CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 22-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2021 |
22-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
0.7931 |
0.8000 |
0.0069 |
0.9% |
0.7970 |
High |
0.8027 |
0.8018 |
-0.0009 |
-0.1% |
0.8016 |
Low |
0.7905 |
0.7980 |
0.0076 |
1.0% |
0.7923 |
Close |
0.8003 |
0.8004 |
0.0001 |
0.0% |
0.8002 |
Range |
0.0122 |
0.0038 |
-0.0085 |
-69.3% |
0.0094 |
ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
233 |
147 |
-86 |
-36.9% |
316 |
|
Daily Pivots for day following 22-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8113 |
0.8096 |
0.8025 |
|
R3 |
0.8076 |
0.8059 |
0.8014 |
|
R2 |
0.8038 |
0.8038 |
0.8011 |
|
R1 |
0.8021 |
0.8021 |
0.8007 |
0.8030 |
PP |
0.8001 |
0.8001 |
0.8001 |
0.8005 |
S1 |
0.7984 |
0.7984 |
0.8001 |
0.7992 |
S2 |
0.7963 |
0.7963 |
0.7997 |
|
S3 |
0.7926 |
0.7946 |
0.7994 |
|
S4 |
0.7888 |
0.7909 |
0.7983 |
|
|
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 |
0.8027 |
0.7905 |
0.0122 |
1.5% |
0.0067 |
0.8% |
82% |
False |
False |
242 |
10 |
0.8027 |
0.7905 |
0.0122 |
1.5% |
0.0057 |
0.7% |
82% |
False |
False |
147 |
20 |
0.8027 |
0.7905 |
0.0122 |
1.5% |
0.0050 |
0.6% |
82% |
False |
False |
109 |
40 |
0.8087 |
0.7843 |
0.0244 |
3.0% |
0.0053 |
0.7% |
66% |
False |
False |
96 |
60 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0050 |
0.6% |
74% |
False |
False |
73 |
80 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0048 |
0.6% |
74% |
False |
False |
63 |
100 |
0.8087 |
0.7686 |
0.0401 |
5.0% |
0.0045 |
0.6% |
79% |
False |
False |
54 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8177 |
2.618 |
0.8116 |
1.618 |
0.8078 |
1.000 |
0.8055 |
0.618 |
0.8041 |
HIGH |
0.8018 |
0.618 |
0.8003 |
0.500 |
0.7999 |
0.382 |
0.7994 |
LOW |
0.7980 |
0.618 |
0.7957 |
1.000 |
0.7943 |
1.618 |
0.7919 |
2.618 |
0.7882 |
4.250 |
0.7821 |
|
|
Fisher Pivots for day following 22-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8002 |
0.7991 |
PP |
0.8001 |
0.7978 |
S1 |
0.7999 |
0.7966 |
|