CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 23-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7929 |
0.7932 |
0.0004 |
0.0% |
0.7905 |
| High |
0.7940 |
0.7945 |
0.0005 |
0.1% |
0.7936 |
| Low |
0.7902 |
0.7909 |
0.0007 |
0.1% |
0.7849 |
| Close |
0.7935 |
0.7940 |
0.0005 |
0.1% |
0.7922 |
| Range |
0.0038 |
0.0036 |
-0.0002 |
-5.3% |
0.0087 |
| ATR |
0.0045 |
0.0045 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
10 |
11 |
1 |
10.0% |
79 |
|
| Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8039 |
0.8025 |
0.7959 |
|
| R3 |
0.8003 |
0.7989 |
0.7949 |
|
| R2 |
0.7967 |
0.7967 |
0.7946 |
|
| R1 |
0.7953 |
0.7953 |
0.7943 |
0.7960 |
| PP |
0.7931 |
0.7931 |
0.7931 |
0.7934 |
| S1 |
0.7917 |
0.7917 |
0.7936 |
0.7924 |
| S2 |
0.7895 |
0.7895 |
0.7933 |
|
| S3 |
0.7859 |
0.7881 |
0.7930 |
|
| S4 |
0.7823 |
0.7845 |
0.7920 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8163 |
0.8129 |
0.7969 |
|
| R3 |
0.8076 |
0.8042 |
0.7945 |
|
| R2 |
0.7989 |
0.7989 |
0.7937 |
|
| R1 |
0.7955 |
0.7955 |
0.7929 |
0.7972 |
| PP |
0.7902 |
0.7902 |
0.7902 |
0.7910 |
| S1 |
0.7868 |
0.7868 |
0.7914 |
0.7885 |
| S2 |
0.7815 |
0.7815 |
0.7906 |
|
| S3 |
0.7728 |
0.7781 |
0.7898 |
|
| S4 |
0.7641 |
0.7694 |
0.7874 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7945 |
0.7849 |
0.0096 |
1.2% |
0.0040 |
0.5% |
95% |
True |
False |
18 |
| 10 |
0.7945 |
0.7836 |
0.0109 |
1.4% |
0.0039 |
0.5% |
95% |
True |
False |
18 |
| 20 |
0.7945 |
0.7767 |
0.0178 |
2.2% |
0.0044 |
0.6% |
97% |
True |
False |
29 |
| 40 |
0.7945 |
0.7767 |
0.0178 |
2.2% |
0.0042 |
0.5% |
97% |
True |
False |
28 |
| 60 |
0.7945 |
0.7684 |
0.0261 |
3.3% |
0.0039 |
0.5% |
98% |
True |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8098 |
|
2.618 |
0.8039 |
|
1.618 |
0.8003 |
|
1.000 |
0.7981 |
|
0.618 |
0.7967 |
|
HIGH |
0.7945 |
|
0.618 |
0.7931 |
|
0.500 |
0.7927 |
|
0.382 |
0.7922 |
|
LOW |
0.7909 |
|
0.618 |
0.7886 |
|
1.000 |
0.7873 |
|
1.618 |
0.7850 |
|
2.618 |
0.7814 |
|
4.250 |
0.7756 |
|
|
| Fisher Pivots for day following 23-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7935 |
0.7929 |
| PP |
0.7931 |
0.7918 |
| S1 |
0.7927 |
0.7908 |
|