CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 09-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2021 |
09-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7840 |
0.7853 |
0.0013 |
0.2% |
0.7808 |
| High |
0.7854 |
0.7881 |
0.0027 |
0.3% |
0.7839 |
| Low |
0.7825 |
0.7835 |
0.0010 |
0.1% |
0.7772 |
| Close |
0.7850 |
0.7879 |
0.0029 |
0.4% |
0.7834 |
| Range |
0.0029 |
0.0046 |
0.0017 |
59.6% |
0.0068 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
151 |
215 |
64 |
42.4% |
1,129 |
|
| Daily Pivots for day following 09-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8001 |
0.7985 |
0.7904 |
|
| R3 |
0.7956 |
0.7940 |
0.7891 |
|
| R2 |
0.7910 |
0.7910 |
0.7887 |
|
| R1 |
0.7894 |
0.7894 |
0.7883 |
0.7902 |
| PP |
0.7865 |
0.7865 |
0.7865 |
0.7869 |
| S1 |
0.7849 |
0.7849 |
0.7874 |
0.7857 |
| S2 |
0.7819 |
0.7819 |
0.7870 |
|
| S3 |
0.7774 |
0.7803 |
0.7866 |
|
| S4 |
0.7728 |
0.7758 |
0.7853 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8017 |
0.7993 |
0.7871 |
|
| R3 |
0.7950 |
0.7925 |
0.7852 |
|
| R2 |
0.7882 |
0.7882 |
0.7846 |
|
| R1 |
0.7858 |
0.7858 |
0.7840 |
0.7870 |
| PP |
0.7815 |
0.7815 |
0.7815 |
0.7821 |
| S1 |
0.7790 |
0.7790 |
0.7827 |
0.7803 |
| S2 |
0.7747 |
0.7747 |
0.7821 |
|
| S3 |
0.7680 |
0.7723 |
0.7815 |
|
| S4 |
0.7612 |
0.7655 |
0.7796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7881 |
0.7787 |
0.0094 |
1.2% |
0.0037 |
0.5% |
98% |
True |
False |
189 |
| 10 |
0.7885 |
0.7766 |
0.0119 |
1.5% |
0.0052 |
0.7% |
95% |
False |
False |
219 |
| 20 |
0.7945 |
0.7766 |
0.0180 |
2.3% |
0.0054 |
0.7% |
63% |
False |
False |
239 |
| 40 |
0.7945 |
0.7723 |
0.0222 |
2.8% |
0.0052 |
0.7% |
70% |
False |
False |
167 |
| 60 |
0.7945 |
0.7599 |
0.0347 |
4.4% |
0.0048 |
0.6% |
81% |
False |
False |
157 |
| 80 |
0.7945 |
0.7476 |
0.0469 |
6.0% |
0.0047 |
0.6% |
86% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8074 |
|
2.618 |
0.8000 |
|
1.618 |
0.7954 |
|
1.000 |
0.7926 |
|
0.618 |
0.7909 |
|
HIGH |
0.7881 |
|
0.618 |
0.7863 |
|
0.500 |
0.7858 |
|
0.382 |
0.7852 |
|
LOW |
0.7835 |
|
0.618 |
0.7807 |
|
1.000 |
0.7790 |
|
1.618 |
0.7761 |
|
2.618 |
0.7716 |
|
4.250 |
0.7642 |
|
|
| Fisher Pivots for day following 09-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7872 |
0.7865 |
| PP |
0.7865 |
0.7851 |
| S1 |
0.7858 |
0.7838 |
|