CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 05-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7851 |
0.7837 |
-0.0014 |
-0.2% |
0.7782 |
| High |
0.7897 |
0.7898 |
0.0002 |
0.0% |
0.7869 |
| Low |
0.7823 |
0.7837 |
0.0014 |
0.2% |
0.7775 |
| Close |
0.7831 |
0.7898 |
0.0067 |
0.8% |
0.7836 |
| Range |
0.0074 |
0.0061 |
-0.0013 |
-17.0% |
0.0094 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
4.3% |
0.0000 |
| Volume |
14 |
28 |
14 |
100.0% |
69 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8061 |
0.8040 |
0.7931 |
|
| R3 |
0.8000 |
0.7979 |
0.7914 |
|
| R2 |
0.7939 |
0.7939 |
0.7909 |
|
| R1 |
0.7918 |
0.7918 |
0.7903 |
0.7928 |
| PP |
0.7878 |
0.7878 |
0.7878 |
0.7883 |
| S1 |
0.7857 |
0.7857 |
0.7892 |
0.7867 |
| S2 |
0.7817 |
0.7817 |
0.7886 |
|
| S3 |
0.7756 |
0.7796 |
0.7881 |
|
| S4 |
0.7695 |
0.7735 |
0.7864 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8109 |
0.8066 |
0.7887 |
|
| R3 |
0.8015 |
0.7972 |
0.7861 |
|
| R2 |
0.7921 |
0.7921 |
0.7853 |
|
| R1 |
0.7878 |
0.7878 |
0.7844 |
0.7899 |
| PP |
0.7827 |
0.7827 |
0.7827 |
0.7837 |
| S1 |
0.7784 |
0.7784 |
0.7827 |
0.7805 |
| S2 |
0.7733 |
0.7733 |
0.7818 |
|
| S3 |
0.7639 |
0.7690 |
0.7810 |
|
| S4 |
0.7545 |
0.7596 |
0.7784 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8157 |
|
2.618 |
0.8058 |
|
1.618 |
0.7997 |
|
1.000 |
0.7959 |
|
0.618 |
0.7936 |
|
HIGH |
0.7898 |
|
0.618 |
0.7875 |
|
0.500 |
0.7868 |
|
0.382 |
0.7860 |
|
LOW |
0.7837 |
|
0.618 |
0.7799 |
|
1.000 |
0.7776 |
|
1.618 |
0.7738 |
|
2.618 |
0.7677 |
|
4.250 |
0.7578 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7888 |
0.7885 |
| PP |
0.7878 |
0.7873 |
| S1 |
0.7868 |
0.7861 |
|