CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 14-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7871 |
0.7883 |
0.0012 |
0.2% |
0.7870 |
| High |
0.7890 |
0.7925 |
0.0035 |
0.4% |
0.7920 |
| Low |
0.7849 |
0.7873 |
0.0024 |
0.3% |
0.7816 |
| Close |
0.7879 |
0.7918 |
0.0039 |
0.5% |
0.7870 |
| Range |
0.0041 |
0.0052 |
0.0011 |
26.8% |
0.0105 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.1% |
0.0000 |
| Volume |
83 |
156 |
73 |
88.0% |
669 |
|
| Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8061 |
0.8041 |
0.7946 |
|
| R3 |
0.8009 |
0.7989 |
0.7932 |
|
| R2 |
0.7957 |
0.7957 |
0.7927 |
|
| R1 |
0.7937 |
0.7937 |
0.7922 |
0.7947 |
| PP |
0.7905 |
0.7905 |
0.7905 |
0.7910 |
| S1 |
0.7885 |
0.7885 |
0.7913 |
0.7895 |
| S2 |
0.7853 |
0.7853 |
0.7908 |
|
| S3 |
0.7801 |
0.7833 |
0.7903 |
|
| S4 |
0.7749 |
0.7781 |
0.7889 |
|
|
| 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 |
0.7925 |
0.7795 |
0.0131 |
1.6% |
0.0055 |
0.7% |
94% |
True |
False |
117 |
| 10 |
0.7925 |
0.7795 |
0.0131 |
1.6% |
0.0058 |
0.7% |
94% |
True |
False |
114 |
| 20 |
0.7925 |
0.7723 |
0.0202 |
2.6% |
0.0051 |
0.6% |
96% |
True |
False |
96 |
| 40 |
0.7925 |
0.7626 |
0.0300 |
3.8% |
0.0045 |
0.6% |
97% |
True |
False |
111 |
| 60 |
0.7925 |
0.7476 |
0.0449 |
5.7% |
0.0045 |
0.6% |
98% |
True |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8146 |
|
2.618 |
0.8061 |
|
1.618 |
0.8009 |
|
1.000 |
0.7977 |
|
0.618 |
0.7957 |
|
HIGH |
0.7925 |
|
0.618 |
0.7905 |
|
0.500 |
0.7899 |
|
0.382 |
0.7893 |
|
LOW |
0.7873 |
|
0.618 |
0.7841 |
|
1.000 |
0.7821 |
|
1.618 |
0.7789 |
|
2.618 |
0.7737 |
|
4.250 |
0.7652 |
|
|
| Fisher Pivots for day following 14-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7911 |
0.7903 |
| PP |
0.7905 |
0.7888 |
| S1 |
0.7899 |
0.7873 |
|