CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 16-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2021 |
16-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
0.7858 |
0.7905 |
0.0047 |
0.6% |
0.7836 |
High |
0.7887 |
0.7926 |
0.0039 |
0.5% |
0.7897 |
Low |
0.7837 |
0.7875 |
0.0038 |
0.5% |
0.7826 |
Close |
0.7872 |
0.7888 |
0.0016 |
0.2% |
0.7872 |
Range |
0.0050 |
0.0051 |
0.0001 |
2.0% |
0.0072 |
ATR |
0.0045 |
0.0046 |
0.0001 |
1.4% |
0.0000 |
Volume |
29 |
8 |
-21 |
-72.4% |
102 |
|
Daily Pivots for day following 16-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8049 |
0.8019 |
0.7916 |
|
R3 |
0.7998 |
0.7968 |
0.7902 |
|
R2 |
0.7947 |
0.7947 |
0.7897 |
|
R1 |
0.7917 |
0.7917 |
0.7892 |
0.7907 |
PP |
0.7896 |
0.7896 |
0.7896 |
0.7891 |
S1 |
0.7866 |
0.7866 |
0.7883 |
0.7856 |
S2 |
0.7845 |
0.7845 |
0.7878 |
|
S3 |
0.7794 |
0.7815 |
0.7873 |
|
S4 |
0.7743 |
0.7764 |
0.7859 |
|
|
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 |
0.7926 |
0.7836 |
0.0090 |
1.1% |
0.0038 |
0.5% |
58% |
True |
False |
17 |
10 |
0.7926 |
0.7775 |
0.0151 |
1.9% |
0.0035 |
0.4% |
75% |
True |
False |
25 |
20 |
0.7941 |
0.7767 |
0.0175 |
2.2% |
0.0045 |
0.6% |
69% |
False |
False |
35 |
40 |
0.7941 |
0.7729 |
0.0212 |
2.7% |
0.0042 |
0.5% |
75% |
False |
False |
28 |
60 |
0.7941 |
0.7631 |
0.0311 |
3.9% |
0.0038 |
0.5% |
83% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8142 |
2.618 |
0.8059 |
1.618 |
0.8008 |
1.000 |
0.7977 |
0.618 |
0.7957 |
HIGH |
0.7926 |
0.618 |
0.7906 |
0.500 |
0.7900 |
0.382 |
0.7894 |
LOW |
0.7875 |
0.618 |
0.7843 |
1.000 |
0.7824 |
1.618 |
0.7792 |
2.618 |
0.7741 |
4.250 |
0.7658 |
|
|
Fisher Pivots for day following 16-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7900 |
0.7885 |
PP |
0.7896 |
0.7883 |
S1 |
0.7892 |
0.7881 |
|