CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 12-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2021 |
12-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7961 |
0.7981 |
0.0021 |
0.3% |
0.7945 |
| High |
0.7985 |
0.7983 |
-0.0002 |
0.0% |
0.8000 |
| Low |
0.7930 |
0.7954 |
0.0024 |
0.3% |
0.7916 |
| Close |
0.7984 |
0.7961 |
-0.0023 |
-0.3% |
0.7984 |
| Range |
0.0055 |
0.0030 |
-0.0025 |
-45.9% |
0.0084 |
| ATR |
0.0051 |
0.0049 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
65,815 |
53,179 |
-12,636 |
-19.2% |
289,742 |
|
| Daily Pivots for day following 12-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8054 |
0.8037 |
0.7977 |
|
| R3 |
0.8025 |
0.8008 |
0.7969 |
|
| R2 |
0.7995 |
0.7995 |
0.7966 |
|
| R1 |
0.7978 |
0.7978 |
0.7964 |
0.7972 |
| PP |
0.7966 |
0.7966 |
0.7966 |
0.7963 |
| S1 |
0.7949 |
0.7949 |
0.7958 |
0.7943 |
| S2 |
0.7936 |
0.7936 |
0.7956 |
|
| S3 |
0.7907 |
0.7919 |
0.7953 |
|
| S4 |
0.7877 |
0.7890 |
0.7945 |
|
|
| Weekly Pivots for week ending 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8218 |
0.8185 |
0.8030 |
|
| R3 |
0.8134 |
0.8101 |
0.8007 |
|
| R2 |
0.8050 |
0.8050 |
0.7999 |
|
| R1 |
0.8017 |
0.8017 |
0.7991 |
0.8034 |
| PP |
0.7966 |
0.7966 |
0.7966 |
0.7975 |
| S1 |
0.7933 |
0.7933 |
0.7976 |
0.7950 |
| S2 |
0.7882 |
0.7882 |
0.7968 |
|
| S3 |
0.7798 |
0.7849 |
0.7960 |
|
| S4 |
0.7714 |
0.7765 |
0.7937 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7990 |
0.7916 |
0.0075 |
0.9% |
0.0043 |
0.5% |
61% |
False |
False |
59,456 |
| 10 |
0.8000 |
0.7908 |
0.0092 |
1.1% |
0.0044 |
0.6% |
58% |
False |
False |
59,768 |
| 20 |
0.8088 |
0.7908 |
0.0180 |
2.3% |
0.0048 |
0.6% |
29% |
False |
False |
64,753 |
| 40 |
0.8088 |
0.7836 |
0.0252 |
3.2% |
0.0054 |
0.7% |
50% |
False |
False |
41,532 |
| 60 |
0.8088 |
0.7766 |
0.0323 |
4.1% |
0.0053 |
0.7% |
61% |
False |
False |
27,768 |
| 80 |
0.8088 |
0.7723 |
0.0365 |
4.6% |
0.0053 |
0.7% |
65% |
False |
False |
20,849 |
| 100 |
0.8088 |
0.7626 |
0.0463 |
5.8% |
0.0050 |
0.6% |
73% |
False |
False |
16,704 |
| 120 |
0.8088 |
0.7476 |
0.0612 |
7.7% |
0.0049 |
0.6% |
79% |
False |
False |
13,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8108 |
|
2.618 |
0.8060 |
|
1.618 |
0.8031 |
|
1.000 |
0.8013 |
|
0.618 |
0.8001 |
|
HIGH |
0.7983 |
|
0.618 |
0.7972 |
|
0.500 |
0.7968 |
|
0.382 |
0.7965 |
|
LOW |
0.7954 |
|
0.618 |
0.7935 |
|
1.000 |
0.7924 |
|
1.618 |
0.7906 |
|
2.618 |
0.7876 |
|
4.250 |
0.7828 |
|
|
| Fisher Pivots for day following 12-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7968 |
0.7958 |
| PP |
0.7966 |
0.7955 |
| S1 |
0.7963 |
0.7952 |
|