CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 01-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2021 |
01-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7922 |
0.7960 |
0.0038 |
0.5% |
0.7985 |
| High |
0.7975 |
0.7973 |
-0.0002 |
0.0% |
0.8019 |
| Low |
0.7918 |
0.7936 |
0.0018 |
0.2% |
0.7918 |
| Close |
0.7957 |
0.7970 |
0.0013 |
0.2% |
0.7942 |
| Range |
0.0057 |
0.0037 |
-0.0020 |
-35.1% |
0.0101 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
78,443 |
64,107 |
-14,336 |
-18.3% |
324,611 |
|
| Daily Pivots for day following 01-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8071 |
0.8057 |
0.7990 |
|
| R3 |
0.8034 |
0.8020 |
0.7980 |
|
| R2 |
0.7997 |
0.7997 |
0.7977 |
|
| R1 |
0.7983 |
0.7983 |
0.7973 |
0.7990 |
| PP |
0.7960 |
0.7960 |
0.7960 |
0.7963 |
| S1 |
0.7946 |
0.7946 |
0.7967 |
0.7953 |
| S2 |
0.7923 |
0.7923 |
0.7963 |
|
| S3 |
0.7886 |
0.7909 |
0.7960 |
|
| S4 |
0.7849 |
0.7872 |
0.7950 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8261 |
0.8202 |
0.7997 |
|
| R3 |
0.8160 |
0.8101 |
0.7969 |
|
| R2 |
0.8060 |
0.8060 |
0.7960 |
|
| R1 |
0.8001 |
0.8001 |
0.7951 |
0.7980 |
| PP |
0.7959 |
0.7959 |
0.7959 |
0.7949 |
| S1 |
0.7900 |
0.7900 |
0.7932 |
0.7880 |
| S2 |
0.7859 |
0.7859 |
0.7923 |
|
| S3 |
0.7758 |
0.7800 |
0.7914 |
|
| S4 |
0.7658 |
0.7699 |
0.7886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7975 |
0.7908 |
0.0067 |
0.8% |
0.0040 |
0.5% |
93% |
False |
False |
61,614 |
| 10 |
0.8025 |
0.7908 |
0.0117 |
1.5% |
0.0044 |
0.6% |
53% |
False |
False |
65,364 |
| 20 |
0.8088 |
0.7852 |
0.0236 |
3.0% |
0.0052 |
0.7% |
50% |
False |
False |
64,802 |
| 40 |
0.8088 |
0.7787 |
0.0301 |
3.8% |
0.0052 |
0.7% |
61% |
False |
False |
32,984 |
| 60 |
0.8088 |
0.7766 |
0.0323 |
4.0% |
0.0054 |
0.7% |
63% |
False |
False |
22,064 |
| 80 |
0.8088 |
0.7723 |
0.0365 |
4.6% |
0.0052 |
0.7% |
68% |
False |
False |
16,578 |
| 100 |
0.8088 |
0.7599 |
0.0490 |
6.1% |
0.0049 |
0.6% |
76% |
False |
False |
13,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8130 |
|
2.618 |
0.8070 |
|
1.618 |
0.8033 |
|
1.000 |
0.8010 |
|
0.618 |
0.7996 |
|
HIGH |
0.7973 |
|
0.618 |
0.7959 |
|
0.500 |
0.7955 |
|
0.382 |
0.7950 |
|
LOW |
0.7936 |
|
0.618 |
0.7913 |
|
1.000 |
0.7899 |
|
1.618 |
0.7876 |
|
2.618 |
0.7839 |
|
4.250 |
0.7779 |
|
|
| Fisher Pivots for day following 01-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7965 |
0.7961 |
| PP |
0.7960 |
0.7951 |
| S1 |
0.7955 |
0.7942 |
|