CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 21-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2021 |
21-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7989 |
0.7931 |
-0.0058 |
-0.7% |
0.7970 |
| High |
0.8015 |
0.8027 |
0.0012 |
0.1% |
0.8016 |
| Low |
0.7924 |
0.7905 |
-0.0019 |
-0.2% |
0.7923 |
| Close |
0.7927 |
0.8003 |
0.0077 |
1.0% |
0.8002 |
| Range |
0.0092 |
0.0122 |
0.0031 |
33.3% |
0.0094 |
| ATR |
0.0051 |
0.0056 |
0.0005 |
10.0% |
0.0000 |
| Volume |
441 |
233 |
-208 |
-47.2% |
316 |
|
| Daily Pivots for day following 21-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8344 |
0.8296 |
0.8070 |
|
| R3 |
0.8222 |
0.8174 |
0.8037 |
|
| R2 |
0.8100 |
0.8100 |
0.8025 |
|
| R1 |
0.8052 |
0.8052 |
0.8014 |
0.8076 |
| PP |
0.7978 |
0.7978 |
0.7978 |
0.7990 |
| S1 |
0.7930 |
0.7930 |
0.7992 |
0.7954 |
| S2 |
0.7856 |
0.7856 |
0.7981 |
|
| S3 |
0.7734 |
0.7808 |
0.7969 |
|
| S4 |
0.7612 |
0.7686 |
0.7936 |
|
|
| 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 |
0.8027 |
0.7905 |
0.0122 |
1.5% |
0.0070 |
0.9% |
81% |
True |
True |
219 |
| 10 |
0.8027 |
0.7905 |
0.0122 |
1.5% |
0.0058 |
0.7% |
81% |
True |
True |
140 |
| 20 |
0.8027 |
0.7905 |
0.0122 |
1.5% |
0.0050 |
0.6% |
81% |
True |
True |
107 |
| 40 |
0.8087 |
0.7843 |
0.0244 |
3.0% |
0.0053 |
0.7% |
66% |
False |
False |
94 |
| 60 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0050 |
0.6% |
74% |
False |
False |
72 |
| 80 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0048 |
0.6% |
74% |
False |
False |
61 |
| 100 |
0.8087 |
0.7684 |
0.0403 |
5.0% |
0.0045 |
0.6% |
79% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8545 |
|
2.618 |
0.8346 |
|
1.618 |
0.8224 |
|
1.000 |
0.8149 |
|
0.618 |
0.8102 |
|
HIGH |
0.8027 |
|
0.618 |
0.7980 |
|
0.500 |
0.7966 |
|
0.382 |
0.7951 |
|
LOW |
0.7905 |
|
0.618 |
0.7829 |
|
1.000 |
0.7783 |
|
1.618 |
0.7707 |
|
2.618 |
0.7585 |
|
4.250 |
0.7386 |
|
|
| Fisher Pivots for day following 21-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7991 |
0.7991 |
| PP |
0.7978 |
0.7978 |
| S1 |
0.7966 |
0.7966 |
|