CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 06-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2021 |
06-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7950 |
0.7989 |
0.0039 |
0.5% |
0.7939 |
| High |
0.8000 |
0.7990 |
-0.0010 |
-0.1% |
0.7976 |
| Low |
0.7942 |
0.7949 |
0.0008 |
0.1% |
0.7909 |
| Close |
0.7986 |
0.7952 |
-0.0034 |
-0.4% |
0.7971 |
| Range |
0.0058 |
0.0041 |
-0.0017 |
-29.3% |
0.0067 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
73 |
20 |
-53 |
-72.6% |
361 |
|
| Daily Pivots for day following 06-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8087 |
0.8060 |
0.7974 |
|
| R3 |
0.8046 |
0.8019 |
0.7963 |
|
| R2 |
0.8005 |
0.8005 |
0.7959 |
|
| R1 |
0.7978 |
0.7978 |
0.7955 |
0.7971 |
| PP |
0.7964 |
0.7964 |
0.7964 |
0.7960 |
| S1 |
0.7937 |
0.7937 |
0.7948 |
0.7930 |
| S2 |
0.7923 |
0.7923 |
0.7944 |
|
| S3 |
0.7882 |
0.7896 |
0.7940 |
|
| S4 |
0.7841 |
0.7855 |
0.7929 |
|
|
| Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8151 |
0.8127 |
0.8007 |
|
| R3 |
0.8085 |
0.8061 |
0.7989 |
|
| R2 |
0.8018 |
0.8018 |
0.7983 |
|
| R1 |
0.7994 |
0.7994 |
0.7977 |
0.8006 |
| PP |
0.7952 |
0.7952 |
0.7952 |
0.7958 |
| S1 |
0.7928 |
0.7928 |
0.7964 |
0.7940 |
| S2 |
0.7885 |
0.7885 |
0.7958 |
|
| S3 |
0.7819 |
0.7861 |
0.7952 |
|
| S4 |
0.7752 |
0.7795 |
0.7934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8000 |
0.7909 |
0.0091 |
1.1% |
0.0046 |
0.6% |
47% |
False |
False |
84 |
| 10 |
0.8000 |
0.7909 |
0.0091 |
1.1% |
0.0042 |
0.5% |
47% |
False |
False |
76 |
| 20 |
0.8087 |
0.7886 |
0.0201 |
2.5% |
0.0048 |
0.6% |
33% |
False |
False |
76 |
| 40 |
0.8087 |
0.7826 |
0.0261 |
3.3% |
0.0048 |
0.6% |
48% |
False |
False |
61 |
| 60 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0047 |
0.6% |
58% |
False |
False |
54 |
| 80 |
0.8087 |
0.7729 |
0.0358 |
4.5% |
0.0045 |
0.6% |
62% |
False |
False |
45 |
| 100 |
0.8087 |
0.7600 |
0.0487 |
6.1% |
0.0042 |
0.5% |
72% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8164 |
|
2.618 |
0.8097 |
|
1.618 |
0.8056 |
|
1.000 |
0.8031 |
|
0.618 |
0.8015 |
|
HIGH |
0.7990 |
|
0.618 |
0.7974 |
|
0.500 |
0.7970 |
|
0.382 |
0.7965 |
|
LOW |
0.7949 |
|
0.618 |
0.7924 |
|
1.000 |
0.7908 |
|
1.618 |
0.7883 |
|
2.618 |
0.7842 |
|
4.250 |
0.7775 |
|
|
| Fisher Pivots for day following 06-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7970 |
0.7968 |
| PP |
0.7964 |
0.7963 |
| S1 |
0.7958 |
0.7957 |
|