CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 03-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2021 |
03-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8144 |
0.8143 |
-0.0001 |
0.0% |
0.8025 |
| High |
0.8153 |
0.8153 |
0.0000 |
0.0% |
0.8153 |
| Low |
0.8118 |
0.8120 |
0.0002 |
0.0% |
0.8009 |
| Close |
0.8145 |
0.8149 |
0.0004 |
0.0% |
0.8145 |
| Range |
0.0036 |
0.0034 |
-0.0002 |
-5.6% |
0.0145 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
447 |
156 |
-291 |
-65.1% |
1,270 |
|
| Daily Pivots for day following 03-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8241 |
0.8228 |
0.8167 |
|
| R3 |
0.8207 |
0.8195 |
0.8158 |
|
| R2 |
0.8174 |
0.8174 |
0.8155 |
|
| R1 |
0.8161 |
0.8161 |
0.8152 |
0.8168 |
| PP |
0.8140 |
0.8140 |
0.8140 |
0.8144 |
| S1 |
0.8128 |
0.8128 |
0.8145 |
0.8134 |
| S2 |
0.8107 |
0.8107 |
0.8142 |
|
| S3 |
0.8073 |
0.8094 |
0.8139 |
|
| S4 |
0.8040 |
0.8061 |
0.8130 |
|
|
| 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 |
0.8055 |
0.0098 |
1.2% |
0.0037 |
0.5% |
95% |
True |
False |
211 |
| 10 |
0.8153 |
0.7905 |
0.0249 |
3.0% |
0.0053 |
0.7% |
98% |
True |
False |
231 |
| 20 |
0.8153 |
0.7905 |
0.0249 |
3.0% |
0.0049 |
0.6% |
98% |
True |
False |
157 |
| 40 |
0.8153 |
0.7875 |
0.0278 |
3.4% |
0.0049 |
0.6% |
98% |
True |
False |
118 |
| 60 |
0.8153 |
0.7811 |
0.0342 |
4.2% |
0.0048 |
0.6% |
99% |
True |
False |
94 |
| 80 |
0.8153 |
0.7767 |
0.0387 |
4.7% |
0.0048 |
0.6% |
99% |
True |
False |
80 |
| 100 |
0.8153 |
0.7729 |
0.0424 |
5.2% |
0.0046 |
0.6% |
99% |
True |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8295 |
|
2.618 |
0.8241 |
|
1.618 |
0.8207 |
|
1.000 |
0.8187 |
|
0.618 |
0.8174 |
|
HIGH |
0.8153 |
|
0.618 |
0.8140 |
|
0.500 |
0.8136 |
|
0.382 |
0.8132 |
|
LOW |
0.8120 |
|
0.618 |
0.8099 |
|
1.000 |
0.8086 |
|
1.618 |
0.8065 |
|
2.618 |
0.8032 |
|
4.250 |
0.7977 |
|
|
| Fisher Pivots for day following 03-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8144 |
0.8144 |
| PP |
0.8140 |
0.8140 |
| S1 |
0.8136 |
0.8135 |
|