CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 03-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2021 |
03-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8142 |
0.8141 |
-0.0002 |
0.0% |
0.8014 |
| High |
0.8153 |
0.8153 |
0.0000 |
0.0% |
0.8153 |
| Low |
0.8116 |
0.8119 |
0.0003 |
0.0% |
0.8007 |
| Close |
0.8144 |
0.8148 |
0.0004 |
0.0% |
0.8144 |
| Range |
0.0038 |
0.0035 |
-0.0003 |
-8.0% |
0.0146 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
101,889 |
65,336 |
-36,553 |
-35.9% |
400,467 |
|
| Daily Pivots for day following 03-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8243 |
0.8230 |
0.8166 |
|
| R3 |
0.8209 |
0.8195 |
0.8157 |
|
| R2 |
0.8174 |
0.8174 |
0.8154 |
|
| R1 |
0.8161 |
0.8161 |
0.8151 |
0.8168 |
| PP |
0.8140 |
0.8140 |
0.8140 |
0.8143 |
| S1 |
0.8126 |
0.8126 |
0.8144 |
0.8133 |
| S2 |
0.8105 |
0.8105 |
0.8141 |
|
| S3 |
0.8071 |
0.8092 |
0.8138 |
|
| S4 |
0.8036 |
0.8057 |
0.8129 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8539 |
0.8488 |
0.8224 |
|
| R3 |
0.8393 |
0.8342 |
0.8184 |
|
| R2 |
0.8247 |
0.8247 |
0.8171 |
|
| R1 |
0.8196 |
0.8196 |
0.8157 |
0.8222 |
| PP |
0.8101 |
0.8101 |
0.8101 |
0.8114 |
| S1 |
0.8050 |
0.8050 |
0.8131 |
0.8076 |
| S2 |
0.7955 |
0.7955 |
0.8117 |
|
| S3 |
0.7809 |
0.7904 |
0.8104 |
|
| S4 |
0.7663 |
0.7758 |
0.8064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8153 |
0.8053 |
0.0100 |
1.2% |
0.0039 |
0.5% |
95% |
True |
False |
78,328 |
| 10 |
0.8153 |
0.7904 |
0.0250 |
3.1% |
0.0055 |
0.7% |
98% |
True |
False |
81,134 |
| 20 |
0.8153 |
0.7904 |
0.0250 |
3.1% |
0.0051 |
0.6% |
98% |
True |
False |
72,106 |
| 40 |
0.8153 |
0.7875 |
0.0278 |
3.4% |
0.0052 |
0.6% |
98% |
True |
False |
69,370 |
| 60 |
0.8153 |
0.7795 |
0.0359 |
4.4% |
0.0052 |
0.6% |
98% |
True |
False |
46,785 |
| 80 |
0.8153 |
0.7766 |
0.0388 |
4.8% |
0.0053 |
0.7% |
99% |
True |
False |
35,144 |
| 100 |
0.8153 |
0.7723 |
0.0430 |
5.3% |
0.0053 |
0.6% |
99% |
True |
False |
28,138 |
| 120 |
0.8153 |
0.7599 |
0.0555 |
6.8% |
0.0050 |
0.6% |
99% |
True |
False |
23,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8300 |
|
2.618 |
0.8243 |
|
1.618 |
0.8209 |
|
1.000 |
0.8188 |
|
0.618 |
0.8174 |
|
HIGH |
0.8153 |
|
0.618 |
0.8140 |
|
0.500 |
0.8136 |
|
0.382 |
0.8132 |
|
LOW |
0.8119 |
|
0.618 |
0.8097 |
|
1.000 |
0.8084 |
|
1.618 |
0.8063 |
|
2.618 |
0.8028 |
|
4.250 |
0.7972 |
|
|
| Fisher Pivots for day following 03-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8144 |
0.8143 |
| PP |
0.8140 |
0.8139 |
| S1 |
0.8136 |
0.8134 |
|