CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 06-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2021 |
06-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7945 |
0.7985 |
0.0040 |
0.5% |
0.7952 |
| High |
0.8000 |
0.7990 |
-0.0010 |
-0.1% |
0.7975 |
| Low |
0.7941 |
0.7948 |
0.0007 |
0.1% |
0.7908 |
| Close |
0.7985 |
0.7951 |
-0.0034 |
-0.4% |
0.7970 |
| Range |
0.0059 |
0.0043 |
-0.0017 |
-28.0% |
0.0067 |
| ATR |
0.0052 |
0.0052 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
45,641 |
54,043 |
8,402 |
18.4% |
254,767 |
|
| Daily Pivots for day following 06-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8090 |
0.8063 |
0.7974 |
|
| R3 |
0.8048 |
0.8021 |
0.7963 |
|
| R2 |
0.8005 |
0.8005 |
0.7959 |
|
| R1 |
0.7978 |
0.7978 |
0.7955 |
0.7971 |
| PP |
0.7963 |
0.7963 |
0.7963 |
0.7959 |
| S1 |
0.7936 |
0.7936 |
0.7947 |
0.7928 |
| S2 |
0.7920 |
0.7920 |
0.7943 |
|
| S3 |
0.7878 |
0.7893 |
0.7939 |
|
| S4 |
0.7835 |
0.7851 |
0.7928 |
|
|
| Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8152 |
0.8128 |
0.8007 |
|
| R3 |
0.8085 |
0.8061 |
0.7988 |
|
| R2 |
0.8018 |
0.8018 |
0.7982 |
|
| R1 |
0.7994 |
0.7994 |
0.7976 |
0.8006 |
| PP |
0.7951 |
0.7951 |
0.7951 |
0.7957 |
| S1 |
0.7927 |
0.7927 |
0.7964 |
0.7939 |
| S2 |
0.7884 |
0.7884 |
0.7958 |
|
| S3 |
0.7817 |
0.7860 |
0.7952 |
|
| S4 |
0.7750 |
0.7793 |
0.7933 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8000 |
0.7908 |
0.0092 |
1.2% |
0.0047 |
0.6% |
47% |
False |
False |
60,717 |
| 10 |
0.8000 |
0.7908 |
0.0092 |
1.2% |
0.0045 |
0.6% |
47% |
False |
False |
62,630 |
| 20 |
0.8088 |
0.7885 |
0.0204 |
2.6% |
0.0052 |
0.7% |
33% |
False |
False |
68,377 |
| 40 |
0.8088 |
0.7825 |
0.0263 |
3.3% |
0.0053 |
0.7% |
48% |
False |
False |
35,466 |
| 60 |
0.8088 |
0.7766 |
0.0323 |
4.1% |
0.0054 |
0.7% |
58% |
False |
False |
23,721 |
| 80 |
0.8088 |
0.7723 |
0.0365 |
4.6% |
0.0053 |
0.7% |
62% |
False |
False |
17,816 |
| 100 |
0.8088 |
0.7599 |
0.0490 |
6.2% |
0.0050 |
0.6% |
72% |
False |
False |
14,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8171 |
|
2.618 |
0.8101 |
|
1.618 |
0.8059 |
|
1.000 |
0.8033 |
|
0.618 |
0.8016 |
|
HIGH |
0.7990 |
|
0.618 |
0.7974 |
|
0.500 |
0.7969 |
|
0.382 |
0.7964 |
|
LOW |
0.7948 |
|
0.618 |
0.7921 |
|
1.000 |
0.7905 |
|
1.618 |
0.7879 |
|
2.618 |
0.7836 |
|
4.250 |
0.7767 |
|
|
| Fisher Pivots for day following 06-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7969 |
0.7968 |
| PP |
0.7963 |
0.7962 |
| S1 |
0.7957 |
0.7957 |
|