CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 04-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7825 |
0.7828 |
0.0003 |
0.0% |
0.7878 |
| High |
0.7835 |
0.7828 |
-0.0007 |
-0.1% |
0.7885 |
| Low |
0.7809 |
0.7789 |
-0.0020 |
-0.2% |
0.7767 |
| Close |
0.7825 |
0.7795 |
-0.0031 |
-0.4% |
0.7813 |
| Range |
0.0027 |
0.0039 |
0.0013 |
47.2% |
0.0118 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
47 |
11 |
-36 |
-76.6% |
251 |
|
| Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7921 |
0.7897 |
0.7816 |
|
| R3 |
0.7882 |
0.7858 |
0.7805 |
|
| R2 |
0.7843 |
0.7843 |
0.7802 |
|
| R1 |
0.7819 |
0.7819 |
0.7798 |
0.7811 |
| PP |
0.7804 |
0.7804 |
0.7804 |
0.7800 |
| S1 |
0.7780 |
0.7780 |
0.7791 |
0.7772 |
| S2 |
0.7765 |
0.7765 |
0.7787 |
|
| S3 |
0.7726 |
0.7741 |
0.7784 |
|
| S4 |
0.7687 |
0.7702 |
0.7773 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8175 |
0.8112 |
0.7877 |
|
| R3 |
0.8057 |
0.7994 |
0.7845 |
|
| R2 |
0.7939 |
0.7939 |
0.7834 |
|
| R1 |
0.7876 |
0.7876 |
0.7823 |
0.7849 |
| PP |
0.7821 |
0.7821 |
0.7821 |
0.7808 |
| S1 |
0.7758 |
0.7758 |
0.7802 |
0.7731 |
| S2 |
0.7703 |
0.7703 |
0.7791 |
|
| S3 |
0.7585 |
0.7640 |
0.7780 |
|
| S4 |
0.7467 |
0.7522 |
0.7748 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7994 |
|
2.618 |
0.7930 |
|
1.618 |
0.7891 |
|
1.000 |
0.7867 |
|
0.618 |
0.7852 |
|
HIGH |
0.7828 |
|
0.618 |
0.7813 |
|
0.500 |
0.7809 |
|
0.382 |
0.7804 |
|
LOW |
0.7789 |
|
0.618 |
0.7765 |
|
1.000 |
0.7750 |
|
1.618 |
0.7726 |
|
2.618 |
0.7687 |
|
4.250 |
0.7623 |
|
|
| Fisher Pivots for day following 04-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7809 |
0.7805 |
| PP |
0.7804 |
0.7802 |
| S1 |
0.7799 |
0.7798 |
|