CME Canadian Dollar Future September 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 |
0.7959 |
0.8007 |
0.0048 |
0.6% |
0.7905 |
| High |
0.7992 |
0.8018 |
0.0026 |
0.3% |
0.7936 |
| Low |
0.7938 |
0.7930 |
-0.0009 |
-0.1% |
0.7849 |
| Close |
0.7980 |
0.7950 |
-0.0030 |
-0.4% |
0.7922 |
| Range |
0.0054 |
0.0088 |
0.0035 |
64.5% |
0.0087 |
| ATR |
0.0045 |
0.0048 |
0.0003 |
6.7% |
0.0000 |
| Volume |
49 |
42 |
-7 |
-14.3% |
79 |
|
| Daily Pivots for day following 25-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8230 |
0.8178 |
0.7998 |
|
| R3 |
0.8142 |
0.8090 |
0.7974 |
|
| R2 |
0.8054 |
0.8054 |
0.7966 |
|
| R1 |
0.8002 |
0.8002 |
0.7958 |
0.7984 |
| PP |
0.7966 |
0.7966 |
0.7966 |
0.7957 |
| S1 |
0.7914 |
0.7914 |
0.7942 |
0.7896 |
| S2 |
0.7878 |
0.7878 |
0.7934 |
|
| S3 |
0.7790 |
0.7826 |
0.7926 |
|
| S4 |
0.7702 |
0.7738 |
0.7902 |
|
|
| 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 |
0.8018 |
0.7871 |
0.0147 |
1.8% |
0.0056 |
0.7% |
54% |
True |
False |
27 |
| 10 |
0.8018 |
0.7837 |
0.0181 |
2.3% |
0.0047 |
0.6% |
63% |
True |
False |
23 |
| 20 |
0.8018 |
0.7767 |
0.0251 |
3.2% |
0.0044 |
0.6% |
73% |
True |
False |
27 |
| 40 |
0.8018 |
0.7767 |
0.0251 |
3.2% |
0.0045 |
0.6% |
73% |
True |
False |
30 |
| 60 |
0.8018 |
0.7698 |
0.0320 |
4.0% |
0.0041 |
0.5% |
79% |
True |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8392 |
|
2.618 |
0.8248 |
|
1.618 |
0.8160 |
|
1.000 |
0.8106 |
|
0.618 |
0.8072 |
|
HIGH |
0.8018 |
|
0.618 |
0.7984 |
|
0.500 |
0.7974 |
|
0.382 |
0.7963 |
|
LOW |
0.7930 |
|
0.618 |
0.7875 |
|
1.000 |
0.7842 |
|
1.618 |
0.7787 |
|
2.618 |
0.7699 |
|
4.250 |
0.7556 |
|
|
| Fisher Pivots for day following 25-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7974 |
0.7963 |
| PP |
0.7966 |
0.7959 |
| S1 |
0.7958 |
0.7954 |
|