CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 12-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2021 |
12-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
0.7890 |
0.7858 |
-0.0032 |
-0.4% |
0.7836 |
High |
0.7897 |
0.7887 |
-0.0010 |
-0.1% |
0.7897 |
Low |
0.7874 |
0.7837 |
-0.0037 |
-0.5% |
0.7826 |
Close |
0.7875 |
0.7872 |
-0.0004 |
0.0% |
0.7872 |
Range |
0.0024 |
0.0050 |
0.0027 |
112.8% |
0.0072 |
ATR |
0.0045 |
0.0045 |
0.0000 |
0.9% |
0.0000 |
Volume |
10 |
29 |
19 |
190.0% |
102 |
|
Daily Pivots for day following 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8015 |
0.7993 |
0.7899 |
|
R3 |
0.7965 |
0.7943 |
0.7885 |
|
R2 |
0.7915 |
0.7915 |
0.7881 |
|
R1 |
0.7893 |
0.7893 |
0.7876 |
0.7904 |
PP |
0.7865 |
0.7865 |
0.7865 |
0.7871 |
S1 |
0.7843 |
0.7843 |
0.7867 |
0.7854 |
S2 |
0.7815 |
0.7815 |
0.7862 |
|
S3 |
0.7765 |
0.7793 |
0.7858 |
|
S4 |
0.7715 |
0.7743 |
0.7844 |
|
|
Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8079 |
0.8047 |
0.7911 |
|
R3 |
0.8008 |
0.7975 |
0.7891 |
|
R2 |
0.7936 |
0.7936 |
0.7885 |
|
R1 |
0.7904 |
0.7904 |
0.7878 |
0.7920 |
PP |
0.7865 |
0.7865 |
0.7865 |
0.7873 |
S1 |
0.7832 |
0.7832 |
0.7865 |
0.7849 |
S2 |
0.7793 |
0.7793 |
0.7858 |
|
S3 |
0.7722 |
0.7761 |
0.7852 |
|
S4 |
0.7650 |
0.7689 |
0.7832 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7897 |
0.7826 |
0.0072 |
0.9% |
0.0033 |
0.4% |
64% |
False |
False |
20 |
10 |
0.7897 |
0.7774 |
0.0123 |
1.6% |
0.0036 |
0.5% |
79% |
False |
False |
26 |
20 |
0.7941 |
0.7767 |
0.0175 |
2.2% |
0.0046 |
0.6% |
60% |
False |
False |
36 |
40 |
0.7941 |
0.7729 |
0.0212 |
2.7% |
0.0041 |
0.5% |
67% |
False |
False |
28 |
60 |
0.7941 |
0.7631 |
0.0311 |
3.9% |
0.0038 |
0.5% |
78% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8100 |
2.618 |
0.8018 |
1.618 |
0.7968 |
1.000 |
0.7937 |
0.618 |
0.7918 |
HIGH |
0.7887 |
0.618 |
0.7868 |
0.500 |
0.7862 |
0.382 |
0.7856 |
LOW |
0.7837 |
0.618 |
0.7806 |
1.000 |
0.7787 |
1.618 |
0.7756 |
2.618 |
0.7706 |
4.250 |
0.7625 |
|
|
Fisher Pivots for day following 12-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7868 |
0.7870 |
PP |
0.7865 |
0.7869 |
S1 |
0.7862 |
0.7867 |
|