CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 21-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
0.7871 |
0.7927 |
0.0057 |
0.7% |
0.7869 |
High |
0.7936 |
0.7945 |
0.0010 |
0.1% |
0.7925 |
Low |
0.7856 |
0.7910 |
0.0054 |
0.7% |
0.7795 |
Close |
0.7913 |
0.7921 |
0.0008 |
0.1% |
0.7861 |
Range |
0.0080 |
0.0036 |
-0.0044 |
-55.3% |
0.0131 |
ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
473 |
448 |
-25 |
-5.3% |
1,071 |
|
Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8032 |
0.8012 |
0.7941 |
|
R3 |
0.7996 |
0.7976 |
0.7931 |
|
R2 |
0.7961 |
0.7961 |
0.7928 |
|
R1 |
0.7941 |
0.7941 |
0.7924 |
0.7933 |
PP |
0.7925 |
0.7925 |
0.7925 |
0.7921 |
S1 |
0.7905 |
0.7905 |
0.7918 |
0.7898 |
S2 |
0.7890 |
0.7890 |
0.7914 |
|
S3 |
0.7854 |
0.7870 |
0.7911 |
|
S4 |
0.7819 |
0.7834 |
0.7901 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8252 |
0.8187 |
0.7932 |
|
R3 |
0.8121 |
0.8056 |
0.7896 |
|
R2 |
0.7991 |
0.7991 |
0.7884 |
|
R1 |
0.7926 |
0.7926 |
0.7872 |
0.7893 |
PP |
0.7860 |
0.7860 |
0.7860 |
0.7844 |
S1 |
0.7795 |
0.7795 |
0.7849 |
0.7762 |
S2 |
0.7730 |
0.7730 |
0.7837 |
|
S3 |
0.7599 |
0.7665 |
0.7825 |
|
S4 |
0.7469 |
0.7534 |
0.7789 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7945 |
0.7817 |
0.0129 |
1.6% |
0.0059 |
0.7% |
81% |
True |
False |
370 |
10 |
0.7945 |
0.7795 |
0.0151 |
1.9% |
0.0057 |
0.7% |
84% |
True |
False |
241 |
20 |
0.7945 |
0.7740 |
0.0205 |
2.6% |
0.0052 |
0.7% |
88% |
True |
False |
169 |
40 |
0.7945 |
0.7633 |
0.0312 |
3.9% |
0.0048 |
0.6% |
92% |
True |
False |
147 |
60 |
0.7945 |
0.7476 |
0.0469 |
5.9% |
0.0047 |
0.6% |
95% |
True |
False |
121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8096 |
2.618 |
0.8038 |
1.618 |
0.8002 |
1.000 |
0.7981 |
0.618 |
0.7967 |
HIGH |
0.7945 |
0.618 |
0.7931 |
0.500 |
0.7927 |
0.382 |
0.7923 |
LOW |
0.7910 |
0.618 |
0.7888 |
1.000 |
0.7874 |
1.618 |
0.7852 |
2.618 |
0.7817 |
4.250 |
0.7759 |
|
|
Fisher Pivots for day following 21-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7927 |
0.7908 |
PP |
0.7925 |
0.7894 |
S1 |
0.7923 |
0.7881 |
|