CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 22-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7886 |
0.7931 |
0.0046 |
0.6% |
0.7882 |
| High |
0.7940 |
0.7948 |
0.0009 |
0.1% |
0.7940 |
| Low |
0.7866 |
0.7903 |
0.0037 |
0.5% |
0.7846 |
| Close |
0.7923 |
0.7937 |
0.0014 |
0.2% |
0.7923 |
| Range |
0.0074 |
0.0045 |
-0.0029 |
-38.8% |
0.0094 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
317 |
837 |
520 |
164.0% |
1,460 |
|
| Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8064 |
0.8045 |
0.7961 |
|
| R3 |
0.8019 |
0.8000 |
0.7949 |
|
| R2 |
0.7974 |
0.7974 |
0.7945 |
|
| R1 |
0.7955 |
0.7955 |
0.7941 |
0.7965 |
| PP |
0.7929 |
0.7929 |
0.7929 |
0.7934 |
| S1 |
0.7910 |
0.7910 |
0.7932 |
0.7920 |
| S2 |
0.7884 |
0.7884 |
0.7928 |
|
| S3 |
0.7839 |
0.7865 |
0.7924 |
|
| S4 |
0.7794 |
0.7820 |
0.7912 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8183 |
0.8147 |
0.7974 |
|
| R3 |
0.8090 |
0.8053 |
0.7949 |
|
| R2 |
0.7996 |
0.7996 |
0.7940 |
|
| R1 |
0.7960 |
0.7960 |
0.7932 |
0.7978 |
| PP |
0.7903 |
0.7903 |
0.7903 |
0.7912 |
| S1 |
0.7866 |
0.7866 |
0.7914 |
0.7885 |
| S2 |
0.7809 |
0.7809 |
0.7906 |
|
| S3 |
0.7716 |
0.7773 |
0.7897 |
|
| S4 |
0.7622 |
0.7679 |
0.7872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7948 |
0.7846 |
0.0102 |
1.3% |
0.0050 |
0.6% |
89% |
True |
False |
459 |
| 10 |
0.7948 |
0.7825 |
0.0123 |
1.5% |
0.0043 |
0.5% |
91% |
True |
False |
306 |
| 20 |
0.7948 |
0.7766 |
0.0183 |
2.3% |
0.0050 |
0.6% |
94% |
True |
False |
262 |
| 40 |
0.7948 |
0.7751 |
0.0197 |
2.5% |
0.0051 |
0.6% |
94% |
True |
False |
217 |
| 60 |
0.7948 |
0.7645 |
0.0303 |
3.8% |
0.0049 |
0.6% |
96% |
True |
False |
187 |
| 80 |
0.7948 |
0.7476 |
0.0472 |
5.9% |
0.0048 |
0.6% |
98% |
True |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8139 |
|
2.618 |
0.8066 |
|
1.618 |
0.8021 |
|
1.000 |
0.7993 |
|
0.618 |
0.7976 |
|
HIGH |
0.7948 |
|
0.618 |
0.7931 |
|
0.500 |
0.7926 |
|
0.382 |
0.7920 |
|
LOW |
0.7903 |
|
0.618 |
0.7875 |
|
1.000 |
0.7858 |
|
1.618 |
0.7830 |
|
2.618 |
0.7785 |
|
4.250 |
0.7712 |
|
|
| Fisher Pivots for day following 22-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7933 |
0.7925 |
| PP |
0.7929 |
0.7913 |
| S1 |
0.7926 |
0.7901 |
|