CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7865 |
0.7866 |
0.0001 |
0.0% |
0.7782 |
| High |
0.7919 |
0.7894 |
-0.0025 |
-0.3% |
0.7869 |
| Low |
0.7865 |
0.7864 |
-0.0001 |
0.0% |
0.7775 |
| Close |
0.7881 |
0.7887 |
0.0006 |
0.1% |
0.7836 |
| Range |
0.0054 |
0.0030 |
-0.0024 |
-43.9% |
0.0094 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
3 |
8 |
5 |
166.7% |
69 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7972 |
0.7959 |
0.7904 |
|
| R3 |
0.7942 |
0.7929 |
0.7895 |
|
| R2 |
0.7912 |
0.7912 |
0.7893 |
|
| R1 |
0.7899 |
0.7899 |
0.7890 |
0.7906 |
| PP |
0.7882 |
0.7882 |
0.7882 |
0.7885 |
| S1 |
0.7869 |
0.7869 |
0.7884 |
0.7876 |
| S2 |
0.7852 |
0.7852 |
0.7882 |
|
| S3 |
0.7822 |
0.7839 |
0.7879 |
|
| S4 |
0.7792 |
0.7809 |
0.7871 |
|
|
| 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 |
0.8022 |
|
2.618 |
0.7973 |
|
1.618 |
0.7943 |
|
1.000 |
0.7924 |
|
0.618 |
0.7913 |
|
HIGH |
0.7894 |
|
0.618 |
0.7883 |
|
0.500 |
0.7879 |
|
0.382 |
0.7875 |
|
LOW |
0.7864 |
|
0.618 |
0.7845 |
|
1.000 |
0.7834 |
|
1.618 |
0.7815 |
|
2.618 |
0.7785 |
|
4.250 |
0.7737 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7884 |
0.7884 |
| PP |
0.7882 |
0.7881 |
| S1 |
0.7879 |
0.7878 |
|