CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 18-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2021 |
18-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
0.7850 |
0.7860 |
0.0011 |
0.1% |
0.7836 |
High |
0.7874 |
0.7891 |
0.0017 |
0.2% |
0.7897 |
Low |
0.7849 |
0.7856 |
0.0008 |
0.1% |
0.7826 |
Close |
0.7874 |
0.7885 |
0.0011 |
0.1% |
0.7872 |
Range |
0.0026 |
0.0035 |
0.0010 |
37.3% |
0.0072 |
ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
34 |
13 |
-21 |
-61.8% |
102 |
|
Daily Pivots for day following 18-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7982 |
0.7969 |
0.7904 |
|
R3 |
0.7947 |
0.7934 |
0.7895 |
|
R2 |
0.7912 |
0.7912 |
0.7891 |
|
R1 |
0.7899 |
0.7899 |
0.7888 |
0.7906 |
PP |
0.7877 |
0.7877 |
0.7877 |
0.7881 |
S1 |
0.7864 |
0.7864 |
0.7882 |
0.7871 |
S2 |
0.7842 |
0.7842 |
0.7879 |
|
S3 |
0.7807 |
0.7829 |
0.7875 |
|
S4 |
0.7772 |
0.7794 |
0.7866 |
|
|
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 |
0.7837 |
0.0089 |
1.1% |
0.0037 |
0.5% |
54% |
False |
False |
18 |
10 |
0.7926 |
0.7789 |
0.0137 |
1.7% |
0.0034 |
0.4% |
70% |
False |
False |
22 |
20 |
0.7941 |
0.7767 |
0.0175 |
2.2% |
0.0043 |
0.5% |
68% |
False |
False |
33 |
40 |
0.7941 |
0.7729 |
0.0212 |
2.7% |
0.0042 |
0.5% |
74% |
False |
False |
28 |
60 |
0.7941 |
0.7639 |
0.0302 |
3.8% |
0.0038 |
0.5% |
81% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8040 |
2.618 |
0.7983 |
1.618 |
0.7948 |
1.000 |
0.7926 |
0.618 |
0.7913 |
HIGH |
0.7891 |
0.618 |
0.7878 |
0.500 |
0.7874 |
0.382 |
0.7869 |
LOW |
0.7856 |
0.618 |
0.7834 |
1.000 |
0.7821 |
1.618 |
0.7799 |
2.618 |
0.7764 |
4.250 |
0.7707 |
|
|
Fisher Pivots for day following 18-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7881 |
0.7887 |
PP |
0.7877 |
0.7886 |
S1 |
0.7874 |
0.7886 |
|