CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 09-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2021 |
09-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7942 |
0.7961 |
0.0019 |
0.2% |
0.7950 |
| High |
0.7964 |
0.7985 |
0.0021 |
0.3% |
0.8000 |
| Low |
0.7922 |
0.7932 |
0.0010 |
0.1% |
0.7917 |
| Close |
0.7960 |
0.7985 |
0.0025 |
0.3% |
0.7985 |
| Range |
0.0043 |
0.0053 |
0.0011 |
24.7% |
0.0083 |
| ATR |
0.0048 |
0.0049 |
0.0000 |
0.7% |
0.0000 |
| Volume |
75 |
42 |
-33 |
-44.0% |
310 |
|
| Daily Pivots for day following 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8126 |
0.8108 |
0.8014 |
|
| R3 |
0.8073 |
0.8055 |
0.7999 |
|
| R2 |
0.8020 |
0.8020 |
0.7994 |
|
| R1 |
0.8002 |
0.8002 |
0.7989 |
0.8011 |
| PP |
0.7967 |
0.7967 |
0.7967 |
0.7971 |
| S1 |
0.7949 |
0.7949 |
0.7980 |
0.7958 |
| S2 |
0.7914 |
0.7914 |
0.7975 |
|
| S3 |
0.7861 |
0.7896 |
0.7970 |
|
| S4 |
0.7808 |
0.7843 |
0.7955 |
|
|
| Weekly Pivots for week ending 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8215 |
0.8182 |
0.8030 |
|
| R3 |
0.8132 |
0.8100 |
0.8007 |
|
| R2 |
0.8050 |
0.8050 |
0.8000 |
|
| R1 |
0.8017 |
0.8017 |
0.7992 |
0.8033 |
| PP |
0.7967 |
0.7967 |
0.7967 |
0.7975 |
| S1 |
0.7935 |
0.7935 |
0.7977 |
0.7951 |
| S2 |
0.7885 |
0.7885 |
0.7969 |
|
| S3 |
0.7802 |
0.7852 |
0.7962 |
|
| S4 |
0.7720 |
0.7770 |
0.7939 |
|
|
| 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% |
0.0047 |
0.6% |
82% |
False |
False |
62 |
| 10 |
0.8000 |
0.7909 |
0.0091 |
1.1% |
0.0042 |
0.5% |
83% |
False |
False |
69 |
| 20 |
0.8087 |
0.7909 |
0.0178 |
2.2% |
0.0048 |
0.6% |
43% |
False |
False |
74 |
| 40 |
0.8087 |
0.7837 |
0.0250 |
3.1% |
0.0049 |
0.6% |
59% |
False |
False |
65 |
| 60 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0048 |
0.6% |
68% |
False |
False |
56 |
| 80 |
0.8087 |
0.7729 |
0.0358 |
4.5% |
0.0045 |
0.6% |
71% |
False |
False |
46 |
| 100 |
0.8087 |
0.7600 |
0.0487 |
6.1% |
0.0042 |
0.5% |
79% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8210 |
|
2.618 |
0.8123 |
|
1.618 |
0.8070 |
|
1.000 |
0.8038 |
|
0.618 |
0.8017 |
|
HIGH |
0.7985 |
|
0.618 |
0.7964 |
|
0.500 |
0.7958 |
|
0.382 |
0.7952 |
|
LOW |
0.7932 |
|
0.618 |
0.7899 |
|
1.000 |
0.7879 |
|
1.618 |
0.7846 |
|
2.618 |
0.7793 |
|
4.250 |
0.7706 |
|
|
| Fisher Pivots for day following 09-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7976 |
0.7973 |
| PP |
0.7967 |
0.7962 |
| S1 |
0.7958 |
0.7951 |
|