CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 20-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2021 |
20-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7996 |
0.7983 |
-0.0013 |
-0.2% |
0.7981 |
| High |
0.8020 |
0.8015 |
-0.0005 |
-0.1% |
0.8016 |
| Low |
0.7972 |
0.7922 |
-0.0050 |
-0.6% |
0.7911 |
| Close |
0.7982 |
0.7926 |
-0.0056 |
-0.7% |
0.8000 |
| Range |
0.0048 |
0.0094 |
0.0046 |
94.8% |
0.0106 |
| ATR |
0.0050 |
0.0053 |
0.0003 |
6.2% |
0.0000 |
| Volume |
65,797 |
84,857 |
19,060 |
29.0% |
320,899 |
|
| Daily Pivots for day following 20-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8235 |
0.8174 |
0.7977 |
|
| R3 |
0.8141 |
0.8080 |
0.7951 |
|
| R2 |
0.8048 |
0.8048 |
0.7943 |
|
| R1 |
0.7987 |
0.7987 |
0.7934 |
0.7970 |
| PP |
0.7954 |
0.7954 |
0.7954 |
0.7946 |
| S1 |
0.7893 |
0.7893 |
0.7917 |
0.7877 |
| S2 |
0.7861 |
0.7861 |
0.7908 |
|
| S3 |
0.7767 |
0.7800 |
0.7900 |
|
| S4 |
0.7674 |
0.7706 |
0.7874 |
|
|
| 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 |
0.7922 |
0.0098 |
1.2% |
0.0057 |
0.7% |
4% |
False |
True |
69,176 |
| 10 |
0.8020 |
0.7911 |
0.0109 |
1.4% |
0.0053 |
0.7% |
14% |
False |
False |
66,161 |
| 20 |
0.8020 |
0.7908 |
0.0112 |
1.4% |
0.0049 |
0.6% |
16% |
False |
False |
64,395 |
| 40 |
0.8088 |
0.7842 |
0.0246 |
3.1% |
0.0055 |
0.7% |
34% |
False |
False |
51,929 |
| 60 |
0.8088 |
0.7766 |
0.0323 |
4.1% |
0.0053 |
0.7% |
50% |
False |
False |
34,707 |
| 80 |
0.8088 |
0.7751 |
0.0337 |
4.3% |
0.0053 |
0.7% |
52% |
False |
False |
26,073 |
| 100 |
0.8088 |
0.7645 |
0.0443 |
5.6% |
0.0051 |
0.6% |
63% |
False |
False |
20,884 |
| 120 |
0.8088 |
0.7476 |
0.0612 |
7.7% |
0.0050 |
0.6% |
73% |
False |
False |
17,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8412 |
|
2.618 |
0.8260 |
|
1.618 |
0.8166 |
|
1.000 |
0.8109 |
|
0.618 |
0.8073 |
|
HIGH |
0.8015 |
|
0.618 |
0.7979 |
|
0.500 |
0.7968 |
|
0.382 |
0.7957 |
|
LOW |
0.7922 |
|
0.618 |
0.7864 |
|
1.000 |
0.7828 |
|
1.618 |
0.7770 |
|
2.618 |
0.7677 |
|
4.250 |
0.7524 |
|
|
| Fisher Pivots for day following 20-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7968 |
0.7971 |
| PP |
0.7954 |
0.7956 |
| S1 |
0.7940 |
0.7941 |
|