CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 11-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2021 |
11-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7876 |
0.7881 |
0.0005 |
0.1% |
0.7808 |
| High |
0.7895 |
0.7899 |
0.0004 |
0.1% |
0.7839 |
| Low |
0.7870 |
0.7869 |
-0.0001 |
0.0% |
0.7772 |
| Close |
0.7882 |
0.7875 |
-0.0007 |
-0.1% |
0.7834 |
| Range |
0.0025 |
0.0030 |
0.0005 |
18.0% |
0.0068 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
117 |
117 |
0 |
0.0% |
1,129 |
|
| Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7969 |
0.7952 |
0.7891 |
|
| R3 |
0.7940 |
0.7922 |
0.7883 |
|
| R2 |
0.7910 |
0.7910 |
0.7880 |
|
| R1 |
0.7893 |
0.7893 |
0.7878 |
0.7887 |
| PP |
0.7881 |
0.7881 |
0.7881 |
0.7878 |
| S1 |
0.7863 |
0.7863 |
0.7872 |
0.7857 |
| S2 |
0.7851 |
0.7851 |
0.7870 |
|
| S3 |
0.7822 |
0.7834 |
0.7867 |
|
| S4 |
0.7792 |
0.7804 |
0.7859 |
|
|
| 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 |
0.7899 |
0.7795 |
0.0104 |
1.3% |
0.0035 |
0.4% |
77% |
True |
False |
193 |
| 10 |
0.7899 |
0.7769 |
0.0130 |
1.6% |
0.0044 |
0.6% |
82% |
True |
False |
190 |
| 20 |
0.7945 |
0.7766 |
0.0180 |
2.3% |
0.0052 |
0.7% |
61% |
False |
False |
241 |
| 40 |
0.7945 |
0.7723 |
0.0222 |
2.8% |
0.0052 |
0.7% |
68% |
False |
False |
166 |
| 60 |
0.7945 |
0.7626 |
0.0320 |
4.1% |
0.0047 |
0.6% |
78% |
False |
False |
152 |
| 80 |
0.7945 |
0.7476 |
0.0469 |
6.0% |
0.0047 |
0.6% |
85% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8024 |
|
2.618 |
0.7976 |
|
1.618 |
0.7946 |
|
1.000 |
0.7928 |
|
0.618 |
0.7917 |
|
HIGH |
0.7899 |
|
0.618 |
0.7887 |
|
0.500 |
0.7884 |
|
0.382 |
0.7880 |
|
LOW |
0.7869 |
|
0.618 |
0.7851 |
|
1.000 |
0.7840 |
|
1.618 |
0.7821 |
|
2.618 |
0.7792 |
|
4.250 |
0.7744 |
|
|
| Fisher Pivots for day following 11-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7884 |
0.7872 |
| PP |
0.7881 |
0.7870 |
| S1 |
0.7878 |
0.7867 |
|