CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 16-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2021 |
16-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7992 |
0.7971 |
-0.0022 |
-0.3% |
0.7970 |
| High |
0.8016 |
0.8005 |
-0.0011 |
-0.1% |
0.8016 |
| Low |
0.7965 |
0.7965 |
0.0000 |
0.0% |
0.7923 |
| Close |
0.7978 |
0.8002 |
0.0024 |
0.3% |
0.8002 |
| Range |
0.0051 |
0.0040 |
-0.0011 |
-21.6% |
0.0094 |
| ATR |
0.0048 |
0.0048 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
33 |
98 |
65 |
197.0% |
316 |
|
| Daily Pivots for day following 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8111 |
0.8096 |
0.8024 |
|
| R3 |
0.8071 |
0.8056 |
0.8013 |
|
| R2 |
0.8031 |
0.8031 |
0.8009 |
|
| R1 |
0.8016 |
0.8016 |
0.8005 |
0.8023 |
| PP |
0.7991 |
0.7991 |
0.7991 |
0.7994 |
| S1 |
0.7976 |
0.7976 |
0.7998 |
0.7983 |
| S2 |
0.7951 |
0.7951 |
0.7994 |
|
| S3 |
0.7911 |
0.7936 |
0.7991 |
|
| S4 |
0.7871 |
0.7896 |
0.7980 |
|
|
| Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8261 |
0.8225 |
0.8053 |
|
| R3 |
0.8167 |
0.8131 |
0.8027 |
|
| R2 |
0.8074 |
0.8074 |
0.8019 |
|
| R1 |
0.8038 |
0.8038 |
0.8010 |
0.8056 |
| PP |
0.7980 |
0.7980 |
0.7980 |
0.7989 |
| S1 |
0.7944 |
0.7944 |
0.7993 |
0.7962 |
| S2 |
0.7887 |
0.7887 |
0.7984 |
|
| S3 |
0.7793 |
0.7851 |
0.7976 |
|
| S4 |
0.7700 |
0.7757 |
0.7950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8016 |
0.7923 |
0.0094 |
1.2% |
0.0045 |
0.6% |
84% |
False |
False |
63 |
| 10 |
0.8016 |
0.7917 |
0.0099 |
1.2% |
0.0046 |
0.6% |
85% |
False |
False |
62 |
| 20 |
0.8024 |
0.7909 |
0.0115 |
1.4% |
0.0044 |
0.5% |
80% |
False |
False |
68 |
| 40 |
0.8087 |
0.7843 |
0.0244 |
3.0% |
0.0050 |
0.6% |
65% |
False |
False |
71 |
| 60 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0048 |
0.6% |
73% |
False |
False |
58 |
| 80 |
0.8087 |
0.7729 |
0.0358 |
4.5% |
0.0046 |
0.6% |
76% |
False |
False |
50 |
| 100 |
0.8087 |
0.7639 |
0.0448 |
5.6% |
0.0043 |
0.5% |
81% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8175 |
|
2.618 |
0.8110 |
|
1.618 |
0.8070 |
|
1.000 |
0.8045 |
|
0.618 |
0.8030 |
|
HIGH |
0.8005 |
|
0.618 |
0.7990 |
|
0.500 |
0.7985 |
|
0.382 |
0.7980 |
|
LOW |
0.7965 |
|
0.618 |
0.7940 |
|
1.000 |
0.7925 |
|
1.618 |
0.7900 |
|
2.618 |
0.7860 |
|
4.250 |
0.7795 |
|
|
| Fisher Pivots for day following 16-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7996 |
0.7996 |
| PP |
0.7991 |
0.7991 |
| S1 |
0.7985 |
0.7985 |
|