CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 11-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
0.7881 |
0.7812 |
-0.0069 |
-0.9% |
0.7851 |
High |
0.7898 |
0.7831 |
-0.0067 |
-0.8% |
0.7919 |
Low |
0.7857 |
0.7802 |
-0.0055 |
-0.7% |
0.7823 |
Close |
0.7871 |
0.7831 |
-0.0040 |
-0.5% |
0.7871 |
Range |
0.0041 |
0.0029 |
-0.0012 |
-29.6% |
0.0096 |
ATR |
0.0043 |
0.0045 |
0.0002 |
4.2% |
0.0000 |
Volume |
38 |
31 |
-7 |
-18.4% |
91 |
|
Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7907 |
0.7897 |
0.7846 |
|
R3 |
0.7878 |
0.7869 |
0.7838 |
|
R2 |
0.7850 |
0.7850 |
0.7836 |
|
R1 |
0.7840 |
0.7840 |
0.7833 |
0.7845 |
PP |
0.7821 |
0.7821 |
0.7821 |
0.7823 |
S1 |
0.7812 |
0.7812 |
0.7828 |
0.7816 |
S2 |
0.7793 |
0.7793 |
0.7825 |
|
S3 |
0.7764 |
0.7783 |
0.7823 |
|
S4 |
0.7736 |
0.7755 |
0.7815 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8157 |
0.8109 |
0.7923 |
|
R3 |
0.8062 |
0.8014 |
0.7897 |
|
R2 |
0.7966 |
0.7966 |
0.7888 |
|
R1 |
0.7918 |
0.7918 |
0.7879 |
0.7942 |
PP |
0.7871 |
0.7871 |
0.7871 |
0.7883 |
S1 |
0.7823 |
0.7823 |
0.7862 |
0.7847 |
S2 |
0.7775 |
0.7775 |
0.7853 |
|
S3 |
0.7680 |
0.7727 |
0.7844 |
|
S4 |
0.7584 |
0.7632 |
0.7818 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7952 |
2.618 |
0.7905 |
1.618 |
0.7877 |
1.000 |
0.7859 |
0.618 |
0.7848 |
HIGH |
0.7831 |
0.618 |
0.7820 |
0.500 |
0.7816 |
0.382 |
0.7813 |
LOW |
0.7802 |
0.618 |
0.7784 |
1.000 |
0.7774 |
1.618 |
0.7756 |
2.618 |
0.7727 |
4.250 |
0.7681 |
|
|
Fisher Pivots for day following 11-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7826 |
0.7850 |
PP |
0.7821 |
0.7843 |
S1 |
0.7816 |
0.7837 |
|