CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 29-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2021 |
29-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8063 |
0.8117 |
0.0054 |
0.7% |
0.7996 |
| High |
0.8124 |
0.8147 |
0.0023 |
0.3% |
0.8027 |
| Low |
0.8054 |
0.8116 |
0.0063 |
0.8% |
0.7904 |
| Close |
0.8120 |
0.8144 |
0.0024 |
0.3% |
0.8017 |
| Range |
0.0071 |
0.0031 |
-0.0040 |
-56.0% |
0.0124 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
86,695 |
82,444 |
-4,251 |
-4.9% |
411,335 |
|
| Daily Pivots for day following 29-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8229 |
0.8217 |
0.8161 |
|
| R3 |
0.8198 |
0.8186 |
0.8152 |
|
| R2 |
0.8167 |
0.8167 |
0.8149 |
|
| R1 |
0.8155 |
0.8155 |
0.8146 |
0.8161 |
| PP |
0.8136 |
0.8136 |
0.8136 |
0.8138 |
| S1 |
0.8124 |
0.8124 |
0.8141 |
0.8130 |
| S2 |
0.8105 |
0.8105 |
0.8138 |
|
| S3 |
0.8074 |
0.8093 |
0.8135 |
|
| S4 |
0.8043 |
0.8062 |
0.8126 |
|
|
| 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 |
0.8147 |
0.7995 |
0.0153 |
1.9% |
0.0044 |
0.5% |
98% |
True |
False |
71,987 |
| 10 |
0.8147 |
0.7904 |
0.0244 |
3.0% |
0.0057 |
0.7% |
99% |
True |
False |
76,638 |
| 20 |
0.8147 |
0.7904 |
0.0244 |
3.0% |
0.0053 |
0.6% |
99% |
True |
False |
69,233 |
| 40 |
0.8147 |
0.7852 |
0.0295 |
3.6% |
0.0053 |
0.7% |
99% |
True |
False |
65,486 |
| 60 |
0.8147 |
0.7787 |
0.0360 |
4.4% |
0.0052 |
0.6% |
99% |
True |
False |
44,001 |
| 80 |
0.8147 |
0.7766 |
0.0382 |
4.7% |
0.0054 |
0.7% |
99% |
True |
False |
33,056 |
| 100 |
0.8147 |
0.7723 |
0.0424 |
5.2% |
0.0053 |
0.6% |
99% |
True |
False |
26,469 |
| 120 |
0.8147 |
0.7599 |
0.0549 |
6.7% |
0.0050 |
0.6% |
99% |
True |
False |
22,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8279 |
|
2.618 |
0.8228 |
|
1.618 |
0.8197 |
|
1.000 |
0.8178 |
|
0.618 |
0.8166 |
|
HIGH |
0.8147 |
|
0.618 |
0.8135 |
|
0.500 |
0.8132 |
|
0.382 |
0.8128 |
|
LOW |
0.8116 |
|
0.618 |
0.8097 |
|
1.000 |
0.8085 |
|
1.618 |
0.8066 |
|
2.618 |
0.8035 |
|
4.250 |
0.7984 |
|
|
| Fisher Pivots for day following 29-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8140 |
0.8129 |
| PP |
0.8136 |
0.8115 |
| S1 |
0.8132 |
0.8100 |
|