CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 30-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2021 |
30-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8117 |
0.8142 |
0.0025 |
0.3% |
0.8014 |
| High |
0.8147 |
0.8153 |
0.0006 |
0.1% |
0.8153 |
| Low |
0.8116 |
0.8116 |
-0.0001 |
0.0% |
0.8007 |
| Close |
0.8144 |
0.8144 |
0.0001 |
0.0% |
0.8144 |
| Range |
0.0031 |
0.0038 |
0.0007 |
21.0% |
0.0146 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
82,444 |
101,889 |
19,445 |
23.6% |
400,467 |
|
| Daily Pivots for day following 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8250 |
0.8235 |
0.8165 |
|
| R3 |
0.8213 |
0.8197 |
0.8154 |
|
| R2 |
0.8175 |
0.8175 |
0.8151 |
|
| R1 |
0.8160 |
0.8160 |
0.8147 |
0.8167 |
| PP |
0.8138 |
0.8138 |
0.8138 |
0.8141 |
| S1 |
0.8122 |
0.8122 |
0.8141 |
0.8130 |
| S2 |
0.8100 |
0.8100 |
0.8137 |
|
| S3 |
0.8063 |
0.8085 |
0.8134 |
|
| S4 |
0.8025 |
0.8047 |
0.8123 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8539 |
0.8488 |
0.8224 |
|
| R3 |
0.8393 |
0.8342 |
0.8184 |
|
| R2 |
0.8247 |
0.8247 |
0.8171 |
|
| R1 |
0.8196 |
0.8196 |
0.8157 |
0.8222 |
| PP |
0.8101 |
0.8101 |
0.8101 |
0.8114 |
| S1 |
0.8050 |
0.8050 |
0.8131 |
0.8076 |
| S2 |
0.7955 |
0.7955 |
0.8117 |
|
| S3 |
0.7809 |
0.7904 |
0.8104 |
|
| S4 |
0.7663 |
0.7758 |
0.8064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8153 |
0.8007 |
0.0146 |
1.8% |
0.0046 |
0.6% |
94% |
True |
False |
80,093 |
| 10 |
0.8153 |
0.7904 |
0.0250 |
3.1% |
0.0056 |
0.7% |
96% |
True |
False |
81,180 |
| 20 |
0.8153 |
0.7904 |
0.0250 |
3.1% |
0.0053 |
0.6% |
96% |
True |
False |
71,122 |
| 40 |
0.8153 |
0.7852 |
0.0301 |
3.7% |
0.0052 |
0.6% |
97% |
True |
False |
67,962 |
| 60 |
0.8153 |
0.7787 |
0.0366 |
4.5% |
0.0052 |
0.6% |
98% |
True |
False |
45,697 |
| 80 |
0.8153 |
0.7766 |
0.0388 |
4.8% |
0.0054 |
0.7% |
98% |
True |
False |
34,328 |
| 100 |
0.8153 |
0.7723 |
0.0430 |
5.3% |
0.0052 |
0.6% |
98% |
True |
False |
27,487 |
| 120 |
0.8153 |
0.7599 |
0.0555 |
6.8% |
0.0050 |
0.6% |
98% |
True |
False |
22,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8312 |
|
2.618 |
0.8251 |
|
1.618 |
0.8214 |
|
1.000 |
0.8191 |
|
0.618 |
0.8176 |
|
HIGH |
0.8153 |
|
0.618 |
0.8139 |
|
0.500 |
0.8134 |
|
0.382 |
0.8130 |
|
LOW |
0.8116 |
|
0.618 |
0.8092 |
|
1.000 |
0.8078 |
|
1.618 |
0.8055 |
|
2.618 |
0.8017 |
|
4.250 |
0.7956 |
|
|
| Fisher Pivots for day following 30-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8141 |
0.8130 |
| PP |
0.8138 |
0.8117 |
| S1 |
0.8134 |
0.8103 |
|