CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 19-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2021 |
19-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7973 |
0.7996 |
0.0023 |
0.3% |
0.7981 |
| High |
0.8005 |
0.8020 |
0.0015 |
0.2% |
0.8016 |
| Low |
0.7963 |
0.7972 |
0.0009 |
0.1% |
0.7911 |
| Close |
0.8000 |
0.7982 |
-0.0019 |
-0.2% |
0.8000 |
| Range |
0.0042 |
0.0048 |
0.0006 |
14.3% |
0.0106 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
56,469 |
65,797 |
9,328 |
16.5% |
320,899 |
|
| Daily Pivots for day following 19-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8135 |
0.8106 |
0.8008 |
|
| R3 |
0.8087 |
0.8058 |
0.7995 |
|
| R2 |
0.8039 |
0.8039 |
0.7990 |
|
| R1 |
0.8010 |
0.8010 |
0.7986 |
0.8001 |
| PP |
0.7991 |
0.7991 |
0.7991 |
0.7986 |
| S1 |
0.7962 |
0.7962 |
0.7977 |
0.7953 |
| S2 |
0.7943 |
0.7943 |
0.7973 |
|
| S3 |
0.7895 |
0.7914 |
0.7968 |
|
| S4 |
0.7847 |
0.7866 |
0.7955 |
|
|
| 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 |
0.8020 |
0.7911 |
0.0109 |
1.4% |
0.0053 |
0.7% |
65% |
True |
False |
66,703 |
| 10 |
0.8020 |
0.7911 |
0.0109 |
1.4% |
0.0048 |
0.6% |
65% |
True |
False |
63,079 |
| 20 |
0.8020 |
0.7908 |
0.0112 |
1.4% |
0.0046 |
0.6% |
66% |
True |
False |
62,790 |
| 40 |
0.8088 |
0.7842 |
0.0246 |
3.1% |
0.0054 |
0.7% |
57% |
False |
False |
49,829 |
| 60 |
0.8088 |
0.7766 |
0.0323 |
4.0% |
0.0053 |
0.7% |
67% |
False |
False |
33,296 |
| 80 |
0.8088 |
0.7740 |
0.0348 |
4.4% |
0.0053 |
0.7% |
69% |
False |
False |
25,014 |
| 100 |
0.8088 |
0.7633 |
0.0455 |
5.7% |
0.0051 |
0.6% |
77% |
False |
False |
20,036 |
| 120 |
0.8088 |
0.7476 |
0.0612 |
7.7% |
0.0050 |
0.6% |
83% |
False |
False |
16,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8224 |
|
2.618 |
0.8145 |
|
1.618 |
0.8097 |
|
1.000 |
0.8068 |
|
0.618 |
0.8049 |
|
HIGH |
0.8020 |
|
0.618 |
0.8001 |
|
0.500 |
0.7996 |
|
0.382 |
0.7990 |
|
LOW |
0.7972 |
|
0.618 |
0.7942 |
|
1.000 |
0.7924 |
|
1.618 |
0.7894 |
|
2.618 |
0.7846 |
|
4.250 |
0.7768 |
|
|
| Fisher Pivots for day following 19-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7996 |
0.7991 |
| PP |
0.7991 |
0.7988 |
| S1 |
0.7986 |
0.7985 |
|