CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 15-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2021 |
15-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7980 |
0.7989 |
0.0009 |
0.1% |
0.7945 |
| High |
0.8002 |
0.8016 |
0.0015 |
0.2% |
0.8000 |
| Low |
0.7952 |
0.7964 |
0.0012 |
0.1% |
0.7916 |
| Close |
0.7985 |
0.7977 |
-0.0009 |
-0.1% |
0.7984 |
| Range |
0.0050 |
0.0053 |
0.0003 |
6.1% |
0.0084 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.2% |
0.0000 |
| Volume |
71,550 |
67,207 |
-4,343 |
-6.1% |
289,742 |
|
| Daily Pivots for day following 15-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8143 |
0.8112 |
0.8005 |
|
| R3 |
0.8090 |
0.8060 |
0.7991 |
|
| R2 |
0.8038 |
0.8038 |
0.7986 |
|
| R1 |
0.8007 |
0.8007 |
0.7981 |
0.7996 |
| PP |
0.7985 |
0.7985 |
0.7985 |
0.7980 |
| S1 |
0.7955 |
0.7955 |
0.7972 |
0.7944 |
| S2 |
0.7933 |
0.7933 |
0.7967 |
|
| S3 |
0.7880 |
0.7902 |
0.7962 |
|
| S4 |
0.7828 |
0.7850 |
0.7948 |
|
|
| 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 |
0.8016 |
0.7911 |
0.0106 |
1.3% |
0.0052 |
0.7% |
63% |
True |
False |
66,049 |
| 10 |
0.8016 |
0.7911 |
0.0106 |
1.3% |
0.0049 |
0.6% |
63% |
True |
False |
61,827 |
| 20 |
0.8088 |
0.7908 |
0.0180 |
2.3% |
0.0050 |
0.6% |
38% |
False |
False |
65,357 |
| 40 |
0.8088 |
0.7842 |
0.0246 |
3.1% |
0.0054 |
0.7% |
55% |
False |
False |
46,785 |
| 60 |
0.8088 |
0.7766 |
0.0323 |
4.0% |
0.0053 |
0.7% |
65% |
False |
False |
31,273 |
| 80 |
0.8088 |
0.7723 |
0.0365 |
4.6% |
0.0053 |
0.7% |
69% |
False |
False |
23,488 |
| 100 |
0.8088 |
0.7626 |
0.0463 |
5.8% |
0.0051 |
0.6% |
76% |
False |
False |
18,814 |
| 120 |
0.8088 |
0.7476 |
0.0612 |
7.7% |
0.0050 |
0.6% |
82% |
False |
False |
15,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8239 |
|
2.618 |
0.8153 |
|
1.618 |
0.8101 |
|
1.000 |
0.8069 |
|
0.618 |
0.8048 |
|
HIGH |
0.8016 |
|
0.618 |
0.7996 |
|
0.500 |
0.7990 |
|
0.382 |
0.7984 |
|
LOW |
0.7964 |
|
0.618 |
0.7931 |
|
1.000 |
0.7911 |
|
1.618 |
0.7879 |
|
2.618 |
0.7826 |
|
4.250 |
0.7740 |
|
|
| Fisher Pivots for day following 15-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7990 |
0.7972 |
| PP |
0.7985 |
0.7968 |
| S1 |
0.7981 |
0.7963 |
|