CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 30-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2021 |
30-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
0.8127 |
0.8144 |
0.0017 |
0.2% |
0.8025 |
High |
0.8147 |
0.8153 |
0.0006 |
0.1% |
0.8153 |
Low |
0.8118 |
0.8118 |
0.0000 |
0.0% |
0.8009 |
Close |
0.8145 |
0.8145 |
0.0001 |
0.0% |
0.8145 |
Range |
0.0030 |
0.0036 |
0.0006 |
20.3% |
0.0145 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
226 |
447 |
221 |
97.8% |
1,270 |
|
Daily Pivots for day following 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8245 |
0.8231 |
0.8165 |
|
R3 |
0.8210 |
0.8195 |
0.8155 |
|
R2 |
0.8174 |
0.8174 |
0.8152 |
|
R1 |
0.8160 |
0.8160 |
0.8148 |
0.8167 |
PP |
0.8139 |
0.8139 |
0.8139 |
0.8142 |
S1 |
0.8124 |
0.8124 |
0.8142 |
0.8131 |
S2 |
0.8103 |
0.8103 |
0.8138 |
|
S3 |
0.8068 |
0.8089 |
0.8135 |
|
S4 |
0.8032 |
0.8053 |
0.8125 |
|
|
Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8536 |
0.8485 |
0.8224 |
|
R3 |
0.8391 |
0.8340 |
0.8185 |
|
R2 |
0.8247 |
0.8247 |
0.8171 |
|
R1 |
0.8196 |
0.8196 |
0.8158 |
0.8221 |
PP |
0.8102 |
0.8102 |
0.8102 |
0.8115 |
S1 |
0.8051 |
0.8051 |
0.8132 |
0.8077 |
S2 |
0.7958 |
0.7958 |
0.8119 |
|
S3 |
0.7813 |
0.7907 |
0.8105 |
|
S4 |
0.7669 |
0.7762 |
0.8066 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8153 |
0.8009 |
0.0145 |
1.8% |
0.0044 |
0.5% |
94% |
True |
False |
254 |
10 |
0.8153 |
0.7905 |
0.0249 |
3.1% |
0.0055 |
0.7% |
97% |
True |
False |
245 |
20 |
0.8153 |
0.7905 |
0.0249 |
3.1% |
0.0050 |
0.6% |
97% |
True |
False |
153 |
40 |
0.8153 |
0.7853 |
0.0300 |
3.7% |
0.0049 |
0.6% |
97% |
True |
False |
115 |
60 |
0.8153 |
0.7789 |
0.0364 |
4.5% |
0.0048 |
0.6% |
98% |
True |
False |
92 |
80 |
0.8153 |
0.7767 |
0.0387 |
4.7% |
0.0048 |
0.6% |
98% |
True |
False |
78 |
100 |
0.8153 |
0.7729 |
0.0424 |
5.2% |
0.0045 |
0.6% |
98% |
True |
False |
66 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8304 |
2.618 |
0.8246 |
1.618 |
0.8210 |
1.000 |
0.8189 |
0.618 |
0.8175 |
HIGH |
0.8153 |
0.618 |
0.8139 |
0.500 |
0.8135 |
0.382 |
0.8131 |
LOW |
0.8118 |
0.618 |
0.8096 |
1.000 |
0.8082 |
1.618 |
0.8060 |
2.618 |
0.8025 |
4.250 |
0.7967 |
|
|
Fisher Pivots for day following 30-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8142 |
0.8131 |
PP |
0.8139 |
0.8118 |
S1 |
0.8135 |
0.8104 |
|