CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 26-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2021 |
26-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8007 |
0.7940 |
-0.0067 |
-0.8% |
0.7929 |
| High |
0.8018 |
0.7940 |
-0.0078 |
-1.0% |
0.8018 |
| Low |
0.7930 |
0.7843 |
-0.0087 |
-1.1% |
0.7843 |
| Close |
0.7950 |
0.7868 |
-0.0083 |
-1.0% |
0.7868 |
| Range |
0.0088 |
0.0097 |
0.0009 |
10.2% |
0.0175 |
| ATR |
0.0048 |
0.0053 |
0.0004 |
8.7% |
0.0000 |
| Volume |
42 |
173 |
131 |
311.9% |
285 |
|
| Daily Pivots for day following 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8175 |
0.8118 |
0.7921 |
|
| R3 |
0.8078 |
0.8021 |
0.7894 |
|
| R2 |
0.7981 |
0.7981 |
0.7885 |
|
| R1 |
0.7924 |
0.7924 |
0.7876 |
0.7904 |
| PP |
0.7884 |
0.7884 |
0.7884 |
0.7873 |
| S1 |
0.7827 |
0.7827 |
0.7859 |
0.7807 |
| S2 |
0.7787 |
0.7787 |
0.7850 |
|
| S3 |
0.7690 |
0.7730 |
0.7841 |
|
| S4 |
0.7593 |
0.7633 |
0.7814 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8433 |
0.8325 |
0.7963 |
|
| R3 |
0.8258 |
0.8150 |
0.7915 |
|
| R2 |
0.8084 |
0.8084 |
0.7899 |
|
| R1 |
0.7976 |
0.7976 |
0.7883 |
0.7943 |
| PP |
0.7909 |
0.7909 |
0.7909 |
0.7893 |
| S1 |
0.7801 |
0.7801 |
0.7852 |
0.7768 |
| S2 |
0.7735 |
0.7735 |
0.7836 |
|
| S3 |
0.7560 |
0.7627 |
0.7820 |
|
| S4 |
0.7386 |
0.7452 |
0.7772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8018 |
0.7843 |
0.0175 |
2.2% |
0.0063 |
0.8% |
14% |
False |
True |
57 |
| 10 |
0.8018 |
0.7837 |
0.0181 |
2.3% |
0.0054 |
0.7% |
17% |
False |
False |
39 |
| 20 |
0.8018 |
0.7771 |
0.0247 |
3.1% |
0.0046 |
0.6% |
39% |
False |
False |
35 |
| 40 |
0.8018 |
0.7767 |
0.0251 |
3.2% |
0.0047 |
0.6% |
40% |
False |
False |
34 |
| 60 |
0.8018 |
0.7704 |
0.0314 |
4.0% |
0.0042 |
0.5% |
52% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8352 |
|
2.618 |
0.8194 |
|
1.618 |
0.8097 |
|
1.000 |
0.8037 |
|
0.618 |
0.8000 |
|
HIGH |
0.7940 |
|
0.618 |
0.7903 |
|
0.500 |
0.7892 |
|
0.382 |
0.7880 |
|
LOW |
0.7843 |
|
0.618 |
0.7783 |
|
1.000 |
0.7746 |
|
1.618 |
0.7686 |
|
2.618 |
0.7589 |
|
4.250 |
0.7431 |
|
|
| Fisher Pivots for day following 26-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7892 |
0.7930 |
| PP |
0.7884 |
0.7909 |
| S1 |
0.7876 |
0.7888 |
|