CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 26-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2021 |
26-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7861 |
0.7852 |
-0.0009 |
-0.1% |
0.7859 |
| High |
0.7884 |
0.7882 |
-0.0002 |
0.0% |
0.7945 |
| Low |
0.7829 |
0.7826 |
-0.0003 |
0.0% |
0.7817 |
| Close |
0.7845 |
0.7879 |
0.0034 |
0.4% |
0.7861 |
| Range |
0.0055 |
0.0056 |
0.0001 |
1.8% |
0.0129 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.1% |
0.0000 |
| Volume |
221 |
137 |
-84 |
-38.0% |
1,253 |
|
| Daily Pivots for day following 26-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8030 |
0.8010 |
0.7909 |
|
| R3 |
0.7974 |
0.7954 |
0.7894 |
|
| R2 |
0.7918 |
0.7918 |
0.7889 |
|
| R1 |
0.7898 |
0.7898 |
0.7884 |
0.7908 |
| PP |
0.7862 |
0.7862 |
0.7862 |
0.7867 |
| S1 |
0.7842 |
0.7842 |
0.7873 |
0.7852 |
| S2 |
0.7806 |
0.7806 |
0.7868 |
|
| S3 |
0.7750 |
0.7786 |
0.7863 |
|
| S4 |
0.7694 |
0.7730 |
0.7848 |
|
|
| 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 |
0.7826 |
0.0119 |
1.5% |
0.0057 |
0.7% |
44% |
False |
True |
293 |
| 10 |
0.7945 |
0.7817 |
0.0129 |
1.6% |
0.0056 |
0.7% |
48% |
False |
False |
259 |
| 20 |
0.7945 |
0.7771 |
0.0174 |
2.2% |
0.0056 |
0.7% |
62% |
False |
False |
183 |
| 40 |
0.7945 |
0.7684 |
0.0262 |
3.3% |
0.0050 |
0.6% |
75% |
False |
False |
155 |
| 60 |
0.7945 |
0.7476 |
0.0469 |
6.0% |
0.0048 |
0.6% |
86% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8120 |
|
2.618 |
0.8029 |
|
1.618 |
0.7973 |
|
1.000 |
0.7938 |
|
0.618 |
0.7917 |
|
HIGH |
0.7882 |
|
0.618 |
0.7861 |
|
0.500 |
0.7854 |
|
0.382 |
0.7847 |
|
LOW |
0.7826 |
|
0.618 |
0.7791 |
|
1.000 |
0.7770 |
|
1.618 |
0.7735 |
|
2.618 |
0.7679 |
|
4.250 |
0.7588 |
|
|
| Fisher Pivots for day following 26-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7870 |
0.7875 |
| PP |
0.7862 |
0.7872 |
| S1 |
0.7854 |
0.7869 |
|