CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 25-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2021 |
25-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7913 |
0.7861 |
-0.0052 |
-0.7% |
0.7859 |
| High |
0.7913 |
0.7884 |
-0.0029 |
-0.4% |
0.7945 |
| Low |
0.7853 |
0.7829 |
-0.0024 |
-0.3% |
0.7817 |
| Close |
0.7861 |
0.7845 |
-0.0016 |
-0.2% |
0.7861 |
| Range |
0.0060 |
0.0055 |
-0.0005 |
-8.3% |
0.0129 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.0% |
0.0000 |
| Volume |
187 |
221 |
34 |
18.2% |
1,253 |
|
| Daily Pivots for day following 25-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8017 |
0.7986 |
0.7875 |
|
| R3 |
0.7962 |
0.7931 |
0.7860 |
|
| R2 |
0.7907 |
0.7907 |
0.7855 |
|
| R1 |
0.7876 |
0.7876 |
0.7850 |
0.7864 |
| PP |
0.7852 |
0.7852 |
0.7852 |
0.7846 |
| S1 |
0.7821 |
0.7821 |
0.7839 |
0.7809 |
| S2 |
0.7797 |
0.7797 |
0.7834 |
|
| S3 |
0.7742 |
0.7766 |
0.7829 |
|
| S4 |
0.7687 |
0.7711 |
0.7814 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8260 |
0.8189 |
0.7931 |
|
| R3 |
0.8131 |
0.8060 |
0.7896 |
|
| R2 |
0.8003 |
0.8003 |
0.7884 |
|
| R1 |
0.7932 |
0.7932 |
0.7872 |
0.7967 |
| PP |
0.7874 |
0.7874 |
0.7874 |
0.7892 |
| S1 |
0.7803 |
0.7803 |
0.7849 |
0.7839 |
| S2 |
0.7746 |
0.7746 |
0.7837 |
|
| S3 |
0.7617 |
0.7675 |
0.7825 |
|
| S4 |
0.7489 |
0.7546 |
0.7790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7945 |
0.7817 |
0.0129 |
1.6% |
0.0056 |
0.7% |
22% |
False |
False |
294 |
| 10 |
0.7945 |
0.7795 |
0.0151 |
1.9% |
0.0059 |
0.7% |
33% |
False |
False |
254 |
| 20 |
0.7945 |
0.7771 |
0.0174 |
2.2% |
0.0054 |
0.7% |
42% |
False |
False |
177 |
| 40 |
0.7945 |
0.7680 |
0.0265 |
3.4% |
0.0049 |
0.6% |
62% |
False |
False |
155 |
| 60 |
0.7945 |
0.7476 |
0.0469 |
6.0% |
0.0048 |
0.6% |
79% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8117 |
|
2.618 |
0.8027 |
|
1.618 |
0.7972 |
|
1.000 |
0.7939 |
|
0.618 |
0.7917 |
|
HIGH |
0.7884 |
|
0.618 |
0.7862 |
|
0.500 |
0.7856 |
|
0.382 |
0.7850 |
|
LOW |
0.7829 |
|
0.618 |
0.7795 |
|
1.000 |
0.7774 |
|
1.618 |
0.7740 |
|
2.618 |
0.7685 |
|
4.250 |
0.7595 |
|
|
| Fisher Pivots for day following 25-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7856 |
0.7887 |
| PP |
0.7852 |
0.7873 |
| S1 |
0.7848 |
0.7859 |
|