CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 08-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
0.7888 |
0.7885 |
-0.0004 |
0.0% |
0.7870 |
High |
0.7899 |
0.7902 |
0.0003 |
0.0% |
0.7920 |
Low |
0.7856 |
0.7851 |
-0.0006 |
-0.1% |
0.7816 |
Close |
0.7886 |
0.7870 |
-0.0017 |
-0.2% |
0.7870 |
Range |
0.0043 |
0.0052 |
0.0009 |
19.8% |
0.0105 |
ATR |
0.0050 |
0.0050 |
0.0000 |
0.2% |
0.0000 |
Volume |
129 |
144 |
15 |
11.6% |
669 |
|
Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8029 |
0.8001 |
0.7898 |
|
R3 |
0.7977 |
0.7949 |
0.7884 |
|
R2 |
0.7926 |
0.7926 |
0.7879 |
|
R1 |
0.7898 |
0.7898 |
0.7874 |
0.7886 |
PP |
0.7874 |
0.7874 |
0.7874 |
0.7868 |
S1 |
0.7846 |
0.7846 |
0.7865 |
0.7834 |
S2 |
0.7823 |
0.7823 |
0.7860 |
|
S3 |
0.7771 |
0.7795 |
0.7855 |
|
S4 |
0.7720 |
0.7743 |
0.7841 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8182 |
0.8130 |
0.7927 |
|
R3 |
0.8077 |
0.8026 |
0.7898 |
|
R2 |
0.7973 |
0.7973 |
0.7889 |
|
R1 |
0.7921 |
0.7921 |
0.7879 |
0.7922 |
PP |
0.7868 |
0.7868 |
0.7868 |
0.7869 |
S1 |
0.7817 |
0.7817 |
0.7860 |
0.7817 |
S2 |
0.7764 |
0.7764 |
0.7850 |
|
S3 |
0.7659 |
0.7712 |
0.7841 |
|
S4 |
0.7555 |
0.7608 |
0.7812 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7920 |
0.7816 |
0.0105 |
1.3% |
0.0064 |
0.8% |
52% |
False |
False |
133 |
10 |
0.7920 |
0.7771 |
0.0149 |
1.9% |
0.0049 |
0.6% |
66% |
False |
False |
100 |
20 |
0.7920 |
0.7723 |
0.0197 |
2.5% |
0.0050 |
0.6% |
74% |
False |
False |
96 |
40 |
0.7920 |
0.7599 |
0.0322 |
4.1% |
0.0043 |
0.5% |
84% |
False |
False |
115 |
60 |
0.7920 |
0.7476 |
0.0444 |
5.6% |
0.0044 |
0.6% |
89% |
False |
False |
90 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8121 |
2.618 |
0.8037 |
1.618 |
0.7985 |
1.000 |
0.7954 |
0.618 |
0.7934 |
HIGH |
0.7902 |
0.618 |
0.7882 |
0.500 |
0.7876 |
0.382 |
0.7870 |
LOW |
0.7851 |
0.618 |
0.7819 |
1.000 |
0.7799 |
1.618 |
0.7767 |
2.618 |
0.7716 |
4.250 |
0.7632 |
|
|
Fisher Pivots for day following 08-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7876 |
0.7885 |
PP |
0.7874 |
0.7880 |
S1 |
0.7872 |
0.7875 |
|