CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 10-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2021 |
10-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7853 |
0.7876 |
0.0023 |
0.3% |
0.7808 |
| High |
0.7881 |
0.7895 |
0.0014 |
0.2% |
0.7839 |
| Low |
0.7835 |
0.7870 |
0.0035 |
0.4% |
0.7772 |
| Close |
0.7879 |
0.7882 |
0.0003 |
0.0% |
0.7834 |
| Range |
0.0046 |
0.0025 |
-0.0021 |
-45.1% |
0.0068 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
215 |
117 |
-98 |
-45.6% |
1,129 |
|
| Daily Pivots for day following 10-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7957 |
0.7944 |
0.7895 |
|
| R3 |
0.7932 |
0.7919 |
0.7888 |
|
| R2 |
0.7907 |
0.7907 |
0.7886 |
|
| R1 |
0.7894 |
0.7894 |
0.7884 |
0.7901 |
| PP |
0.7882 |
0.7882 |
0.7882 |
0.7885 |
| S1 |
0.7869 |
0.7869 |
0.7879 |
0.7876 |
| S2 |
0.7857 |
0.7857 |
0.7877 |
|
| S3 |
0.7832 |
0.7844 |
0.7875 |
|
| S4 |
0.7807 |
0.7819 |
0.7868 |
|
|
| 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 |
0.7895 |
0.7787 |
0.0108 |
1.4% |
0.0037 |
0.5% |
88% |
True |
False |
182 |
| 10 |
0.7895 |
0.7766 |
0.0129 |
1.6% |
0.0046 |
0.6% |
90% |
True |
False |
201 |
| 20 |
0.7945 |
0.7766 |
0.0180 |
2.3% |
0.0053 |
0.7% |
65% |
False |
False |
239 |
| 40 |
0.7945 |
0.7723 |
0.0222 |
2.8% |
0.0052 |
0.7% |
71% |
False |
False |
168 |
| 60 |
0.7945 |
0.7599 |
0.0347 |
4.4% |
0.0047 |
0.6% |
82% |
False |
False |
150 |
| 80 |
0.7945 |
0.7476 |
0.0469 |
6.0% |
0.0047 |
0.6% |
86% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8001 |
|
2.618 |
0.7960 |
|
1.618 |
0.7935 |
|
1.000 |
0.7920 |
|
0.618 |
0.7910 |
|
HIGH |
0.7895 |
|
0.618 |
0.7885 |
|
0.500 |
0.7882 |
|
0.382 |
0.7879 |
|
LOW |
0.7870 |
|
0.618 |
0.7854 |
|
1.000 |
0.7845 |
|
1.618 |
0.7829 |
|
2.618 |
0.7804 |
|
4.250 |
0.7763 |
|
|
| Fisher Pivots for day following 10-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7882 |
0.7874 |
| PP |
0.7882 |
0.7867 |
| S1 |
0.7882 |
0.7860 |
|