CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 22-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
0.7914 |
0.7929 |
0.0015 |
0.2% |
0.7905 |
High |
0.7936 |
0.7940 |
0.0005 |
0.1% |
0.7936 |
Low |
0.7871 |
0.7902 |
0.0032 |
0.4% |
0.7849 |
Close |
0.7922 |
0.7935 |
0.0014 |
0.2% |
0.7922 |
Range |
0.0065 |
0.0038 |
-0.0027 |
-41.5% |
0.0087 |
ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
24 |
10 |
-14 |
-58.3% |
79 |
|
Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8040 |
0.8025 |
0.7956 |
|
R3 |
0.8002 |
0.7987 |
0.7945 |
|
R2 |
0.7964 |
0.7964 |
0.7942 |
|
R1 |
0.7949 |
0.7949 |
0.7938 |
0.7957 |
PP |
0.7926 |
0.7926 |
0.7926 |
0.7929 |
S1 |
0.7911 |
0.7911 |
0.7932 |
0.7919 |
S2 |
0.7888 |
0.7888 |
0.7928 |
|
S3 |
0.7850 |
0.7873 |
0.7925 |
|
S4 |
0.7812 |
0.7835 |
0.7914 |
|
|
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 |
0.7940 |
0.7849 |
0.0092 |
1.2% |
0.0043 |
0.5% |
95% |
True |
False |
17 |
10 |
0.7940 |
0.7826 |
0.0115 |
1.4% |
0.0038 |
0.5% |
96% |
True |
False |
19 |
20 |
0.7940 |
0.7767 |
0.0174 |
2.2% |
0.0045 |
0.6% |
97% |
True |
False |
30 |
40 |
0.7941 |
0.7756 |
0.0185 |
2.3% |
0.0042 |
0.5% |
97% |
False |
False |
28 |
60 |
0.7941 |
0.7655 |
0.0287 |
3.6% |
0.0039 |
0.5% |
98% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8102 |
2.618 |
0.8039 |
1.618 |
0.8001 |
1.000 |
0.7978 |
0.618 |
0.7963 |
HIGH |
0.7940 |
0.618 |
0.7925 |
0.500 |
0.7921 |
0.382 |
0.7917 |
LOW |
0.7902 |
0.618 |
0.7879 |
1.000 |
0.7864 |
1.618 |
0.7841 |
2.618 |
0.7803 |
4.250 |
0.7741 |
|
|
Fisher Pivots for day following 22-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7930 |
0.7923 |
PP |
0.7926 |
0.7910 |
S1 |
0.7921 |
0.7898 |
|