CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 25-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2021 |
25-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
0.7959 |
0.8007 |
0.0048 |
0.6% |
0.7905 |
High |
0.7992 |
0.8018 |
0.0026 |
0.3% |
0.7936 |
Low |
0.7938 |
0.7930 |
-0.0009 |
-0.1% |
0.7849 |
Close |
0.7980 |
0.7950 |
-0.0030 |
-0.4% |
0.7922 |
Range |
0.0054 |
0.0088 |
0.0035 |
64.5% |
0.0087 |
ATR |
0.0045 |
0.0048 |
0.0003 |
6.7% |
0.0000 |
Volume |
49 |
42 |
-7 |
-14.3% |
79 |
|
Daily Pivots for day following 25-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8230 |
0.8178 |
0.7998 |
|
R3 |
0.8142 |
0.8090 |
0.7974 |
|
R2 |
0.8054 |
0.8054 |
0.7966 |
|
R1 |
0.8002 |
0.8002 |
0.7958 |
0.7984 |
PP |
0.7966 |
0.7966 |
0.7966 |
0.7957 |
S1 |
0.7914 |
0.7914 |
0.7942 |
0.7896 |
S2 |
0.7878 |
0.7878 |
0.7934 |
|
S3 |
0.7790 |
0.7826 |
0.7926 |
|
S4 |
0.7702 |
0.7738 |
0.7902 |
|
|
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 |
0.8018 |
0.7871 |
0.0147 |
1.8% |
0.0056 |
0.7% |
54% |
True |
False |
27 |
10 |
0.8018 |
0.7837 |
0.0181 |
2.3% |
0.0047 |
0.6% |
63% |
True |
False |
23 |
20 |
0.8018 |
0.7767 |
0.0251 |
3.2% |
0.0044 |
0.6% |
73% |
True |
False |
27 |
40 |
0.8018 |
0.7767 |
0.0251 |
3.2% |
0.0045 |
0.6% |
73% |
True |
False |
30 |
60 |
0.8018 |
0.7698 |
0.0320 |
4.0% |
0.0041 |
0.5% |
79% |
True |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8392 |
2.618 |
0.8248 |
1.618 |
0.8160 |
1.000 |
0.8106 |
0.618 |
0.8072 |
HIGH |
0.8018 |
0.618 |
0.7984 |
0.500 |
0.7974 |
0.382 |
0.7963 |
LOW |
0.7930 |
0.618 |
0.7875 |
1.000 |
0.7842 |
1.618 |
0.7787 |
2.618 |
0.7699 |
4.250 |
0.7556 |
|
|
Fisher Pivots for day following 25-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7974 |
0.7963 |
PP |
0.7966 |
0.7959 |
S1 |
0.7958 |
0.7954 |
|