CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 06-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
0.7837 |
0.7865 |
0.0028 |
0.4% |
0.7782 |
High |
0.7898 |
0.7919 |
0.0021 |
0.3% |
0.7869 |
Low |
0.7837 |
0.7865 |
0.0028 |
0.4% |
0.7775 |
Close |
0.7898 |
0.7881 |
-0.0017 |
-0.2% |
0.7836 |
Range |
0.0061 |
0.0054 |
-0.0008 |
-12.3% |
0.0094 |
ATR |
0.0044 |
0.0044 |
0.0001 |
1.6% |
0.0000 |
Volume |
28 |
3 |
-25 |
-89.3% |
69 |
|
Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8049 |
0.8018 |
0.7910 |
|
R3 |
0.7995 |
0.7965 |
0.7896 |
|
R2 |
0.7942 |
0.7942 |
0.7891 |
|
R1 |
0.7911 |
0.7911 |
0.7886 |
0.7927 |
PP |
0.7888 |
0.7888 |
0.7888 |
0.7896 |
S1 |
0.7858 |
0.7858 |
0.7876 |
0.7873 |
S2 |
0.7835 |
0.7835 |
0.7871 |
|
S3 |
0.7781 |
0.7804 |
0.7866 |
|
S4 |
0.7728 |
0.7751 |
0.7852 |
|
|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8109 |
0.8066 |
0.7887 |
|
R3 |
0.8015 |
0.7972 |
0.7861 |
|
R2 |
0.7921 |
0.7921 |
0.7853 |
|
R1 |
0.7878 |
0.7878 |
0.7844 |
0.7899 |
PP |
0.7827 |
0.7827 |
0.7827 |
0.7837 |
S1 |
0.7784 |
0.7784 |
0.7827 |
0.7805 |
S2 |
0.7733 |
0.7733 |
0.7818 |
|
S3 |
0.7639 |
0.7690 |
0.7810 |
|
S4 |
0.7545 |
0.7596 |
0.7784 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8146 |
2.618 |
0.8059 |
1.618 |
0.8005 |
1.000 |
0.7972 |
0.618 |
0.7952 |
HIGH |
0.7919 |
0.618 |
0.7898 |
0.500 |
0.7892 |
0.382 |
0.7885 |
LOW |
0.7865 |
0.618 |
0.7832 |
1.000 |
0.7812 |
1.618 |
0.7778 |
2.618 |
0.7725 |
4.250 |
0.7638 |
|
|
Fisher Pivots for day following 06-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7892 |
0.7878 |
PP |
0.7888 |
0.7874 |
S1 |
0.7885 |
0.7871 |
|