CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 24-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
0.7932 |
0.7959 |
0.0027 |
0.3% |
0.7905 |
High |
0.7945 |
0.7992 |
0.0047 |
0.6% |
0.7936 |
Low |
0.7909 |
0.7938 |
0.0030 |
0.4% |
0.7849 |
Close |
0.7940 |
0.7980 |
0.0040 |
0.5% |
0.7922 |
Range |
0.0036 |
0.0054 |
0.0018 |
48.6% |
0.0087 |
ATR |
0.0045 |
0.0045 |
0.0001 |
1.4% |
0.0000 |
Volume |
11 |
49 |
38 |
345.5% |
79 |
|
Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8130 |
0.8108 |
0.8009 |
|
R3 |
0.8077 |
0.8055 |
0.7994 |
|
R2 |
0.8023 |
0.8023 |
0.7989 |
|
R1 |
0.8001 |
0.8001 |
0.7984 |
0.8012 |
PP |
0.7970 |
0.7970 |
0.7970 |
0.7975 |
S1 |
0.7948 |
0.7948 |
0.7975 |
0.7959 |
S2 |
0.7916 |
0.7916 |
0.7970 |
|
S3 |
0.7863 |
0.7894 |
0.7965 |
|
S4 |
0.7809 |
0.7841 |
0.7950 |
|
|
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 |
0.7992 |
0.7856 |
0.0136 |
1.7% |
0.0046 |
0.6% |
91% |
True |
False |
21 |
10 |
0.7992 |
0.7837 |
0.0155 |
1.9% |
0.0040 |
0.5% |
92% |
True |
False |
22 |
20 |
0.7992 |
0.7767 |
0.0225 |
2.8% |
0.0044 |
0.6% |
95% |
True |
False |
28 |
40 |
0.7992 |
0.7767 |
0.0225 |
2.8% |
0.0043 |
0.5% |
95% |
True |
False |
29 |
60 |
0.7992 |
0.7686 |
0.0306 |
3.8% |
0.0040 |
0.5% |
96% |
True |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8219 |
2.618 |
0.8132 |
1.618 |
0.8078 |
1.000 |
0.8045 |
0.618 |
0.8025 |
HIGH |
0.7992 |
0.618 |
0.7971 |
0.500 |
0.7965 |
0.382 |
0.7958 |
LOW |
0.7938 |
0.618 |
0.7905 |
1.000 |
0.7885 |
1.618 |
0.7851 |
2.618 |
0.7798 |
4.250 |
0.7711 |
|
|
Fisher Pivots for day following 24-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7975 |
0.7969 |
PP |
0.7970 |
0.7958 |
S1 |
0.7965 |
0.7947 |
|