CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 26-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2021 |
26-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7998 |
0.8014 |
0.0017 |
0.2% |
0.7996 |
| High |
0.8026 |
0.8076 |
0.0051 |
0.6% |
0.8027 |
| Low |
0.7995 |
0.8007 |
0.0013 |
0.2% |
0.7904 |
| Close |
0.8017 |
0.8066 |
0.0049 |
0.6% |
0.8017 |
| Range |
0.0031 |
0.0069 |
0.0038 |
122.6% |
0.0124 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.8% |
0.0000 |
| Volume |
61,359 |
74,162 |
12,803 |
20.9% |
411,335 |
|
| Daily Pivots for day following 26-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8257 |
0.8230 |
0.8103 |
|
| R3 |
0.8188 |
0.8161 |
0.8084 |
|
| R2 |
0.8119 |
0.8119 |
0.8078 |
|
| R1 |
0.8092 |
0.8092 |
0.8072 |
0.8105 |
| PP |
0.8050 |
0.8050 |
0.8050 |
0.8056 |
| S1 |
0.8023 |
0.8023 |
0.8059 |
0.8036 |
| S2 |
0.7981 |
0.7981 |
0.8053 |
|
| S3 |
0.7912 |
0.7954 |
0.8047 |
|
| S4 |
0.7843 |
0.7885 |
0.8028 |
|
|
| 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 |
0.8076 |
0.7904 |
0.0173 |
2.1% |
0.0071 |
0.9% |
94% |
True |
False |
83,940 |
| 10 |
0.8076 |
0.7904 |
0.0173 |
2.1% |
0.0062 |
0.8% |
94% |
True |
False |
75,321 |
| 20 |
0.8076 |
0.7904 |
0.0173 |
2.1% |
0.0053 |
0.7% |
94% |
True |
False |
67,545 |
| 40 |
0.8088 |
0.7851 |
0.0238 |
2.9% |
0.0054 |
0.7% |
91% |
False |
False |
60,040 |
| 60 |
0.8088 |
0.7769 |
0.0319 |
4.0% |
0.0053 |
0.7% |
93% |
False |
False |
40,273 |
| 80 |
0.8088 |
0.7766 |
0.0323 |
4.0% |
0.0055 |
0.7% |
93% |
False |
False |
30,254 |
| 100 |
0.8088 |
0.7701 |
0.0387 |
4.8% |
0.0053 |
0.7% |
94% |
False |
False |
24,228 |
| 120 |
0.8088 |
0.7490 |
0.0599 |
7.4% |
0.0051 |
0.6% |
96% |
False |
False |
20,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8369 |
|
2.618 |
0.8257 |
|
1.618 |
0.8188 |
|
1.000 |
0.8145 |
|
0.618 |
0.8119 |
|
HIGH |
0.8076 |
|
0.618 |
0.8050 |
|
0.500 |
0.8042 |
|
0.382 |
0.8033 |
|
LOW |
0.8007 |
|
0.618 |
0.7964 |
|
1.000 |
0.7938 |
|
1.618 |
0.7895 |
|
2.618 |
0.7826 |
|
4.250 |
0.7714 |
|
|
| Fisher Pivots for day following 26-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8058 |
0.8053 |
| PP |
0.8050 |
0.8040 |
| S1 |
0.8042 |
0.8027 |
|