CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 22-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
0.7927 |
0.7913 |
-0.0015 |
-0.2% |
0.7859 |
High |
0.7945 |
0.7913 |
-0.0033 |
-0.4% |
0.7945 |
Low |
0.7910 |
0.7853 |
-0.0057 |
-0.7% |
0.7817 |
Close |
0.7921 |
0.7861 |
-0.0061 |
-0.8% |
0.7861 |
Range |
0.0036 |
0.0060 |
0.0025 |
69.0% |
0.0129 |
ATR |
0.0054 |
0.0055 |
0.0001 |
1.9% |
0.0000 |
Volume |
448 |
187 |
-261 |
-58.3% |
1,253 |
|
Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8055 |
0.8018 |
0.7894 |
|
R3 |
0.7995 |
0.7958 |
0.7877 |
|
R2 |
0.7935 |
0.7935 |
0.7872 |
|
R1 |
0.7898 |
0.7898 |
0.7866 |
0.7887 |
PP |
0.7875 |
0.7875 |
0.7875 |
0.7870 |
S1 |
0.7838 |
0.7838 |
0.7855 |
0.7827 |
S2 |
0.7815 |
0.7815 |
0.7850 |
|
S3 |
0.7755 |
0.7778 |
0.7844 |
|
S4 |
0.7695 |
0.7718 |
0.7828 |
|
|
Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8260 |
0.8189 |
0.7931 |
|
R3 |
0.8131 |
0.8060 |
0.7896 |
|
R2 |
0.8003 |
0.8003 |
0.7884 |
|
R1 |
0.7932 |
0.7932 |
0.7872 |
0.7967 |
PP |
0.7874 |
0.7874 |
0.7874 |
0.7892 |
S1 |
0.7803 |
0.7803 |
0.7849 |
0.7839 |
S2 |
0.7746 |
0.7746 |
0.7837 |
|
S3 |
0.7617 |
0.7675 |
0.7825 |
|
S4 |
0.7489 |
0.7546 |
0.7790 |
|
|
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% |
0.0061 |
0.8% |
34% |
False |
False |
376 |
10 |
0.7945 |
0.7795 |
0.0151 |
1.9% |
0.0058 |
0.7% |
44% |
False |
False |
246 |
20 |
0.7945 |
0.7751 |
0.0194 |
2.5% |
0.0053 |
0.7% |
56% |
False |
False |
173 |
40 |
0.7945 |
0.7645 |
0.0300 |
3.8% |
0.0049 |
0.6% |
72% |
False |
False |
149 |
60 |
0.7945 |
0.7476 |
0.0469 |
6.0% |
0.0047 |
0.6% |
82% |
False |
False |
123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8168 |
2.618 |
0.8070 |
1.618 |
0.8010 |
1.000 |
0.7973 |
0.618 |
0.7950 |
HIGH |
0.7913 |
0.618 |
0.7890 |
0.500 |
0.7883 |
0.382 |
0.7875 |
LOW |
0.7853 |
0.618 |
0.7815 |
1.000 |
0.7793 |
1.618 |
0.7755 |
2.618 |
0.7695 |
4.250 |
0.7598 |
|
|
Fisher Pivots for day following 22-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7883 |
0.7899 |
PP |
0.7875 |
0.7886 |
S1 |
0.7868 |
0.7873 |
|