CME Canadian Dollar Future December 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 |
0.7875 |
0.7870 |
-0.0005 |
-0.1% |
0.7834 |
High |
0.7875 |
0.7889 |
0.0014 |
0.2% |
0.7895 |
Low |
0.7851 |
0.7857 |
0.0007 |
0.1% |
0.7829 |
Close |
0.7873 |
0.7884 |
0.0011 |
0.1% |
0.7871 |
Range |
0.0025 |
0.0032 |
0.0007 |
28.6% |
0.0066 |
ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
59 |
28 |
-31 |
-52.5% |
166 |
|
Daily Pivots for day following 18-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7971 |
0.7959 |
0.7901 |
|
R3 |
0.7940 |
0.7928 |
0.7893 |
|
R2 |
0.7908 |
0.7908 |
0.7890 |
|
R1 |
0.7896 |
0.7896 |
0.7887 |
0.7902 |
PP |
0.7877 |
0.7877 |
0.7877 |
0.7880 |
S1 |
0.7865 |
0.7865 |
0.7881 |
0.7871 |
S2 |
0.7845 |
0.7845 |
0.7878 |
|
S3 |
0.7814 |
0.7833 |
0.7875 |
|
S4 |
0.7782 |
0.7802 |
0.7867 |
|
|
Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8063 |
0.8033 |
0.7907 |
|
R3 |
0.7997 |
0.7967 |
0.7889 |
|
R2 |
0.7931 |
0.7931 |
0.7883 |
|
R1 |
0.7901 |
0.7901 |
0.7877 |
0.7916 |
PP |
0.7865 |
0.7865 |
0.7865 |
0.7872 |
S1 |
0.7835 |
0.7835 |
0.7865 |
0.7850 |
S2 |
0.7799 |
0.7799 |
0.7859 |
|
S3 |
0.7733 |
0.7769 |
0.7853 |
|
S4 |
0.7667 |
0.7703 |
0.7835 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8022 |
2.618 |
0.7971 |
1.618 |
0.7939 |
1.000 |
0.7920 |
0.618 |
0.7908 |
HIGH |
0.7889 |
0.618 |
0.7876 |
0.500 |
0.7873 |
0.382 |
0.7869 |
LOW |
0.7857 |
0.618 |
0.7838 |
1.000 |
0.7826 |
1.618 |
0.7806 |
2.618 |
0.7775 |
4.250 |
0.7723 |
|
|
Fisher Pivots for day following 18-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7880 |
0.7888 |
PP |
0.7877 |
0.7887 |
S1 |
0.7873 |
0.7885 |
|