CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 28-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2021 |
28-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
0.8069 |
0.8063 |
-0.0006 |
-0.1% |
0.7986 |
High |
0.8073 |
0.8124 |
0.0051 |
0.6% |
0.8027 |
Low |
0.8055 |
0.8055 |
0.0000 |
0.0% |
0.7905 |
Close |
0.8062 |
0.8121 |
0.0059 |
0.7% |
0.8018 |
Range |
0.0018 |
0.0069 |
0.0051 |
283.3% |
0.0122 |
ATR |
0.0051 |
0.0053 |
0.0001 |
2.5% |
0.0000 |
Volume |
46 |
184 |
138 |
300.0% |
1,180 |
|
Daily Pivots for day following 28-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8307 |
0.8283 |
0.8159 |
|
R3 |
0.8238 |
0.8214 |
0.8140 |
|
R2 |
0.8169 |
0.8169 |
0.8134 |
|
R1 |
0.8145 |
0.8145 |
0.8127 |
0.8157 |
PP |
0.8100 |
0.8100 |
0.8100 |
0.8106 |
S1 |
0.8076 |
0.8076 |
0.8115 |
0.8088 |
S2 |
0.8031 |
0.8031 |
0.8108 |
|
S3 |
0.7962 |
0.8007 |
0.8102 |
|
S4 |
0.7893 |
0.7938 |
0.8083 |
|
|
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 |
0.8124 |
0.7980 |
0.0144 |
1.8% |
0.0044 |
0.5% |
98% |
True |
False |
161 |
10 |
0.8124 |
0.7905 |
0.0220 |
2.7% |
0.0057 |
0.7% |
99% |
True |
False |
190 |
20 |
0.8124 |
0.7905 |
0.0220 |
2.7% |
0.0052 |
0.6% |
99% |
True |
False |
135 |
40 |
0.8124 |
0.7853 |
0.0271 |
3.3% |
0.0050 |
0.6% |
99% |
True |
False |
104 |
60 |
0.8124 |
0.7775 |
0.0349 |
4.3% |
0.0048 |
0.6% |
99% |
True |
False |
82 |
80 |
0.8124 |
0.7767 |
0.0358 |
4.4% |
0.0049 |
0.6% |
99% |
True |
False |
70 |
100 |
0.8124 |
0.7729 |
0.0395 |
4.9% |
0.0046 |
0.6% |
99% |
True |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8417 |
2.618 |
0.8305 |
1.618 |
0.8236 |
1.000 |
0.8193 |
0.618 |
0.8167 |
HIGH |
0.8124 |
0.618 |
0.8098 |
0.500 |
0.8090 |
0.382 |
0.8081 |
LOW |
0.8055 |
0.618 |
0.8012 |
1.000 |
0.7986 |
1.618 |
0.7943 |
2.618 |
0.7874 |
4.250 |
0.7762 |
|
|
Fisher Pivots for day following 28-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8111 |
0.8103 |
PP |
0.8100 |
0.8085 |
S1 |
0.8090 |
0.8066 |
|