CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7843 |
0.7888 |
0.0046 |
0.6% |
0.7784 |
| High |
0.7905 |
0.7920 |
0.0015 |
0.2% |
0.7867 |
| Low |
0.7820 |
0.7862 |
0.0042 |
0.5% |
0.7771 |
| Close |
0.7898 |
0.7880 |
-0.0018 |
-0.2% |
0.7835 |
| Range |
0.0085 |
0.0058 |
-0.0027 |
-31.8% |
0.0096 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.1% |
0.0000 |
| Volume |
128 |
110 |
-18 |
-14.1% |
327 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8061 |
0.8029 |
0.7912 |
|
| R3 |
0.8003 |
0.7971 |
0.7896 |
|
| R2 |
0.7945 |
0.7945 |
0.7891 |
|
| R1 |
0.7913 |
0.7913 |
0.7885 |
0.7900 |
| PP |
0.7887 |
0.7887 |
0.7887 |
0.7881 |
| S1 |
0.7855 |
0.7855 |
0.7875 |
0.7842 |
| S2 |
0.7829 |
0.7829 |
0.7869 |
|
| S3 |
0.7771 |
0.7797 |
0.7864 |
|
| S4 |
0.7713 |
0.7739 |
0.7848 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8111 |
0.8068 |
0.7887 |
|
| R3 |
0.8015 |
0.7973 |
0.7861 |
|
| R2 |
0.7920 |
0.7920 |
0.7852 |
|
| R1 |
0.7877 |
0.7877 |
0.7843 |
0.7898 |
| PP |
0.7824 |
0.7824 |
0.7824 |
0.7835 |
| S1 |
0.7782 |
0.7782 |
0.7826 |
0.7803 |
| S2 |
0.7729 |
0.7729 |
0.7817 |
|
| S3 |
0.7633 |
0.7686 |
0.7808 |
|
| S4 |
0.7538 |
0.7591 |
0.7782 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8167 |
|
2.618 |
0.8072 |
|
1.618 |
0.8014 |
|
1.000 |
0.7978 |
|
0.618 |
0.7956 |
|
HIGH |
0.7920 |
|
0.618 |
0.7898 |
|
0.500 |
0.7891 |
|
0.382 |
0.7884 |
|
LOW |
0.7862 |
|
0.618 |
0.7826 |
|
1.000 |
0.7804 |
|
1.618 |
0.7768 |
|
2.618 |
0.7710 |
|
4.250 |
0.7616 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7891 |
0.7876 |
| PP |
0.7887 |
0.7872 |
| S1 |
0.7884 |
0.7868 |
|