CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 04-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2021 |
04-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.8143 |
0.8146 |
0.0003 |
0.0% |
0.8025 |
High |
0.8153 |
0.8146 |
-0.0007 |
-0.1% |
0.8153 |
Low |
0.8120 |
0.8097 |
-0.0023 |
-0.3% |
0.8009 |
Close |
0.8149 |
0.8127 |
-0.0022 |
-0.3% |
0.8145 |
Range |
0.0034 |
0.0049 |
0.0016 |
46.3% |
0.0145 |
ATR |
0.0049 |
0.0049 |
0.0000 |
0.4% |
0.0000 |
Volume |
156 |
954 |
798 |
511.5% |
1,270 |
|
Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8270 |
0.8247 |
0.8153 |
|
R3 |
0.8221 |
0.8198 |
0.8140 |
|
R2 |
0.8172 |
0.8172 |
0.8135 |
|
R1 |
0.8149 |
0.8149 |
0.8131 |
0.8136 |
PP |
0.8123 |
0.8123 |
0.8123 |
0.8117 |
S1 |
0.8100 |
0.8100 |
0.8122 |
0.8087 |
S2 |
0.8074 |
0.8074 |
0.8118 |
|
S3 |
0.8025 |
0.8051 |
0.8113 |
|
S4 |
0.7976 |
0.8002 |
0.8100 |
|
|
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% |
0.0043 |
0.5% |
73% |
False |
False |
393 |
10 |
0.8153 |
0.7905 |
0.0249 |
3.1% |
0.0049 |
0.6% |
89% |
False |
False |
282 |
20 |
0.8153 |
0.7905 |
0.0249 |
3.1% |
0.0050 |
0.6% |
89% |
False |
False |
204 |
40 |
0.8153 |
0.7886 |
0.0267 |
3.3% |
0.0049 |
0.6% |
90% |
False |
False |
140 |
60 |
0.8153 |
0.7826 |
0.0328 |
4.0% |
0.0049 |
0.6% |
92% |
False |
False |
109 |
80 |
0.8153 |
0.7767 |
0.0387 |
4.8% |
0.0048 |
0.6% |
93% |
False |
False |
92 |
100 |
0.8153 |
0.7729 |
0.0424 |
5.2% |
0.0046 |
0.6% |
94% |
False |
False |
77 |
120 |
0.8153 |
0.7600 |
0.0553 |
6.8% |
0.0043 |
0.5% |
95% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8354 |
2.618 |
0.8274 |
1.618 |
0.8225 |
1.000 |
0.8195 |
0.618 |
0.8176 |
HIGH |
0.8146 |
0.618 |
0.8127 |
0.500 |
0.8122 |
0.382 |
0.8116 |
LOW |
0.8097 |
0.618 |
0.8067 |
1.000 |
0.8048 |
1.618 |
0.8018 |
2.618 |
0.7969 |
4.250 |
0.7889 |
|
|
Fisher Pivots for day following 04-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8125 |
0.8126 |
PP |
0.8123 |
0.8126 |
S1 |
0.8122 |
0.8125 |
|