CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 23-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2021 |
23-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
0.8001 |
0.7998 |
-0.0004 |
0.0% |
0.7996 |
High |
0.8018 |
0.8026 |
0.0008 |
0.1% |
0.8027 |
Low |
0.7978 |
0.7995 |
0.0017 |
0.2% |
0.7904 |
Close |
0.8004 |
0.8017 |
0.0014 |
0.2% |
0.8017 |
Range |
0.0040 |
0.0031 |
-0.0009 |
-21.5% |
0.0124 |
ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
74,629 |
61,359 |
-13,270 |
-17.8% |
411,335 |
|
Daily Pivots for day following 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8105 |
0.8092 |
0.8034 |
|
R3 |
0.8074 |
0.8061 |
0.8026 |
|
R2 |
0.8043 |
0.8043 |
0.8023 |
|
R1 |
0.8030 |
0.8030 |
0.8020 |
0.8037 |
PP |
0.8012 |
0.8012 |
0.8012 |
0.8016 |
S1 |
0.7999 |
0.7999 |
0.8014 |
0.8006 |
S2 |
0.7981 |
0.7981 |
0.8011 |
|
S3 |
0.7950 |
0.7968 |
0.8008 |
|
S4 |
0.7919 |
0.7937 |
0.8000 |
|
|
Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8353 |
0.8309 |
0.8085 |
|
R3 |
0.8230 |
0.8185 |
0.8051 |
|
R2 |
0.8106 |
0.8106 |
0.8040 |
|
R1 |
0.8062 |
0.8062 |
0.8028 |
0.8084 |
PP |
0.7983 |
0.7983 |
0.7983 |
0.7994 |
S1 |
0.7938 |
0.7938 |
0.8006 |
0.7960 |
S2 |
0.7859 |
0.7859 |
0.7994 |
|
S3 |
0.7736 |
0.7815 |
0.7983 |
|
S4 |
0.7612 |
0.7691 |
0.7949 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8027 |
0.7904 |
0.0124 |
1.5% |
0.0067 |
0.8% |
92% |
False |
False |
82,267 |
10 |
0.8027 |
0.7904 |
0.0124 |
1.5% |
0.0058 |
0.7% |
92% |
False |
False |
73,223 |
20 |
0.8027 |
0.7904 |
0.0124 |
1.5% |
0.0051 |
0.6% |
92% |
False |
False |
66,502 |
40 |
0.8088 |
0.7842 |
0.0246 |
3.1% |
0.0055 |
0.7% |
71% |
False |
False |
58,268 |
60 |
0.8088 |
0.7766 |
0.0323 |
4.0% |
0.0053 |
0.7% |
78% |
False |
False |
39,041 |
80 |
0.8088 |
0.7766 |
0.0323 |
4.0% |
0.0054 |
0.7% |
78% |
False |
False |
29,329 |
100 |
0.8088 |
0.7697 |
0.0392 |
4.9% |
0.0052 |
0.7% |
82% |
False |
False |
23,488 |
120 |
0.8088 |
0.7490 |
0.0599 |
7.5% |
0.0051 |
0.6% |
88% |
False |
False |
19,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8157 |
2.618 |
0.8107 |
1.618 |
0.8076 |
1.000 |
0.8057 |
0.618 |
0.8045 |
HIGH |
0.8026 |
0.618 |
0.8014 |
0.500 |
0.8010 |
0.382 |
0.8006 |
LOW |
0.7995 |
0.618 |
0.7975 |
1.000 |
0.7964 |
1.618 |
0.7944 |
2.618 |
0.7913 |
4.250 |
0.7863 |
|
|
Fisher Pivots for day following 23-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8015 |
0.8000 |
PP |
0.8012 |
0.7983 |
S1 |
0.8010 |
0.7965 |
|