0.3% |
0.7817 |
High |
0.7850 |
0.7879 |
0.0029 |
0.4% |
0.7837 |
Low |
0.7826 |
0.7836 |
0.0011 |
0.1% |
0.7774 |
Close |
0.7850 |
0.7879 |
0.0029 |
0.4% |
0.7833 |
Range |
0.0025 |
0.0043 |
0.0018 |
73.5% |
0.0063 |
ATR |
0.0049 |
0.0048 |
0.0000 |
-0.9% |
0.0000 |
Volume |
21 |
8 |
-13 |
-61.9% |
159 |
|
Daily Pivots for day following 09-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7992 |
0.7978 |
0.7902 |
|
R3 |
0.7949 |
0.7935 |
0.7890 |
|
R2 |
0.7907 |
0.7907 |
0.7886 |
|
R1 |
0.7893 |
0.7893 |
0.7882 |
0.7900 |
PP |
0.7864 |
0.7864 |
0.7864 |
0.7868 |
S1 |
0.7850 |
0.7850 |
0.7875 |
0.7857 |
S2 |
0.7822 |
0.7822 |
0.7871 |
|
S3 |
0.7779 |
0.7808 |
0.7867 |
|
S4 |
0.7737 |
0.7765 |
0.7855 |
|
|
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 |
0.7879 |
0.7789 |
0.0090 |
1.1% |
0.0031 |
0.4% |
100% |
True |
False |
29 |
10 |
0.7885 |
0.7767 |
0.0118 |
1.5% |
0.0048 |
0.6% |
95% |
False |
False |
35 |
20 |
0.7941 |
0.7767 |
0.0175 |
2.2% |
0.0046 |
0.6% |
64% |
False |
False |
39 |
40 |
0.7941 |
0.7729 |
0.0212 |
2.7% |
0.0041 |
0.5% |
71% |
False |
False |
27 |
60 |
0.7941 |
0.7600 |
0.0341 |
4.3% |
0.0038 |
0.5% |
82% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8059 |
2.618 |
0.7990 |
1.618 |
0.7947 |
1.000 |
0.7921 |
0.618 |
0.7905 |
HIGH |
0.7879 |
0.618 |
0.7862 |
0.500 |
0.7857 |
0.382 |
0.7852 |
LOW |
0.7836 |
0.618 |
0.7810 |
1.000 |
0.7794 |
1.618 |
0.7767 |
2.618 |
0.7725 |
4.250 |
0.7655 |
|
|
Fisher Pivots for day following 09-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7871 |
0.7867 |
PP |
0.7864 |
0.7856 |
S1 |
0.7857 |
0.7845 |
|