CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 14-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
0.7871 |
0.7883 |
0.0012 |
0.2% |
0.7870 |
High |
0.7890 |
0.7925 |
0.0035 |
0.4% |
0.7920 |
Low |
0.7849 |
0.7873 |
0.0024 |
0.3% |
0.7816 |
Close |
0.7879 |
0.7918 |
0.0039 |
0.5% |
0.7870 |
Range |
0.0041 |
0.0052 |
0.0011 |
26.8% |
0.0105 |
ATR |
0.0052 |
0.0052 |
0.0000 |
0.1% |
0.0000 |
Volume |
83 |
156 |
73 |
88.0% |
669 |
|
Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8061 |
0.8041 |
0.7946 |
|
R3 |
0.8009 |
0.7989 |
0.7932 |
|
R2 |
0.7957 |
0.7957 |
0.7927 |
|
R1 |
0.7937 |
0.7937 |
0.7922 |
0.7947 |
PP |
0.7905 |
0.7905 |
0.7905 |
0.7910 |
S1 |
0.7885 |
0.7885 |
0.7913 |
0.7895 |
S2 |
0.7853 |
0.7853 |
0.7908 |
|
S3 |
0.7801 |
0.7833 |
0.7903 |
|
S4 |
0.7749 |
0.7781 |
0.7889 |
|
|
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 |
0.7925 |
0.7795 |
0.0131 |
1.6% |
0.0055 |
0.7% |
94% |
True |
False |
117 |
10 |
0.7925 |
0.7795 |
0.0131 |
1.6% |
0.0058 |
0.7% |
94% |
True |
False |
114 |
20 |
0.7925 |
0.7723 |
0.0202 |
2.6% |
0.0051 |
0.6% |
96% |
True |
False |
96 |
40 |
0.7925 |
0.7626 |
0.0300 |
3.8% |
0.0045 |
0.6% |
97% |
True |
False |
111 |
60 |
0.7925 |
0.7476 |
0.0449 |
5.7% |
0.0045 |
0.6% |
98% |
True |
False |
97 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8146 |
2.618 |
0.8061 |
1.618 |
0.8009 |
1.000 |
0.7977 |
0.618 |
0.7957 |
HIGH |
0.7925 |
0.618 |
0.7905 |
0.500 |
0.7899 |
0.382 |
0.7893 |
LOW |
0.7873 |
0.618 |
0.7841 |
1.000 |
0.7821 |
1.618 |
0.7789 |
2.618 |
0.7737 |
4.250 |
0.7652 |
|
|
Fisher Pivots for day following 14-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7911 |
0.7903 |
PP |
0.7905 |
0.7888 |
S1 |
0.7899 |
0.7873 |
|