CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 10-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2021 |
10-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
0.7860 |
0.7886 |
0.0026 |
0.3% |
0.7817 |
High |
0.7879 |
0.7892 |
0.0014 |
0.2% |
0.7837 |
Low |
0.7836 |
0.7870 |
0.0034 |
0.4% |
0.7774 |
Close |
0.7879 |
0.7882 |
0.0003 |
0.0% |
0.7833 |
Range |
0.0043 |
0.0022 |
-0.0021 |
-48.2% |
0.0063 |
ATR |
0.0048 |
0.0046 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
8 |
34 |
26 |
325.0% |
159 |
|
Daily Pivots for day following 10-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7947 |
0.7936 |
0.7894 |
|
R3 |
0.7925 |
0.7914 |
0.7888 |
|
R2 |
0.7903 |
0.7903 |
0.7886 |
|
R1 |
0.7892 |
0.7892 |
0.7884 |
0.7887 |
PP |
0.7881 |
0.7881 |
0.7881 |
0.7878 |
S1 |
0.7870 |
0.7870 |
0.7879 |
0.7865 |
S2 |
0.7859 |
0.7859 |
0.7877 |
|
S3 |
0.7837 |
0.7848 |
0.7875 |
|
S4 |
0.7815 |
0.7826 |
0.7869 |
|
|
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 |
0.7892 |
0.7789 |
0.0103 |
1.3% |
0.0030 |
0.4% |
90% |
True |
False |
26 |
10 |
0.7892 |
0.7767 |
0.0126 |
1.6% |
0.0042 |
0.5% |
92% |
True |
False |
31 |
20 |
0.7941 |
0.7767 |
0.0175 |
2.2% |
0.0046 |
0.6% |
66% |
False |
False |
38 |
40 |
0.7941 |
0.7729 |
0.0212 |
2.7% |
0.0040 |
0.5% |
72% |
False |
False |
28 |
60 |
0.7941 |
0.7600 |
0.0341 |
4.3% |
0.0037 |
0.5% |
83% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7986 |
2.618 |
0.7950 |
1.618 |
0.7928 |
1.000 |
0.7914 |
0.618 |
0.7906 |
HIGH |
0.7892 |
0.618 |
0.7884 |
0.500 |
0.7881 |
0.382 |
0.7878 |
LOW |
0.7870 |
0.618 |
0.7856 |
1.000 |
0.7848 |
1.618 |
0.7834 |
2.618 |
0.7812 |
4.250 |
0.7777 |
|
|
Fisher Pivots for day following 10-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7881 |
0.7874 |
PP |
0.7881 |
0.7866 |
S1 |
0.7881 |
0.7859 |
|