CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 13-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2021 |
13-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7970 |
0.7961 |
-0.0010 |
-0.1% |
0.7950 |
| High |
0.7980 |
0.7985 |
0.0005 |
0.1% |
0.8000 |
| Low |
0.7956 |
0.7923 |
-0.0033 |
-0.4% |
0.7917 |
| Close |
0.7962 |
0.7980 |
0.0018 |
0.2% |
0.7985 |
| Range |
0.0025 |
0.0062 |
0.0038 |
153.1% |
0.0083 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.2% |
0.0000 |
| Volume |
17 |
98 |
81 |
476.5% |
310 |
|
| Daily Pivots for day following 13-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8148 |
0.8126 |
0.8014 |
|
| R3 |
0.8086 |
0.8064 |
0.7997 |
|
| R2 |
0.8024 |
0.8024 |
0.7991 |
|
| R1 |
0.8002 |
0.8002 |
0.7986 |
0.8013 |
| PP |
0.7962 |
0.7962 |
0.7962 |
0.7968 |
| S1 |
0.7940 |
0.7940 |
0.7974 |
0.7951 |
| S2 |
0.7900 |
0.7900 |
0.7969 |
|
| S3 |
0.7838 |
0.7878 |
0.7963 |
|
| S4 |
0.7776 |
0.7816 |
0.7946 |
|
|
| 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 |
0.7985 |
0.7917 |
0.0068 |
0.8% |
0.0045 |
0.6% |
93% |
True |
False |
66 |
| 10 |
0.8000 |
0.7909 |
0.0091 |
1.1% |
0.0045 |
0.6% |
78% |
False |
False |
75 |
| 20 |
0.8087 |
0.7909 |
0.0178 |
2.2% |
0.0047 |
0.6% |
40% |
False |
False |
69 |
| 40 |
0.8087 |
0.7843 |
0.0244 |
3.1% |
0.0050 |
0.6% |
56% |
False |
False |
67 |
| 60 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0048 |
0.6% |
67% |
False |
False |
57 |
| 80 |
0.8087 |
0.7729 |
0.0358 |
4.5% |
0.0045 |
0.6% |
70% |
False |
False |
47 |
| 100 |
0.8087 |
0.7631 |
0.0456 |
5.7% |
0.0043 |
0.5% |
77% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8248 |
|
2.618 |
0.8147 |
|
1.618 |
0.8085 |
|
1.000 |
0.8047 |
|
0.618 |
0.8023 |
|
HIGH |
0.7985 |
|
0.618 |
0.7961 |
|
0.500 |
0.7954 |
|
0.382 |
0.7946 |
|
LOW |
0.7923 |
|
0.618 |
0.7884 |
|
1.000 |
0.7861 |
|
1.618 |
0.7822 |
|
2.618 |
0.7760 |
|
4.250 |
0.7659 |
|
|
| Fisher Pivots for day following 13-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7971 |
0.7971 |
| PP |
0.7962 |
0.7962 |
| S1 |
0.7954 |
0.7954 |
|