CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 16-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2021 |
16-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7989 |
0.7973 |
-0.0016 |
-0.2% |
0.7981 |
| High |
0.8016 |
0.8005 |
-0.0011 |
-0.1% |
0.8016 |
| Low |
0.7964 |
0.7963 |
-0.0001 |
0.0% |
0.7911 |
| Close |
0.7977 |
0.8000 |
0.0024 |
0.3% |
0.8000 |
| Range |
0.0053 |
0.0042 |
-0.0011 |
-20.0% |
0.0106 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
67,207 |
56,469 |
-10,738 |
-16.0% |
320,899 |
|
| Daily Pivots for day following 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8115 |
0.8100 |
0.8023 |
|
| R3 |
0.8073 |
0.8058 |
0.8012 |
|
| R2 |
0.8031 |
0.8031 |
0.8008 |
|
| R1 |
0.8016 |
0.8016 |
0.8004 |
0.8024 |
| PP |
0.7989 |
0.7989 |
0.7989 |
0.7993 |
| S1 |
0.7974 |
0.7974 |
0.7996 |
0.7982 |
| S2 |
0.7947 |
0.7947 |
0.7992 |
|
| S3 |
0.7905 |
0.7932 |
0.7988 |
|
| S4 |
0.7863 |
0.7890 |
0.7977 |
|
|
| Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8292 |
0.8252 |
0.8058 |
|
| R3 |
0.8187 |
0.8146 |
0.8029 |
|
| R2 |
0.8081 |
0.8081 |
0.8019 |
|
| R1 |
0.8041 |
0.8041 |
0.8010 |
0.8061 |
| PP |
0.7976 |
0.7976 |
0.7976 |
0.7986 |
| S1 |
0.7935 |
0.7935 |
0.7990 |
0.7955 |
| S2 |
0.7870 |
0.7870 |
0.7981 |
|
| S3 |
0.7765 |
0.7830 |
0.7971 |
|
| S4 |
0.7659 |
0.7724 |
0.7942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8016 |
0.7911 |
0.0106 |
1.3% |
0.0049 |
0.6% |
85% |
False |
False |
64,179 |
| 10 |
0.8016 |
0.7911 |
0.0106 |
1.3% |
0.0049 |
0.6% |
85% |
False |
False |
61,064 |
| 20 |
0.8025 |
0.7908 |
0.0117 |
1.5% |
0.0047 |
0.6% |
79% |
False |
False |
63,214 |
| 40 |
0.8088 |
0.7842 |
0.0246 |
3.1% |
0.0055 |
0.7% |
64% |
False |
False |
48,192 |
| 60 |
0.8088 |
0.7766 |
0.0323 |
4.0% |
0.0052 |
0.7% |
73% |
False |
False |
32,207 |
| 80 |
0.8088 |
0.7723 |
0.0365 |
4.6% |
0.0053 |
0.7% |
76% |
False |
False |
24,193 |
| 100 |
0.8088 |
0.7633 |
0.0455 |
5.7% |
0.0051 |
0.6% |
81% |
False |
False |
19,379 |
| 120 |
0.8088 |
0.7476 |
0.0612 |
7.7% |
0.0050 |
0.6% |
86% |
False |
False |
16,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8184 |
|
2.618 |
0.8115 |
|
1.618 |
0.8073 |
|
1.000 |
0.8047 |
|
0.618 |
0.8031 |
|
HIGH |
0.8005 |
|
0.618 |
0.7989 |
|
0.500 |
0.7984 |
|
0.382 |
0.7979 |
|
LOW |
0.7963 |
|
0.618 |
0.7937 |
|
1.000 |
0.7921 |
|
1.618 |
0.7895 |
|
2.618 |
0.7853 |
|
4.250 |
0.7785 |
|
|
| Fisher Pivots for day following 16-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7995 |
0.7995 |
| PP |
0.7989 |
0.7989 |
| S1 |
0.7984 |
0.7984 |
|