CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 05-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2021 |
05-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7960 |
0.7945 |
-0.0015 |
-0.2% |
0.7952 |
| High |
0.7973 |
0.8000 |
0.0027 |
0.3% |
0.7975 |
| Low |
0.7936 |
0.7941 |
0.0005 |
0.1% |
0.7908 |
| Close |
0.7970 |
0.7985 |
0.0015 |
0.2% |
0.7970 |
| Range |
0.0037 |
0.0059 |
0.0022 |
59.5% |
0.0067 |
| ATR |
0.0052 |
0.0052 |
0.0001 |
1.0% |
0.0000 |
| Volume |
64,107 |
45,641 |
-18,466 |
-28.8% |
254,767 |
|
| Daily Pivots for day following 05-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8152 |
0.8128 |
0.8017 |
|
| R3 |
0.8093 |
0.8069 |
0.8001 |
|
| R2 |
0.8034 |
0.8034 |
0.7996 |
|
| R1 |
0.8010 |
0.8010 |
0.7990 |
0.8022 |
| PP |
0.7975 |
0.7975 |
0.7975 |
0.7981 |
| S1 |
0.7951 |
0.7951 |
0.7980 |
0.7963 |
| S2 |
0.7916 |
0.7916 |
0.7974 |
|
| S3 |
0.7857 |
0.7892 |
0.7969 |
|
| S4 |
0.7798 |
0.7833 |
0.7953 |
|
|
| Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8152 |
0.8128 |
0.8007 |
|
| R3 |
0.8085 |
0.8061 |
0.7988 |
|
| R2 |
0.8018 |
0.8018 |
0.7982 |
|
| R1 |
0.7994 |
0.7994 |
0.7976 |
0.8006 |
| PP |
0.7951 |
0.7951 |
0.7951 |
0.7957 |
| S1 |
0.7927 |
0.7927 |
0.7964 |
0.7939 |
| S2 |
0.7884 |
0.7884 |
0.7958 |
|
| S3 |
0.7817 |
0.7860 |
0.7952 |
|
| S4 |
0.7750 |
0.7793 |
0.7933 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8000 |
0.7908 |
0.0092 |
1.1% |
0.0046 |
0.6% |
84% |
True |
False |
60,081 |
| 10 |
0.8019 |
0.7908 |
0.0111 |
1.4% |
0.0045 |
0.6% |
70% |
False |
False |
62,501 |
| 20 |
0.8088 |
0.7875 |
0.0213 |
2.7% |
0.0052 |
0.7% |
52% |
False |
False |
66,634 |
| 40 |
0.8088 |
0.7795 |
0.0294 |
3.7% |
0.0053 |
0.7% |
65% |
False |
False |
34,124 |
| 60 |
0.8088 |
0.7766 |
0.0323 |
4.0% |
0.0054 |
0.7% |
68% |
False |
False |
22,823 |
| 80 |
0.8088 |
0.7723 |
0.0365 |
4.6% |
0.0053 |
0.7% |
72% |
False |
False |
17,146 |
| 100 |
0.8088 |
0.7599 |
0.0490 |
6.1% |
0.0050 |
0.6% |
79% |
False |
False |
13,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8250 |
|
2.618 |
0.8154 |
|
1.618 |
0.8095 |
|
1.000 |
0.8059 |
|
0.618 |
0.8036 |
|
HIGH |
0.8000 |
|
0.618 |
0.7977 |
|
0.500 |
0.7970 |
|
0.382 |
0.7963 |
|
LOW |
0.7941 |
|
0.618 |
0.7904 |
|
1.000 |
0.7882 |
|
1.618 |
0.7845 |
|
2.618 |
0.7786 |
|
4.250 |
0.7690 |
|
|
| Fisher Pivots for day following 05-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7980 |
0.7976 |
| PP |
0.7975 |
0.7968 |
| S1 |
0.7970 |
0.7959 |
|