CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 19-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2021 |
19-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
0.7860 |
0.7914 |
0.0054 |
0.7% |
0.7905 |
High |
0.7891 |
0.7936 |
0.0045 |
0.6% |
0.7936 |
Low |
0.7856 |
0.7871 |
0.0015 |
0.2% |
0.7849 |
Close |
0.7885 |
0.7922 |
0.0037 |
0.5% |
0.7922 |
Range |
0.0035 |
0.0065 |
0.0030 |
85.7% |
0.0087 |
ATR |
0.0044 |
0.0046 |
0.0001 |
3.3% |
0.0000 |
Volume |
13 |
24 |
11 |
84.6% |
79 |
|
Daily Pivots for day following 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8104 |
0.8078 |
0.7957 |
|
R3 |
0.8039 |
0.8013 |
0.7939 |
|
R2 |
0.7974 |
0.7974 |
0.7933 |
|
R1 |
0.7948 |
0.7948 |
0.7927 |
0.7961 |
PP |
0.7909 |
0.7909 |
0.7909 |
0.7916 |
S1 |
0.7883 |
0.7883 |
0.7916 |
0.7896 |
S2 |
0.7844 |
0.7844 |
0.7910 |
|
S3 |
0.7779 |
0.7818 |
0.7904 |
|
S4 |
0.7714 |
0.7753 |
0.7886 |
|
|
Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8163 |
0.8129 |
0.7969 |
|
R3 |
0.8076 |
0.8042 |
0.7945 |
|
R2 |
0.7989 |
0.7989 |
0.7937 |
|
R1 |
0.7955 |
0.7955 |
0.7929 |
0.7972 |
PP |
0.7902 |
0.7902 |
0.7902 |
0.7910 |
S1 |
0.7868 |
0.7868 |
0.7914 |
0.7885 |
S2 |
0.7815 |
0.7815 |
0.7906 |
|
S3 |
0.7728 |
0.7781 |
0.7898 |
|
S4 |
0.7641 |
0.7694 |
0.7874 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7936 |
0.7837 |
0.0099 |
1.2% |
0.0045 |
0.6% |
86% |
True |
False |
21 |
10 |
0.7936 |
0.7811 |
0.0125 |
1.6% |
0.0036 |
0.5% |
89% |
True |
False |
24 |
20 |
0.7936 |
0.7767 |
0.0169 |
2.1% |
0.0045 |
0.6% |
92% |
True |
False |
33 |
40 |
0.7941 |
0.7748 |
0.0194 |
2.4% |
0.0042 |
0.5% |
90% |
False |
False |
29 |
60 |
0.7941 |
0.7639 |
0.0302 |
3.8% |
0.0039 |
0.5% |
94% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8212 |
2.618 |
0.8106 |
1.618 |
0.8041 |
1.000 |
0.8001 |
0.618 |
0.7976 |
HIGH |
0.7936 |
0.618 |
0.7911 |
0.500 |
0.7903 |
0.382 |
0.7895 |
LOW |
0.7871 |
0.618 |
0.7830 |
1.000 |
0.7806 |
1.618 |
0.7765 |
2.618 |
0.7700 |
4.250 |
0.7594 |
|
|
Fisher Pivots for day following 19-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7915 |
0.7912 |
PP |
0.7909 |
0.7902 |
S1 |
0.7903 |
0.7892 |
|