CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 25-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2021 |
25-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7944 |
0.7991 |
0.0047 |
0.6% |
0.7882 |
| High |
0.7998 |
0.8021 |
0.0024 |
0.3% |
0.7940 |
| Low |
0.7938 |
0.7928 |
-0.0011 |
-0.1% |
0.7846 |
| Close |
0.7982 |
0.7951 |
-0.0031 |
-0.4% |
0.7923 |
| Range |
0.0060 |
0.0094 |
0.0034 |
57.1% |
0.0094 |
| ATR |
0.0050 |
0.0053 |
0.0003 |
6.2% |
0.0000 |
| Volume |
1,627 |
2,544 |
917 |
56.4% |
1,460 |
|
| Daily Pivots for day following 25-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8247 |
0.8193 |
0.8002 |
|
| R3 |
0.8154 |
0.8099 |
0.7977 |
|
| R2 |
0.8060 |
0.8060 |
0.7968 |
|
| R1 |
0.8006 |
0.8006 |
0.7960 |
0.7986 |
| PP |
0.7967 |
0.7967 |
0.7967 |
0.7957 |
| S1 |
0.7912 |
0.7912 |
0.7942 |
0.7893 |
| S2 |
0.7873 |
0.7873 |
0.7934 |
|
| S3 |
0.7780 |
0.7819 |
0.7925 |
|
| S4 |
0.7686 |
0.7725 |
0.7900 |
|
|
| 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 |
0.8021 |
0.7866 |
0.0155 |
1.9% |
0.0063 |
0.8% |
55% |
True |
False |
1,656 |
| 10 |
0.8021 |
0.7836 |
0.0185 |
2.3% |
0.0053 |
0.7% |
62% |
True |
False |
971 |
| 20 |
0.8021 |
0.7766 |
0.0256 |
3.2% |
0.0050 |
0.6% |
73% |
True |
False |
586 |
| 40 |
0.8021 |
0.7766 |
0.0256 |
3.2% |
0.0054 |
0.7% |
73% |
True |
False |
390 |
| 60 |
0.8021 |
0.7697 |
0.0325 |
4.1% |
0.0051 |
0.6% |
78% |
True |
False |
300 |
| 80 |
0.8021 |
0.7490 |
0.0532 |
6.7% |
0.0049 |
0.6% |
87% |
True |
False |
246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8418 |
|
2.618 |
0.8266 |
|
1.618 |
0.8172 |
|
1.000 |
0.8115 |
|
0.618 |
0.8079 |
|
HIGH |
0.8021 |
|
0.618 |
0.7985 |
|
0.500 |
0.7974 |
|
0.382 |
0.7963 |
|
LOW |
0.7928 |
|
0.618 |
0.7870 |
|
1.000 |
0.7834 |
|
1.618 |
0.7776 |
|
2.618 |
0.7683 |
|
4.250 |
0.7530 |
|
|
| Fisher Pivots for day following 25-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7974 |
0.7964 |
| PP |
0.7967 |
0.7960 |
| S1 |
0.7959 |
0.7955 |
|