CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 08-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2021 |
08-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7955 |
0.7942 |
-0.0013 |
-0.2% |
0.7939 |
| High |
0.7959 |
0.7964 |
0.0006 |
0.1% |
0.7976 |
| Low |
0.7917 |
0.7922 |
0.0005 |
0.1% |
0.7909 |
| Close |
0.7922 |
0.7960 |
0.0038 |
0.5% |
0.7971 |
| Range |
0.0042 |
0.0043 |
0.0001 |
2.4% |
0.0067 |
| ATR |
0.0049 |
0.0048 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
100 |
75 |
-25 |
-25.0% |
361 |
|
| Daily Pivots for day following 08-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8076 |
0.8060 |
0.7983 |
|
| R3 |
0.8033 |
0.8018 |
0.7971 |
|
| R2 |
0.7991 |
0.7991 |
0.7967 |
|
| R1 |
0.7975 |
0.7975 |
0.7963 |
0.7983 |
| PP |
0.7948 |
0.7948 |
0.7948 |
0.7952 |
| S1 |
0.7933 |
0.7933 |
0.7956 |
0.7941 |
| S2 |
0.7906 |
0.7906 |
0.7952 |
|
| S3 |
0.7863 |
0.7890 |
0.7948 |
|
| S4 |
0.7821 |
0.7848 |
0.7936 |
|
|
| 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 |
0.7917 |
0.0083 |
1.0% |
0.0044 |
0.6% |
52% |
False |
False |
96 |
| 10 |
0.8000 |
0.7909 |
0.0091 |
1.1% |
0.0042 |
0.5% |
56% |
False |
False |
71 |
| 20 |
0.8087 |
0.7909 |
0.0178 |
2.2% |
0.0048 |
0.6% |
28% |
False |
False |
73 |
| 40 |
0.8087 |
0.7837 |
0.0250 |
3.1% |
0.0049 |
0.6% |
49% |
False |
False |
65 |
| 60 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0048 |
0.6% |
60% |
False |
False |
56 |
| 80 |
0.8087 |
0.7729 |
0.0358 |
4.5% |
0.0045 |
0.6% |
64% |
False |
False |
46 |
| 100 |
0.8087 |
0.7600 |
0.0487 |
6.1% |
0.0042 |
0.5% |
74% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8145 |
|
2.618 |
0.8075 |
|
1.618 |
0.8033 |
|
1.000 |
0.8007 |
|
0.618 |
0.7990 |
|
HIGH |
0.7964 |
|
0.618 |
0.7948 |
|
0.500 |
0.7943 |
|
0.382 |
0.7938 |
|
LOW |
0.7922 |
|
0.618 |
0.7895 |
|
1.000 |
0.7879 |
|
1.618 |
0.7853 |
|
2.618 |
0.7810 |
|
4.250 |
0.7741 |
|
|
| Fisher Pivots for day following 08-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7954 |
0.7958 |
| PP |
0.7948 |
0.7956 |
| S1 |
0.7943 |
0.7954 |
|