CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 27-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2021 |
27-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8014 |
0.8068 |
0.0054 |
0.7% |
0.7996 |
| High |
0.8076 |
0.8073 |
-0.0004 |
0.0% |
0.8027 |
| Low |
0.8007 |
0.8053 |
0.0046 |
0.6% |
0.7904 |
| Close |
0.8066 |
0.8061 |
-0.0005 |
-0.1% |
0.8017 |
| Range |
0.0069 |
0.0020 |
-0.0050 |
-71.7% |
0.0124 |
| ATR |
0.0056 |
0.0053 |
-0.0003 |
-4.7% |
0.0000 |
| Volume |
74,162 |
55,277 |
-18,885 |
-25.5% |
411,335 |
|
| Daily Pivots for day following 27-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8121 |
0.8110 |
0.8072 |
|
| R3 |
0.8101 |
0.8091 |
0.8066 |
|
| R2 |
0.8082 |
0.8082 |
0.8065 |
|
| R1 |
0.8071 |
0.8071 |
0.8063 |
0.8067 |
| PP |
0.8062 |
0.8062 |
0.8062 |
0.8060 |
| S1 |
0.8052 |
0.8052 |
0.8059 |
0.8047 |
| S2 |
0.8043 |
0.8043 |
0.8057 |
|
| S3 |
0.8023 |
0.8032 |
0.8056 |
|
| S4 |
0.8004 |
0.8013 |
0.8050 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8353 |
0.8309 |
0.8085 |
|
| R3 |
0.8230 |
0.8185 |
0.8051 |
|
| R2 |
0.8106 |
0.8106 |
0.8040 |
|
| R1 |
0.8062 |
0.8062 |
0.8028 |
0.8084 |
| PP |
0.7983 |
0.7983 |
0.7983 |
0.7994 |
| S1 |
0.7938 |
0.7938 |
0.8006 |
0.7960 |
| S2 |
0.7859 |
0.7859 |
0.7994 |
|
| S3 |
0.7736 |
0.7815 |
0.7983 |
|
| S4 |
0.7612 |
0.7691 |
0.7949 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8076 |
0.7904 |
0.0173 |
2.1% |
0.0057 |
0.7% |
91% |
False |
False |
78,024 |
| 10 |
0.8076 |
0.7904 |
0.0173 |
2.1% |
0.0057 |
0.7% |
91% |
False |
False |
73,600 |
| 20 |
0.8076 |
0.7904 |
0.0173 |
2.1% |
0.0052 |
0.7% |
91% |
False |
False |
67,765 |
| 40 |
0.8088 |
0.7852 |
0.0236 |
2.9% |
0.0053 |
0.7% |
89% |
False |
False |
61,356 |
| 60 |
0.8088 |
0.7772 |
0.0317 |
3.9% |
0.0052 |
0.7% |
91% |
False |
False |
41,191 |
| 80 |
0.8088 |
0.7766 |
0.0323 |
4.0% |
0.0054 |
0.7% |
92% |
False |
False |
30,944 |
| 100 |
0.8088 |
0.7722 |
0.0367 |
4.5% |
0.0052 |
0.7% |
93% |
False |
False |
24,781 |
| 120 |
0.8088 |
0.7528 |
0.0561 |
7.0% |
0.0051 |
0.6% |
95% |
False |
False |
20,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8155 |
|
2.618 |
0.8124 |
|
1.618 |
0.8104 |
|
1.000 |
0.8092 |
|
0.618 |
0.8085 |
|
HIGH |
0.8073 |
|
0.618 |
0.8065 |
|
0.500 |
0.8063 |
|
0.382 |
0.8060 |
|
LOW |
0.8053 |
|
0.618 |
0.8041 |
|
1.000 |
0.8034 |
|
1.618 |
0.8021 |
|
2.618 |
0.8002 |
|
4.250 |
0.7970 |
|
|
| Fisher Pivots for day following 27-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8063 |
0.8052 |
| PP |
0.8062 |
0.8044 |
| S1 |
0.8062 |
0.8035 |
|