CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 15-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2021 |
15-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7978 |
0.7992 |
0.0014 |
0.2% |
0.7950 |
| High |
0.8002 |
0.8016 |
0.0015 |
0.2% |
0.8000 |
| Low |
0.7954 |
0.7965 |
0.0011 |
0.1% |
0.7917 |
| Close |
0.7986 |
0.7978 |
-0.0009 |
-0.1% |
0.7985 |
| Range |
0.0048 |
0.0051 |
0.0004 |
7.4% |
0.0083 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.4% |
0.0000 |
| Volume |
70 |
33 |
-37 |
-52.9% |
310 |
|
| Daily Pivots for day following 15-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8139 |
0.8109 |
0.8006 |
|
| R3 |
0.8088 |
0.8058 |
0.7992 |
|
| R2 |
0.8037 |
0.8037 |
0.7987 |
|
| R1 |
0.8007 |
0.8007 |
0.7982 |
0.7997 |
| PP |
0.7986 |
0.7986 |
0.7986 |
0.7981 |
| S1 |
0.7956 |
0.7956 |
0.7973 |
0.7946 |
| S2 |
0.7935 |
0.7935 |
0.7968 |
|
| S3 |
0.7884 |
0.7905 |
0.7963 |
|
| S4 |
0.7833 |
0.7854 |
0.7949 |
|
|
| 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 |
0.8016 |
0.7923 |
0.0094 |
1.2% |
0.0048 |
0.6% |
59% |
True |
False |
52 |
| 10 |
0.8016 |
0.7917 |
0.0099 |
1.2% |
0.0046 |
0.6% |
61% |
True |
False |
74 |
| 20 |
0.8087 |
0.7909 |
0.0178 |
2.2% |
0.0047 |
0.6% |
39% |
False |
False |
69 |
| 40 |
0.8087 |
0.7843 |
0.0244 |
3.1% |
0.0050 |
0.6% |
55% |
False |
False |
69 |
| 60 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0048 |
0.6% |
66% |
False |
False |
58 |
| 80 |
0.8087 |
0.7729 |
0.0358 |
4.5% |
0.0046 |
0.6% |
70% |
False |
False |
48 |
| 100 |
0.8087 |
0.7631 |
0.0456 |
5.7% |
0.0043 |
0.5% |
76% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8233 |
|
2.618 |
0.8150 |
|
1.618 |
0.8099 |
|
1.000 |
0.8067 |
|
0.618 |
0.8048 |
|
HIGH |
0.8016 |
|
0.618 |
0.7997 |
|
0.500 |
0.7991 |
|
0.382 |
0.7984 |
|
LOW |
0.7965 |
|
0.618 |
0.7933 |
|
1.000 |
0.7914 |
|
1.618 |
0.7882 |
|
2.618 |
0.7831 |
|
4.250 |
0.7748 |
|
|
| Fisher Pivots for day following 15-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7991 |
0.7975 |
| PP |
0.7986 |
0.7972 |
| S1 |
0.7982 |
0.7969 |
|