CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 07-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2021 |
07-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7985 |
0.7956 |
-0.0030 |
-0.4% |
0.7952 |
| High |
0.7990 |
0.7959 |
-0.0032 |
-0.4% |
0.7975 |
| Low |
0.7948 |
0.7916 |
-0.0032 |
-0.4% |
0.7908 |
| Close |
0.7951 |
0.7922 |
-0.0030 |
-0.4% |
0.7970 |
| Range |
0.0043 |
0.0043 |
0.0001 |
1.2% |
0.0067 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
54,043 |
69,080 |
15,037 |
27.8% |
254,767 |
|
| Daily Pivots for day following 07-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8061 |
0.8034 |
0.7945 |
|
| R3 |
0.8018 |
0.7991 |
0.7933 |
|
| R2 |
0.7975 |
0.7975 |
0.7929 |
|
| R1 |
0.7948 |
0.7948 |
0.7925 |
0.7940 |
| PP |
0.7932 |
0.7932 |
0.7932 |
0.7928 |
| S1 |
0.7905 |
0.7905 |
0.7918 |
0.7897 |
| S2 |
0.7889 |
0.7889 |
0.7914 |
|
| S3 |
0.7846 |
0.7862 |
0.7910 |
|
| S4 |
0.7803 |
0.7819 |
0.7898 |
|
|
| 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 |
0.7916 |
0.0084 |
1.1% |
0.0048 |
0.6% |
7% |
False |
True |
62,262 |
| 10 |
0.8000 |
0.7908 |
0.0092 |
1.2% |
0.0044 |
0.6% |
15% |
False |
False |
61,876 |
| 20 |
0.8088 |
0.7886 |
0.0203 |
2.6% |
0.0051 |
0.6% |
18% |
False |
False |
70,014 |
| 40 |
0.8088 |
0.7835 |
0.0253 |
3.2% |
0.0053 |
0.7% |
34% |
False |
False |
37,189 |
| 60 |
0.8088 |
0.7766 |
0.0323 |
4.1% |
0.0054 |
0.7% |
48% |
False |
False |
24,870 |
| 80 |
0.8088 |
0.7723 |
0.0365 |
4.6% |
0.0053 |
0.7% |
54% |
False |
False |
18,677 |
| 100 |
0.8088 |
0.7599 |
0.0490 |
6.2% |
0.0050 |
0.6% |
66% |
False |
False |
14,968 |
| 120 |
0.8088 |
0.7476 |
0.0612 |
7.7% |
0.0049 |
0.6% |
73% |
False |
False |
12,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8141 |
|
2.618 |
0.8071 |
|
1.618 |
0.8028 |
|
1.000 |
0.8002 |
|
0.618 |
0.7985 |
|
HIGH |
0.7959 |
|
0.618 |
0.7942 |
|
0.500 |
0.7937 |
|
0.382 |
0.7932 |
|
LOW |
0.7916 |
|
0.618 |
0.7889 |
|
1.000 |
0.7873 |
|
1.618 |
0.7846 |
|
2.618 |
0.7803 |
|
4.250 |
0.7733 |
|
|
| Fisher Pivots for day following 07-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7937 |
0.7958 |
| PP |
0.7932 |
0.7946 |
| S1 |
0.7927 |
0.7934 |
|