CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 26-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2021 |
26-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
0.7861 |
0.7852 |
-0.0009 |
-0.1% |
0.7859 |
High |
0.7884 |
0.7882 |
-0.0002 |
0.0% |
0.7945 |
Low |
0.7829 |
0.7826 |
-0.0003 |
0.0% |
0.7817 |
Close |
0.7845 |
0.7879 |
0.0034 |
0.4% |
0.7861 |
Range |
0.0055 |
0.0056 |
0.0001 |
1.8% |
0.0129 |
ATR |
0.0055 |
0.0055 |
0.0000 |
0.1% |
0.0000 |
Volume |
221 |
137 |
-84 |
-38.0% |
1,253 |
|
Daily Pivots for day following 26-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8030 |
0.8010 |
0.7909 |
|
R3 |
0.7974 |
0.7954 |
0.7894 |
|
R2 |
0.7918 |
0.7918 |
0.7889 |
|
R1 |
0.7898 |
0.7898 |
0.7884 |
0.7908 |
PP |
0.7862 |
0.7862 |
0.7862 |
0.7867 |
S1 |
0.7842 |
0.7842 |
0.7873 |
0.7852 |
S2 |
0.7806 |
0.7806 |
0.7868 |
|
S3 |
0.7750 |
0.7786 |
0.7863 |
|
S4 |
0.7694 |
0.7730 |
0.7848 |
|
|
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 |
0.7826 |
0.0119 |
1.5% |
0.0057 |
0.7% |
44% |
False |
True |
293 |
10 |
0.7945 |
0.7817 |
0.0129 |
1.6% |
0.0056 |
0.7% |
48% |
False |
False |
259 |
20 |
0.7945 |
0.7771 |
0.0174 |
2.2% |
0.0056 |
0.7% |
62% |
False |
False |
183 |
40 |
0.7945 |
0.7684 |
0.0262 |
3.3% |
0.0050 |
0.6% |
75% |
False |
False |
155 |
60 |
0.7945 |
0.7476 |
0.0469 |
6.0% |
0.0048 |
0.6% |
86% |
False |
False |
128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8120 |
2.618 |
0.8029 |
1.618 |
0.7973 |
1.000 |
0.7938 |
0.618 |
0.7917 |
HIGH |
0.7882 |
0.618 |
0.7861 |
0.500 |
0.7854 |
0.382 |
0.7847 |
LOW |
0.7826 |
0.618 |
0.7791 |
1.000 |
0.7770 |
1.618 |
0.7735 |
2.618 |
0.7679 |
4.250 |
0.7588 |
|
|
Fisher Pivots for day following 26-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7870 |
0.7875 |
PP |
0.7862 |
0.7872 |
S1 |
0.7854 |
0.7869 |
|