CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 20-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2021 |
20-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7986 |
0.7989 |
0.0004 |
0.0% |
0.7970 |
| High |
0.8020 |
0.8015 |
-0.0005 |
-0.1% |
0.8016 |
| Low |
0.7975 |
0.7924 |
-0.0051 |
-0.6% |
0.7923 |
| Close |
0.7983 |
0.7927 |
-0.0056 |
-0.7% |
0.8002 |
| Range |
0.0046 |
0.0092 |
0.0046 |
101.1% |
0.0094 |
| ATR |
0.0048 |
0.0051 |
0.0003 |
6.6% |
0.0000 |
| Volume |
294 |
441 |
147 |
50.0% |
316 |
|
| Daily Pivots for day following 20-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8230 |
0.8170 |
0.7977 |
|
| R3 |
0.8138 |
0.8078 |
0.7952 |
|
| R2 |
0.8047 |
0.8047 |
0.7943 |
|
| R1 |
0.7987 |
0.7987 |
0.7935 |
0.7971 |
| PP |
0.7955 |
0.7955 |
0.7955 |
0.7947 |
| S1 |
0.7895 |
0.7895 |
0.7918 |
0.7879 |
| S2 |
0.7864 |
0.7864 |
0.7910 |
|
| S3 |
0.7772 |
0.7804 |
0.7901 |
|
| S4 |
0.7681 |
0.7712 |
0.7876 |
|
|
| Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8261 |
0.8225 |
0.8053 |
|
| R3 |
0.8167 |
0.8131 |
0.8027 |
|
| R2 |
0.8074 |
0.8074 |
0.8019 |
|
| R1 |
0.8038 |
0.8038 |
0.8010 |
0.8056 |
| PP |
0.7980 |
0.7980 |
0.7980 |
0.7989 |
| S1 |
0.7944 |
0.7944 |
0.7993 |
0.7962 |
| S2 |
0.7887 |
0.7887 |
0.7984 |
|
| S3 |
0.7793 |
0.7851 |
0.7976 |
|
| S4 |
0.7700 |
0.7757 |
0.7950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8020 |
0.7924 |
0.0097 |
1.2% |
0.0055 |
0.7% |
3% |
False |
True |
187 |
| 10 |
0.8020 |
0.7917 |
0.0103 |
1.3% |
0.0050 |
0.6% |
9% |
False |
False |
126 |
| 20 |
0.8020 |
0.7909 |
0.0111 |
1.4% |
0.0046 |
0.6% |
16% |
False |
False |
101 |
| 40 |
0.8087 |
0.7843 |
0.0244 |
3.1% |
0.0051 |
0.6% |
34% |
False |
False |
88 |
| 60 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0049 |
0.6% |
50% |
False |
False |
69 |
| 80 |
0.8087 |
0.7756 |
0.0331 |
4.2% |
0.0047 |
0.6% |
52% |
False |
False |
58 |
| 100 |
0.8087 |
0.7655 |
0.0432 |
5.5% |
0.0044 |
0.6% |
63% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8404 |
|
2.618 |
0.8255 |
|
1.618 |
0.8163 |
|
1.000 |
0.8107 |
|
0.618 |
0.8072 |
|
HIGH |
0.8015 |
|
0.618 |
0.7980 |
|
0.500 |
0.7969 |
|
0.382 |
0.7958 |
|
LOW |
0.7924 |
|
0.618 |
0.7867 |
|
1.000 |
0.7832 |
|
1.618 |
0.7775 |
|
2.618 |
0.7684 |
|
4.250 |
0.7535 |
|
|
| Fisher Pivots for day following 20-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7969 |
0.7972 |
| PP |
0.7955 |
0.7957 |
| S1 |
0.7941 |
0.7942 |
|