CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 28-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2021 |
28-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8068 |
0.8063 |
-0.0005 |
-0.1% |
0.7996 |
| High |
0.8073 |
0.8124 |
0.0052 |
0.6% |
0.8027 |
| Low |
0.8053 |
0.8054 |
0.0001 |
0.0% |
0.7904 |
| Close |
0.8061 |
0.8120 |
0.0059 |
0.7% |
0.8017 |
| Range |
0.0020 |
0.0071 |
0.0051 |
261.5% |
0.0124 |
| ATR |
0.0053 |
0.0055 |
0.0001 |
2.3% |
0.0000 |
| Volume |
55,277 |
86,695 |
31,418 |
56.8% |
411,335 |
|
| Daily Pivots for day following 28-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8311 |
0.8286 |
0.8159 |
|
| R3 |
0.8240 |
0.8215 |
0.8139 |
|
| R2 |
0.8170 |
0.8170 |
0.8133 |
|
| R1 |
0.8145 |
0.8145 |
0.8126 |
0.8157 |
| PP |
0.8099 |
0.8099 |
0.8099 |
0.8105 |
| S1 |
0.8074 |
0.8074 |
0.8114 |
0.8087 |
| S2 |
0.8029 |
0.8029 |
0.8107 |
|
| S3 |
0.7958 |
0.8004 |
0.8101 |
|
| S4 |
0.7888 |
0.7933 |
0.8081 |
|
|
| 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 |
0.8124 |
0.7978 |
0.0146 |
1.8% |
0.0046 |
0.6% |
97% |
True |
False |
70,424 |
| 10 |
0.8124 |
0.7904 |
0.0221 |
2.7% |
0.0059 |
0.7% |
98% |
True |
False |
75,114 |
| 20 |
0.8124 |
0.7904 |
0.0221 |
2.7% |
0.0054 |
0.7% |
98% |
True |
False |
69,033 |
| 40 |
0.8124 |
0.7852 |
0.0272 |
3.3% |
0.0053 |
0.7% |
99% |
True |
False |
63,470 |
| 60 |
0.8124 |
0.7772 |
0.0353 |
4.3% |
0.0053 |
0.6% |
99% |
True |
False |
42,634 |
| 80 |
0.8124 |
0.7766 |
0.0359 |
4.4% |
0.0055 |
0.7% |
99% |
True |
False |
32,028 |
| 100 |
0.8124 |
0.7723 |
0.0401 |
4.9% |
0.0053 |
0.7% |
99% |
True |
False |
25,647 |
| 120 |
0.8124 |
0.7528 |
0.0597 |
7.3% |
0.0051 |
0.6% |
99% |
True |
False |
21,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8424 |
|
2.618 |
0.8309 |
|
1.618 |
0.8238 |
|
1.000 |
0.8195 |
|
0.618 |
0.8168 |
|
HIGH |
0.8124 |
|
0.618 |
0.8097 |
|
0.500 |
0.8089 |
|
0.382 |
0.8080 |
|
LOW |
0.8054 |
|
0.618 |
0.8010 |
|
1.000 |
0.7983 |
|
1.618 |
0.7939 |
|
2.618 |
0.7869 |
|
4.250 |
0.7754 |
|
|
| Fisher Pivots for day following 28-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8110 |
0.8102 |
| PP |
0.8099 |
0.8084 |
| S1 |
0.8089 |
0.8066 |
|