CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 08-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2021 |
08-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7956 |
0.7930 |
-0.0026 |
-0.3% |
0.7952 |
| High |
0.7959 |
0.7964 |
0.0006 |
0.1% |
0.7975 |
| Low |
0.7916 |
0.7920 |
0.0005 |
0.1% |
0.7908 |
| Close |
0.7922 |
0.7959 |
0.0037 |
0.5% |
0.7970 |
| Range |
0.0043 |
0.0044 |
0.0001 |
2.3% |
0.0067 |
| ATR |
0.0051 |
0.0051 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
69,080 |
55,163 |
-13,917 |
-20.1% |
254,767 |
|
| Daily Pivots for day following 08-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8080 |
0.8063 |
0.7983 |
|
| R3 |
0.8036 |
0.8019 |
0.7971 |
|
| R2 |
0.7992 |
0.7992 |
0.7967 |
|
| R1 |
0.7975 |
0.7975 |
0.7963 |
0.7983 |
| PP |
0.7948 |
0.7948 |
0.7948 |
0.7952 |
| S1 |
0.7931 |
0.7931 |
0.7954 |
0.7939 |
| S2 |
0.7904 |
0.7904 |
0.7950 |
|
| S3 |
0.7860 |
0.7887 |
0.7946 |
|
| S4 |
0.7816 |
0.7843 |
0.7934 |
|
|
| 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% |
0.0045 |
0.6% |
51% |
False |
False |
57,606 |
| 10 |
0.8000 |
0.7908 |
0.0092 |
1.1% |
0.0044 |
0.6% |
55% |
False |
False |
61,071 |
| 20 |
0.8088 |
0.7908 |
0.0180 |
2.3% |
0.0051 |
0.6% |
28% |
False |
False |
68,802 |
| 40 |
0.8088 |
0.7836 |
0.0252 |
3.2% |
0.0053 |
0.7% |
49% |
False |
False |
38,563 |
| 60 |
0.8088 |
0.7766 |
0.0323 |
4.1% |
0.0053 |
0.7% |
60% |
False |
False |
25,788 |
| 80 |
0.8088 |
0.7723 |
0.0365 |
4.6% |
0.0053 |
0.7% |
65% |
False |
False |
19,365 |
| 100 |
0.8088 |
0.7599 |
0.0490 |
6.2% |
0.0050 |
0.6% |
74% |
False |
False |
15,519 |
| 120 |
0.8088 |
0.7476 |
0.0612 |
7.7% |
0.0049 |
0.6% |
79% |
False |
False |
12,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8151 |
|
2.618 |
0.8079 |
|
1.618 |
0.8035 |
|
1.000 |
0.8008 |
|
0.618 |
0.7991 |
|
HIGH |
0.7964 |
|
0.618 |
0.7947 |
|
0.500 |
0.7942 |
|
0.382 |
0.7937 |
|
LOW |
0.7920 |
|
0.618 |
0.7893 |
|
1.000 |
0.7876 |
|
1.618 |
0.7849 |
|
2.618 |
0.7805 |
|
4.250 |
0.7733 |
|
|
| Fisher Pivots for day following 08-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7953 |
0.7957 |
| PP |
0.7948 |
0.7955 |
| S1 |
0.7942 |
0.7953 |
|