CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 19-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2021 |
19-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7971 |
0.7986 |
0.0015 |
0.2% |
0.7970 |
| High |
0.8005 |
0.8020 |
0.0015 |
0.2% |
0.8016 |
| Low |
0.7965 |
0.7975 |
0.0010 |
0.1% |
0.7923 |
| Close |
0.8002 |
0.7983 |
-0.0019 |
-0.2% |
0.8002 |
| Range |
0.0040 |
0.0046 |
0.0006 |
13.8% |
0.0094 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
98 |
294 |
196 |
200.0% |
316 |
|
| Daily Pivots for day following 19-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8129 |
0.8101 |
0.8008 |
|
| R3 |
0.8083 |
0.8056 |
0.7995 |
|
| R2 |
0.8038 |
0.8038 |
0.7991 |
|
| R1 |
0.8010 |
0.8010 |
0.7987 |
0.8001 |
| PP |
0.7992 |
0.7992 |
0.7992 |
0.7988 |
| S1 |
0.7965 |
0.7965 |
0.7978 |
0.7956 |
| S2 |
0.7947 |
0.7947 |
0.7974 |
|
| S3 |
0.7901 |
0.7919 |
0.7970 |
|
| S4 |
0.7856 |
0.7874 |
0.7957 |
|
|
| 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 |
0.8020 |
0.7923 |
0.0098 |
1.2% |
0.0049 |
0.6% |
62% |
True |
False |
118 |
| 10 |
0.8020 |
0.7917 |
0.0103 |
1.3% |
0.0045 |
0.6% |
64% |
True |
False |
84 |
| 20 |
0.8020 |
0.7909 |
0.0111 |
1.4% |
0.0043 |
0.5% |
66% |
True |
False |
80 |
| 40 |
0.8087 |
0.7843 |
0.0244 |
3.1% |
0.0050 |
0.6% |
57% |
False |
False |
77 |
| 60 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0048 |
0.6% |
68% |
False |
False |
63 |
| 80 |
0.8087 |
0.7748 |
0.0339 |
4.2% |
0.0046 |
0.6% |
69% |
False |
False |
53 |
| 100 |
0.8087 |
0.7639 |
0.0448 |
5.6% |
0.0043 |
0.5% |
77% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8213 |
|
2.618 |
0.8139 |
|
1.618 |
0.8094 |
|
1.000 |
0.8066 |
|
0.618 |
0.8048 |
|
HIGH |
0.8020 |
|
0.618 |
0.8003 |
|
0.500 |
0.7997 |
|
0.382 |
0.7992 |
|
LOW |
0.7975 |
|
0.618 |
0.7946 |
|
1.000 |
0.7929 |
|
1.618 |
0.7901 |
|
2.618 |
0.7855 |
|
4.250 |
0.7781 |
|
|
| Fisher Pivots for day following 19-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7997 |
0.7993 |
| PP |
0.7992 |
0.7989 |
| S1 |
0.7987 |
0.7986 |
|