CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 05-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2021 |
05-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8146 |
0.8128 |
-0.0018 |
-0.2% |
0.8014 |
| High |
0.8147 |
0.8163 |
0.0017 |
0.2% |
0.8153 |
| Low |
0.8096 |
0.8125 |
0.0030 |
0.4% |
0.8007 |
| Close |
0.8126 |
0.8144 |
0.0018 |
0.2% |
0.8144 |
| Range |
0.0051 |
0.0038 |
-0.0013 |
-25.5% |
0.0146 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
86,854 |
54,979 |
-31,875 |
-36.7% |
400,467 |
|
| Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8258 |
0.8239 |
0.8164 |
|
| R3 |
0.8220 |
0.8201 |
0.8154 |
|
| R2 |
0.8182 |
0.8182 |
0.8150 |
|
| R1 |
0.8163 |
0.8163 |
0.8147 |
0.8172 |
| PP |
0.8144 |
0.8144 |
0.8144 |
0.8149 |
| S1 |
0.8125 |
0.8125 |
0.8140 |
0.8134 |
| S2 |
0.8106 |
0.8106 |
0.8137 |
|
| S3 |
0.8068 |
0.8087 |
0.8133 |
|
| S4 |
0.8030 |
0.8049 |
0.8123 |
|
|
| 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 |
0.8163 |
0.8096 |
0.0068 |
0.8% |
0.0038 |
0.5% |
71% |
True |
False |
78,300 |
| 10 |
0.8163 |
0.7978 |
0.0185 |
2.3% |
0.0042 |
0.5% |
89% |
True |
False |
74,362 |
| 20 |
0.8163 |
0.7904 |
0.0260 |
3.2% |
0.0052 |
0.6% |
92% |
True |
False |
73,042 |
| 40 |
0.8163 |
0.7886 |
0.0278 |
3.4% |
0.0051 |
0.6% |
93% |
True |
False |
71,528 |
| 60 |
0.8163 |
0.7835 |
0.0328 |
4.0% |
0.0053 |
0.6% |
94% |
True |
False |
49,140 |
| 80 |
0.8163 |
0.7766 |
0.0398 |
4.9% |
0.0053 |
0.7% |
95% |
True |
False |
36,913 |
| 100 |
0.8163 |
0.7723 |
0.0440 |
5.4% |
0.0053 |
0.6% |
96% |
True |
False |
29,550 |
| 120 |
0.8163 |
0.7599 |
0.0565 |
6.9% |
0.0050 |
0.6% |
97% |
True |
False |
24,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8325 |
|
2.618 |
0.8262 |
|
1.618 |
0.8224 |
|
1.000 |
0.8201 |
|
0.618 |
0.8186 |
|
HIGH |
0.8163 |
|
0.618 |
0.8148 |
|
0.500 |
0.8144 |
|
0.382 |
0.8140 |
|
LOW |
0.8125 |
|
0.618 |
0.8102 |
|
1.000 |
0.8087 |
|
1.618 |
0.8064 |
|
2.618 |
0.8026 |
|
4.250 |
0.7964 |
|
|
| Fisher Pivots for day following 05-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8144 |
0.8139 |
| PP |
0.8144 |
0.8134 |
| S1 |
0.8144 |
0.8129 |
|