CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 26-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2021 |
26-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8010 |
0.8025 |
0.0016 |
0.2% |
0.7986 |
| High |
0.8026 |
0.8076 |
0.0050 |
0.6% |
0.8027 |
| Low |
0.7996 |
0.8009 |
0.0013 |
0.2% |
0.7905 |
| Close |
0.8018 |
0.8067 |
0.0049 |
0.6% |
0.8018 |
| Range |
0.0030 |
0.0068 |
0.0038 |
125.0% |
0.0122 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
2.0% |
0.0000 |
| Volume |
65 |
367 |
302 |
464.6% |
1,180 |
|
| Daily Pivots for day following 26-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8253 |
0.8227 |
0.8104 |
|
| R3 |
0.8185 |
0.8160 |
0.8085 |
|
| R2 |
0.8118 |
0.8118 |
0.8079 |
|
| R1 |
0.8092 |
0.8092 |
0.8073 |
0.8105 |
| PP |
0.8050 |
0.8050 |
0.8050 |
0.8057 |
| S1 |
0.8025 |
0.8025 |
0.8060 |
0.8038 |
| S2 |
0.7983 |
0.7983 |
0.8054 |
|
| S3 |
0.7915 |
0.7957 |
0.8048 |
|
| S4 |
0.7848 |
0.7890 |
0.8029 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8349 |
0.8306 |
0.8085 |
|
| R3 |
0.8227 |
0.8184 |
0.8052 |
|
| R2 |
0.8105 |
0.8105 |
0.8040 |
|
| R1 |
0.8062 |
0.8062 |
0.8029 |
0.8083 |
| PP |
0.7983 |
0.7983 |
0.7983 |
0.7994 |
| S1 |
0.7940 |
0.7940 |
0.8007 |
0.7961 |
| S2 |
0.7861 |
0.7861 |
0.7996 |
|
| S3 |
0.7739 |
0.7818 |
0.7984 |
|
| S4 |
0.7617 |
0.7696 |
0.7951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8076 |
0.7905 |
0.0172 |
2.1% |
0.0070 |
0.9% |
94% |
True |
False |
250 |
| 10 |
0.8076 |
0.7905 |
0.0172 |
2.1% |
0.0059 |
0.7% |
94% |
True |
False |
184 |
| 20 |
0.8076 |
0.7905 |
0.0172 |
2.1% |
0.0051 |
0.6% |
94% |
True |
False |
126 |
| 40 |
0.8087 |
0.7853 |
0.0234 |
2.9% |
0.0051 |
0.6% |
91% |
False |
False |
102 |
| 60 |
0.8087 |
0.7771 |
0.0316 |
3.9% |
0.0049 |
0.6% |
94% |
False |
False |
79 |
| 80 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0049 |
0.6% |
94% |
False |
False |
68 |
| 100 |
0.8087 |
0.7704 |
0.0383 |
4.7% |
0.0045 |
0.6% |
95% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8363 |
|
2.618 |
0.8253 |
|
1.618 |
0.8185 |
|
1.000 |
0.8144 |
|
0.618 |
0.8118 |
|
HIGH |
0.8076 |
|
0.618 |
0.8050 |
|
0.500 |
0.8042 |
|
0.382 |
0.8034 |
|
LOW |
0.8009 |
|
0.618 |
0.7967 |
|
1.000 |
0.7941 |
|
1.618 |
0.7899 |
|
2.618 |
0.7832 |
|
4.250 |
0.7722 |
|
|
| Fisher Pivots for day following 26-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8058 |
0.8054 |
| PP |
0.8050 |
0.8041 |
| S1 |
0.8042 |
0.8028 |
|