CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 05-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2021 |
05-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8146 |
0.8125 |
-0.0021 |
-0.3% |
0.8025 |
| High |
0.8146 |
0.8163 |
0.0017 |
0.2% |
0.8153 |
| Low |
0.8097 |
0.8125 |
0.0028 |
0.3% |
0.8009 |
| Close |
0.8127 |
0.8144 |
0.0018 |
0.2% |
0.8145 |
| Range |
0.0049 |
0.0038 |
-0.0011 |
-22.4% |
0.0145 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
954 |
190 |
-764 |
-80.1% |
1,270 |
|
| Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8258 |
0.8239 |
0.8165 |
|
| R3 |
0.8220 |
0.8201 |
0.8154 |
|
| R2 |
0.8182 |
0.8182 |
0.8151 |
|
| R1 |
0.8163 |
0.8163 |
0.8147 |
0.8173 |
| PP |
0.8144 |
0.8144 |
0.8144 |
0.8149 |
| S1 |
0.8125 |
0.8125 |
0.8141 |
0.8135 |
| S2 |
0.8106 |
0.8106 |
0.8137 |
|
| S3 |
0.8068 |
0.8087 |
0.8134 |
|
| S4 |
0.8030 |
0.8049 |
0.8123 |
|
|
| 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 |
0.8163 |
0.8097 |
0.0066 |
0.8% |
0.0037 |
0.5% |
71% |
True |
False |
394 |
| 10 |
0.8163 |
0.7980 |
0.0183 |
2.2% |
0.0041 |
0.5% |
90% |
True |
False |
278 |
| 20 |
0.8163 |
0.7905 |
0.0259 |
3.2% |
0.0049 |
0.6% |
93% |
True |
False |
209 |
| 40 |
0.8163 |
0.7886 |
0.0277 |
3.4% |
0.0049 |
0.6% |
93% |
True |
False |
141 |
| 60 |
0.8163 |
0.7836 |
0.0327 |
4.0% |
0.0049 |
0.6% |
94% |
True |
False |
112 |
| 80 |
0.8163 |
0.7767 |
0.0397 |
4.9% |
0.0048 |
0.6% |
95% |
True |
False |
94 |
| 100 |
0.8163 |
0.7729 |
0.0434 |
5.3% |
0.0046 |
0.6% |
96% |
True |
False |
78 |
| 120 |
0.8163 |
0.7600 |
0.0563 |
6.9% |
0.0043 |
0.5% |
97% |
True |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8325 |
|
2.618 |
0.8262 |
|
1.618 |
0.8224 |
|
1.000 |
0.8201 |
|
0.618 |
0.8186 |
|
HIGH |
0.8163 |
|
0.618 |
0.8148 |
|
0.500 |
0.8144 |
|
0.382 |
0.8140 |
|
LOW |
0.8125 |
|
0.618 |
0.8102 |
|
1.000 |
0.8087 |
|
1.618 |
0.8064 |
|
2.618 |
0.8026 |
|
4.250 |
0.7964 |
|
|
| Fisher Pivots for day following 05-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8144 |
0.8139 |
| PP |
0.8144 |
0.8135 |
| S1 |
0.8144 |
0.8130 |
|