CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 13-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7825 |
0.7871 |
0.0046 |
0.6% |
0.7870 |
| High |
0.7872 |
0.7890 |
0.0019 |
0.2% |
0.7920 |
| Low |
0.7822 |
0.7849 |
0.0028 |
0.4% |
0.7816 |
| Close |
0.7864 |
0.7879 |
0.0015 |
0.2% |
0.7870 |
| Range |
0.0050 |
0.0041 |
-0.0009 |
-18.0% |
0.0105 |
| ATR |
0.0052 |
0.0052 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
115 |
83 |
-32 |
-27.8% |
669 |
|
| Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7996 |
0.7978 |
0.7901 |
|
| R3 |
0.7955 |
0.7937 |
0.7890 |
|
| R2 |
0.7914 |
0.7914 |
0.7886 |
|
| R1 |
0.7896 |
0.7896 |
0.7882 |
0.7905 |
| PP |
0.7873 |
0.7873 |
0.7873 |
0.7877 |
| S1 |
0.7855 |
0.7855 |
0.7875 |
0.7864 |
| S2 |
0.7832 |
0.7832 |
0.7871 |
|
| S3 |
0.7791 |
0.7814 |
0.7867 |
|
| S4 |
0.7750 |
0.7773 |
0.7856 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8182 |
0.8130 |
0.7927 |
|
| R3 |
0.8077 |
0.8026 |
0.7898 |
|
| R2 |
0.7973 |
0.7973 |
0.7889 |
|
| R1 |
0.7921 |
0.7921 |
0.7879 |
0.7922 |
| PP |
0.7868 |
0.7868 |
0.7868 |
0.7869 |
| S1 |
0.7817 |
0.7817 |
0.7860 |
0.7817 |
| S2 |
0.7764 |
0.7764 |
0.7850 |
|
| S3 |
0.7659 |
0.7712 |
0.7841 |
|
| S4 |
0.7555 |
0.7608 |
0.7812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7902 |
0.7795 |
0.0108 |
1.4% |
0.0054 |
0.7% |
78% |
False |
False |
112 |
| 10 |
0.7920 |
0.7795 |
0.0126 |
1.6% |
0.0057 |
0.7% |
67% |
False |
False |
104 |
| 20 |
0.7920 |
0.7723 |
0.0197 |
2.5% |
0.0051 |
0.6% |
79% |
False |
False |
92 |
| 40 |
0.7920 |
0.7626 |
0.0295 |
3.7% |
0.0045 |
0.6% |
86% |
False |
False |
108 |
| 60 |
0.7920 |
0.7476 |
0.0444 |
5.6% |
0.0045 |
0.6% |
91% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8064 |
|
2.618 |
0.7997 |
|
1.618 |
0.7956 |
|
1.000 |
0.7931 |
|
0.618 |
0.7915 |
|
HIGH |
0.7890 |
|
0.618 |
0.7874 |
|
0.500 |
0.7870 |
|
0.382 |
0.7865 |
|
LOW |
0.7849 |
|
0.618 |
0.7824 |
|
1.000 |
0.7808 |
|
1.618 |
0.7783 |
|
2.618 |
0.7742 |
|
4.250 |
0.7675 |
|
|
| Fisher Pivots for day following 13-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7876 |
0.7866 |
| PP |
0.7873 |
0.7854 |
| S1 |
0.7870 |
0.7842 |
|