CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 05-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2021 |
05-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7828 |
0.7811 |
-0.0017 |
-0.2% |
0.7817 |
| High |
0.7828 |
0.7833 |
0.0005 |
0.1% |
0.7837 |
| Low |
0.7789 |
0.7811 |
0.0022 |
0.3% |
0.7774 |
| Close |
0.7795 |
0.7833 |
0.0039 |
0.5% |
0.7833 |
| Range |
0.0039 |
0.0022 |
-0.0017 |
-43.6% |
0.0063 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
11 |
60 |
49 |
445.5% |
159 |
|
| Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7892 |
0.7884 |
0.7845 |
|
| R3 |
0.7870 |
0.7862 |
0.7839 |
|
| R2 |
0.7848 |
0.7848 |
0.7837 |
|
| R1 |
0.7840 |
0.7840 |
0.7835 |
0.7844 |
| PP |
0.7826 |
0.7826 |
0.7826 |
0.7828 |
| S1 |
0.7818 |
0.7818 |
0.7831 |
0.7822 |
| S2 |
0.7804 |
0.7804 |
0.7829 |
|
| S3 |
0.7782 |
0.7796 |
0.7827 |
|
| S4 |
0.7760 |
0.7774 |
0.7821 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8002 |
0.7980 |
0.7867 |
|
| R3 |
0.7940 |
0.7918 |
0.7850 |
|
| R2 |
0.7877 |
0.7877 |
0.7844 |
|
| R1 |
0.7855 |
0.7855 |
0.7839 |
0.7866 |
| PP |
0.7815 |
0.7815 |
0.7815 |
0.7820 |
| S1 |
0.7793 |
0.7793 |
0.7827 |
0.7804 |
| S2 |
0.7752 |
0.7752 |
0.7822 |
|
| S3 |
0.7690 |
0.7730 |
0.7816 |
|
| S4 |
0.7627 |
0.7668 |
0.7799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7837 |
0.7774 |
0.0063 |
0.8% |
0.0040 |
0.5% |
94% |
False |
False |
31 |
| 10 |
0.7885 |
0.7767 |
0.0118 |
1.5% |
0.0052 |
0.7% |
56% |
False |
False |
41 |
| 20 |
0.7941 |
0.7767 |
0.0175 |
2.2% |
0.0046 |
0.6% |
38% |
False |
False |
41 |
| 40 |
0.7941 |
0.7729 |
0.0212 |
2.7% |
0.0042 |
0.5% |
49% |
False |
False |
29 |
| 60 |
0.7941 |
0.7600 |
0.0341 |
4.4% |
0.0037 |
0.5% |
68% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7927 |
|
2.618 |
0.7891 |
|
1.618 |
0.7869 |
|
1.000 |
0.7855 |
|
0.618 |
0.7847 |
|
HIGH |
0.7833 |
|
0.618 |
0.7825 |
|
0.500 |
0.7822 |
|
0.382 |
0.7819 |
|
LOW |
0.7811 |
|
0.618 |
0.7797 |
|
1.000 |
0.7789 |
|
1.618 |
0.7775 |
|
2.618 |
0.7753 |
|
4.250 |
0.7718 |
|
|
| Fisher Pivots for day following 05-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7829 |
0.7826 |
| PP |
0.7826 |
0.7819 |
| S1 |
0.7822 |
0.7812 |
|