CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 12-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2021 |
12-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7961 |
0.7970 |
0.0010 |
0.1% |
0.7950 |
| High |
0.7985 |
0.7980 |
-0.0005 |
-0.1% |
0.8000 |
| Low |
0.7932 |
0.7956 |
0.0024 |
0.3% |
0.7917 |
| Close |
0.7985 |
0.7962 |
-0.0023 |
-0.3% |
0.7985 |
| Range |
0.0053 |
0.0025 |
-0.0029 |
-53.8% |
0.0083 |
| ATR |
0.0049 |
0.0047 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
42 |
17 |
-25 |
-59.5% |
310 |
|
| Daily Pivots for day following 12-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8039 |
0.8025 |
0.7975 |
|
| R3 |
0.8015 |
0.8001 |
0.7969 |
|
| R2 |
0.7990 |
0.7990 |
0.7966 |
|
| R1 |
0.7976 |
0.7976 |
0.7964 |
0.7971 |
| PP |
0.7966 |
0.7966 |
0.7966 |
0.7963 |
| S1 |
0.7952 |
0.7952 |
0.7960 |
0.7947 |
| S2 |
0.7941 |
0.7941 |
0.7958 |
|
| S3 |
0.7917 |
0.7927 |
0.7955 |
|
| S4 |
0.7892 |
0.7903 |
0.7949 |
|
|
| Weekly Pivots for week ending 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8215 |
0.8182 |
0.8030 |
|
| R3 |
0.8132 |
0.8100 |
0.8007 |
|
| R2 |
0.8050 |
0.8050 |
0.8000 |
|
| R1 |
0.8017 |
0.8017 |
0.7992 |
0.8033 |
| PP |
0.7967 |
0.7967 |
0.7967 |
0.7975 |
| S1 |
0.7935 |
0.7935 |
0.7977 |
0.7951 |
| S2 |
0.7885 |
0.7885 |
0.7969 |
|
| S3 |
0.7802 |
0.7852 |
0.7962 |
|
| S4 |
0.7720 |
0.7770 |
0.7939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7990 |
0.7917 |
0.0073 |
0.9% |
0.0041 |
0.5% |
62% |
False |
False |
50 |
| 10 |
0.8000 |
0.7909 |
0.0091 |
1.1% |
0.0042 |
0.5% |
59% |
False |
False |
68 |
| 20 |
0.8087 |
0.7909 |
0.0178 |
2.2% |
0.0046 |
0.6% |
30% |
False |
False |
65 |
| 40 |
0.8087 |
0.7837 |
0.0250 |
3.1% |
0.0049 |
0.6% |
50% |
False |
False |
65 |
| 60 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0048 |
0.6% |
61% |
False |
False |
55 |
| 80 |
0.8087 |
0.7729 |
0.0358 |
4.5% |
0.0045 |
0.6% |
65% |
False |
False |
46 |
| 100 |
0.8087 |
0.7631 |
0.0456 |
5.7% |
0.0042 |
0.5% |
73% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8084 |
|
2.618 |
0.8044 |
|
1.618 |
0.8020 |
|
1.000 |
0.8005 |
|
0.618 |
0.7995 |
|
HIGH |
0.7980 |
|
0.618 |
0.7971 |
|
0.500 |
0.7968 |
|
0.382 |
0.7965 |
|
LOW |
0.7956 |
|
0.618 |
0.7940 |
|
1.000 |
0.7931 |
|
1.618 |
0.7916 |
|
2.618 |
0.7891 |
|
4.250 |
0.7851 |
|
|
| Fisher Pivots for day following 12-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7968 |
0.7959 |
| PP |
0.7966 |
0.7956 |
| S1 |
0.7964 |
0.7953 |
|