CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 09-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2021 |
09-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7930 |
0.7961 |
0.0031 |
0.4% |
0.7945 |
| High |
0.7964 |
0.7985 |
0.0021 |
0.3% |
0.8000 |
| Low |
0.7920 |
0.7930 |
0.0010 |
0.1% |
0.7916 |
| Close |
0.7959 |
0.7984 |
0.0025 |
0.3% |
0.7984 |
| Range |
0.0044 |
0.0055 |
0.0011 |
23.9% |
0.0084 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.6% |
0.0000 |
| Volume |
55,163 |
65,815 |
10,652 |
19.3% |
289,742 |
|
| Daily Pivots for day following 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8130 |
0.8111 |
0.8013 |
|
| R3 |
0.8075 |
0.8057 |
0.7998 |
|
| R2 |
0.8021 |
0.8021 |
0.7993 |
|
| R1 |
0.8002 |
0.8002 |
0.7988 |
0.8011 |
| PP |
0.7966 |
0.7966 |
0.7966 |
0.7971 |
| S1 |
0.7948 |
0.7948 |
0.7979 |
0.7957 |
| S2 |
0.7912 |
0.7912 |
0.7974 |
|
| S3 |
0.7857 |
0.7893 |
0.7969 |
|
| S4 |
0.7803 |
0.7839 |
0.7954 |
|
|
| Weekly Pivots for week ending 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8218 |
0.8185 |
0.8030 |
|
| R3 |
0.8134 |
0.8101 |
0.8007 |
|
| R2 |
0.8050 |
0.8050 |
0.7999 |
|
| R1 |
0.8017 |
0.8017 |
0.7991 |
0.8034 |
| PP |
0.7966 |
0.7966 |
0.7966 |
0.7975 |
| S1 |
0.7933 |
0.7933 |
0.7976 |
0.7950 |
| S2 |
0.7882 |
0.7882 |
0.7968 |
|
| S3 |
0.7798 |
0.7849 |
0.7960 |
|
| S4 |
0.7714 |
0.7765 |
0.7937 |
|
|
| 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% |
0.0049 |
0.6% |
81% |
False |
False |
57,948 |
| 10 |
0.8000 |
0.7908 |
0.0092 |
1.1% |
0.0044 |
0.6% |
83% |
False |
False |
59,781 |
| 20 |
0.8088 |
0.7908 |
0.0180 |
2.3% |
0.0051 |
0.6% |
42% |
False |
False |
67,188 |
| 40 |
0.8088 |
0.7836 |
0.0252 |
3.2% |
0.0054 |
0.7% |
59% |
False |
False |
40,205 |
| 60 |
0.8088 |
0.7766 |
0.0323 |
4.0% |
0.0053 |
0.7% |
68% |
False |
False |
26,883 |
| 80 |
0.8088 |
0.7723 |
0.0365 |
4.6% |
0.0053 |
0.7% |
71% |
False |
False |
20,186 |
| 100 |
0.8088 |
0.7599 |
0.0490 |
6.1% |
0.0050 |
0.6% |
79% |
False |
False |
16,172 |
| 120 |
0.8088 |
0.7476 |
0.0612 |
7.7% |
0.0049 |
0.6% |
83% |
False |
False |
13,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8216 |
|
2.618 |
0.8127 |
|
1.618 |
0.8073 |
|
1.000 |
0.8039 |
|
0.618 |
0.8018 |
|
HIGH |
0.7985 |
|
0.618 |
0.7964 |
|
0.500 |
0.7957 |
|
0.382 |
0.7951 |
|
LOW |
0.7930 |
|
0.618 |
0.7896 |
|
1.000 |
0.7876 |
|
1.618 |
0.7842 |
|
2.618 |
0.7787 |
|
4.250 |
0.7698 |
|
|
| Fisher Pivots for day following 09-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7975 |
0.7972 |
| PP |
0.7966 |
0.7961 |
| S1 |
0.7957 |
0.7950 |
|