CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 22-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2021 |
22-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7931 |
0.8001 |
0.0070 |
0.9% |
0.7981 |
| High |
0.8027 |
0.8018 |
-0.0010 |
-0.1% |
0.8016 |
| Low |
0.7904 |
0.7978 |
0.0075 |
0.9% |
0.7911 |
| Close |
0.8003 |
0.8004 |
0.0001 |
0.0% |
0.8000 |
| Range |
0.0124 |
0.0040 |
-0.0084 |
-68.0% |
0.0106 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
124,693 |
74,629 |
-50,064 |
-40.1% |
320,899 |
|
| Daily Pivots for day following 22-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8118 |
0.8100 |
0.8025 |
|
| R3 |
0.8079 |
0.8061 |
0.8014 |
|
| R2 |
0.8039 |
0.8039 |
0.8011 |
|
| R1 |
0.8021 |
0.8021 |
0.8007 |
0.8030 |
| PP |
0.8000 |
0.8000 |
0.8000 |
0.8004 |
| S1 |
0.7982 |
0.7982 |
0.8000 |
0.7991 |
| S2 |
0.7960 |
0.7960 |
0.7996 |
|
| S3 |
0.7921 |
0.7942 |
0.7993 |
|
| S4 |
0.7881 |
0.7903 |
0.7982 |
|
|
| 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 |
0.8027 |
0.7904 |
0.0124 |
1.5% |
0.0069 |
0.9% |
81% |
False |
False |
81,289 |
| 10 |
0.8027 |
0.7904 |
0.0124 |
1.5% |
0.0061 |
0.8% |
81% |
False |
False |
73,669 |
| 20 |
0.8027 |
0.7904 |
0.0124 |
1.5% |
0.0052 |
0.7% |
81% |
False |
False |
67,370 |
| 40 |
0.8088 |
0.7842 |
0.0246 |
3.1% |
0.0057 |
0.7% |
66% |
False |
False |
56,798 |
| 60 |
0.8088 |
0.7766 |
0.0323 |
4.0% |
0.0054 |
0.7% |
74% |
False |
False |
38,023 |
| 80 |
0.8088 |
0.7766 |
0.0323 |
4.0% |
0.0055 |
0.7% |
74% |
False |
False |
28,563 |
| 100 |
0.8088 |
0.7684 |
0.0405 |
5.1% |
0.0052 |
0.7% |
79% |
False |
False |
22,876 |
| 120 |
0.8088 |
0.7476 |
0.0612 |
7.6% |
0.0051 |
0.6% |
86% |
False |
False |
19,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8185 |
|
2.618 |
0.8121 |
|
1.618 |
0.8081 |
|
1.000 |
0.8057 |
|
0.618 |
0.8042 |
|
HIGH |
0.8018 |
|
0.618 |
0.8002 |
|
0.500 |
0.7998 |
|
0.382 |
0.7993 |
|
LOW |
0.7978 |
|
0.618 |
0.7954 |
|
1.000 |
0.7939 |
|
1.618 |
0.7914 |
|
2.618 |
0.7875 |
|
4.250 |
0.7810 |
|
|
| Fisher Pivots for day following 22-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8002 |
0.7991 |
| PP |
0.8000 |
0.7978 |
| S1 |
0.7998 |
0.7965 |
|