CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 05-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2021 |
05-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7957 |
0.7950 |
-0.0007 |
-0.1% |
0.7939 |
| High |
0.7973 |
0.8000 |
0.0027 |
0.3% |
0.7976 |
| Low |
0.7937 |
0.7942 |
0.0005 |
0.1% |
0.7909 |
| Close |
0.7971 |
0.7986 |
0.0015 |
0.2% |
0.7971 |
| Range |
0.0037 |
0.0058 |
0.0022 |
58.9% |
0.0067 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.3% |
0.0000 |
| Volume |
213 |
73 |
-140 |
-65.7% |
361 |
|
| Daily Pivots for day following 05-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8150 |
0.8126 |
0.8017 |
|
| R3 |
0.8092 |
0.8068 |
0.8001 |
|
| R2 |
0.8034 |
0.8034 |
0.7996 |
|
| R1 |
0.8010 |
0.8010 |
0.7991 |
0.8022 |
| PP |
0.7976 |
0.7976 |
0.7976 |
0.7982 |
| S1 |
0.7952 |
0.7952 |
0.7980 |
0.7964 |
| S2 |
0.7918 |
0.7918 |
0.7975 |
|
| S3 |
0.7860 |
0.7894 |
0.7970 |
|
| S4 |
0.7802 |
0.7836 |
0.7954 |
|
|
| Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8151 |
0.8127 |
0.8007 |
|
| R3 |
0.8085 |
0.8061 |
0.7989 |
|
| R2 |
0.8018 |
0.8018 |
0.7983 |
|
| R1 |
0.7994 |
0.7994 |
0.7977 |
0.8006 |
| PP |
0.7952 |
0.7952 |
0.7952 |
0.7958 |
| S1 |
0.7928 |
0.7928 |
0.7964 |
0.7940 |
| S2 |
0.7885 |
0.7885 |
0.7958 |
|
| S3 |
0.7819 |
0.7861 |
0.7952 |
|
| S4 |
0.7752 |
0.7795 |
0.7934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8000 |
0.7909 |
0.0091 |
1.1% |
0.0044 |
0.5% |
85% |
True |
False |
86 |
| 10 |
0.8017 |
0.7909 |
0.0108 |
1.4% |
0.0042 |
0.5% |
71% |
False |
False |
76 |
| 20 |
0.8087 |
0.7875 |
0.0212 |
2.6% |
0.0048 |
0.6% |
52% |
False |
False |
78 |
| 40 |
0.8087 |
0.7811 |
0.0276 |
3.5% |
0.0048 |
0.6% |
63% |
False |
False |
62 |
| 60 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0047 |
0.6% |
68% |
False |
False |
54 |
| 80 |
0.8087 |
0.7729 |
0.0358 |
4.5% |
0.0045 |
0.6% |
72% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8246 |
|
2.618 |
0.8151 |
|
1.618 |
0.8093 |
|
1.000 |
0.8058 |
|
0.618 |
0.8035 |
|
HIGH |
0.8000 |
|
0.618 |
0.7977 |
|
0.500 |
0.7971 |
|
0.382 |
0.7964 |
|
LOW |
0.7942 |
|
0.618 |
0.7906 |
|
1.000 |
0.7884 |
|
1.618 |
0.7848 |
|
2.618 |
0.7790 |
|
4.250 |
0.7695 |
|
|
| Fisher Pivots for day following 05-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7981 |
0.7977 |
| PP |
0.7976 |
0.7969 |
| S1 |
0.7971 |
0.7961 |
|