CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7888 |
0.7888 |
0.0000 |
0.0% |
0.7784 |
| High |
0.7920 |
0.7899 |
-0.0021 |
-0.3% |
0.7867 |
| Low |
0.7862 |
0.7856 |
-0.0006 |
-0.1% |
0.7771 |
| Close |
0.7880 |
0.7886 |
0.0006 |
0.1% |
0.7835 |
| Range |
0.0058 |
0.0043 |
-0.0015 |
-25.9% |
0.0096 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
110 |
129 |
19 |
17.3% |
327 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8009 |
0.7991 |
0.7910 |
|
| R3 |
0.7966 |
0.7948 |
0.7898 |
|
| R2 |
0.7923 |
0.7923 |
0.7894 |
|
| R1 |
0.7905 |
0.7905 |
0.7890 |
0.7893 |
| PP |
0.7880 |
0.7880 |
0.7880 |
0.7874 |
| S1 |
0.7862 |
0.7862 |
0.7882 |
0.7850 |
| S2 |
0.7837 |
0.7837 |
0.7878 |
|
| S3 |
0.7794 |
0.7819 |
0.7874 |
|
| S4 |
0.7751 |
0.7776 |
0.7862 |
|
|
| 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 |
0.8082 |
|
2.618 |
0.8012 |
|
1.618 |
0.7969 |
|
1.000 |
0.7942 |
|
0.618 |
0.7926 |
|
HIGH |
0.7899 |
|
0.618 |
0.7883 |
|
0.500 |
0.7878 |
|
0.382 |
0.7872 |
|
LOW |
0.7856 |
|
0.618 |
0.7829 |
|
1.000 |
0.7813 |
|
1.618 |
0.7786 |
|
2.618 |
0.7743 |
|
4.250 |
0.7673 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7883 |
0.7881 |
| PP |
0.7880 |
0.7875 |
| S1 |
0.7878 |
0.7870 |
|