CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 16-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2021 |
16-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7870 |
0.7882 |
0.0012 |
0.1% |
0.7840 |
| High |
0.7889 |
0.7930 |
0.0042 |
0.5% |
0.7899 |
| Low |
0.7836 |
0.7873 |
0.0037 |
0.5% |
0.7825 |
| Close |
0.7872 |
0.7888 |
0.0017 |
0.2% |
0.7872 |
| Range |
0.0053 |
0.0058 |
0.0005 |
9.5% |
0.0074 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.4% |
0.0000 |
| Volume |
171 |
680 |
509 |
297.7% |
771 |
|
| Daily Pivots for day following 16-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8069 |
0.8036 |
0.7920 |
|
| R3 |
0.8012 |
0.7979 |
0.7904 |
|
| R2 |
0.7954 |
0.7954 |
0.7899 |
|
| R1 |
0.7921 |
0.7921 |
0.7893 |
0.7938 |
| PP |
0.7897 |
0.7897 |
0.7897 |
0.7905 |
| S1 |
0.7864 |
0.7864 |
0.7883 |
0.7880 |
| S2 |
0.7839 |
0.7839 |
0.7877 |
|
| S3 |
0.7782 |
0.7806 |
0.7872 |
|
| S4 |
0.7724 |
0.7749 |
0.7856 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8086 |
0.8052 |
0.7912 |
|
| R3 |
0.8012 |
0.7979 |
0.7892 |
|
| R2 |
0.7939 |
0.7939 |
0.7885 |
|
| R1 |
0.7905 |
0.7905 |
0.7878 |
0.7922 |
| PP |
0.7865 |
0.7865 |
0.7865 |
0.7873 |
| S1 |
0.7832 |
0.7832 |
0.7865 |
0.7848 |
| S2 |
0.7792 |
0.7792 |
0.7858 |
|
| S3 |
0.7718 |
0.7758 |
0.7851 |
|
| S4 |
0.7645 |
0.7685 |
0.7831 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7930 |
0.7835 |
0.0095 |
1.2% |
0.0042 |
0.5% |
56% |
True |
False |
260 |
| 10 |
0.7930 |
0.7772 |
0.0159 |
2.0% |
0.0040 |
0.5% |
74% |
True |
False |
247 |
| 20 |
0.7945 |
0.7766 |
0.0180 |
2.3% |
0.0051 |
0.6% |
68% |
False |
False |
244 |
| 40 |
0.7945 |
0.7723 |
0.0222 |
2.8% |
0.0052 |
0.7% |
74% |
False |
False |
185 |
| 60 |
0.7945 |
0.7626 |
0.0320 |
4.1% |
0.0048 |
0.6% |
82% |
False |
False |
164 |
| 80 |
0.7945 |
0.7476 |
0.0469 |
5.9% |
0.0047 |
0.6% |
88% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8174 |
|
2.618 |
0.8081 |
|
1.618 |
0.8023 |
|
1.000 |
0.7988 |
|
0.618 |
0.7966 |
|
HIGH |
0.7930 |
|
0.618 |
0.7908 |
|
0.500 |
0.7901 |
|
0.382 |
0.7894 |
|
LOW |
0.7873 |
|
0.618 |
0.7837 |
|
1.000 |
0.7815 |
|
1.618 |
0.7779 |
|
2.618 |
0.7722 |
|
4.250 |
0.7628 |
|
|
| Fisher Pivots for day following 16-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7901 |
0.7886 |
| PP |
0.7897 |
0.7885 |
| S1 |
0.7892 |
0.7883 |
|