CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 21-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
0.7880 |
0.7925 |
0.0045 |
0.6% |
0.7812 |
High |
0.7938 |
0.7941 |
0.0004 |
0.0% |
0.7925 |
Low |
0.7880 |
0.7912 |
0.0032 |
0.4% |
0.7802 |
Close |
0.7914 |
0.7923 |
0.0009 |
0.1% |
0.7862 |
Range |
0.0058 |
0.0029 |
-0.0029 |
-49.6% |
0.0123 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
75 |
20 |
-55 |
-73.3% |
186 |
|
Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8012 |
0.7996 |
0.7938 |
|
R3 |
0.7983 |
0.7967 |
0.7930 |
|
R2 |
0.7954 |
0.7954 |
0.7928 |
|
R1 |
0.7938 |
0.7938 |
0.7925 |
0.7932 |
PP |
0.7925 |
0.7925 |
0.7925 |
0.7922 |
S1 |
0.7909 |
0.7909 |
0.7920 |
0.7903 |
S2 |
0.7896 |
0.7896 |
0.7917 |
|
S3 |
0.7867 |
0.7880 |
0.7915 |
|
S4 |
0.7838 |
0.7851 |
0.7907 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8230 |
0.8168 |
0.7929 |
|
R3 |
0.8108 |
0.8046 |
0.7895 |
|
R2 |
0.7985 |
0.7985 |
0.7884 |
|
R1 |
0.7923 |
0.7923 |
0.7873 |
0.7954 |
PP |
0.7863 |
0.7863 |
0.7863 |
0.7878 |
S1 |
0.7801 |
0.7801 |
0.7850 |
0.7832 |
S2 |
0.7740 |
0.7740 |
0.7839 |
|
S3 |
0.7618 |
0.7678 |
0.7828 |
|
S4 |
0.7495 |
0.7556 |
0.7794 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8064 |
2.618 |
0.8017 |
1.618 |
0.7988 |
1.000 |
0.7970 |
0.618 |
0.7959 |
HIGH |
0.7941 |
0.618 |
0.7930 |
0.500 |
0.7927 |
0.382 |
0.7923 |
LOW |
0.7912 |
0.618 |
0.7894 |
1.000 |
0.7883 |
1.618 |
0.7865 |
2.618 |
0.7836 |
4.250 |
0.7789 |
|
|
Fisher Pivots for day following 21-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7927 |
0.7908 |
PP |
0.7925 |
0.7894 |
S1 |
0.7924 |
0.7880 |
|