CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 06-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2021 |
06-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.8125 |
0.8154 |
0.0029 |
0.4% |
0.8025 |
High |
0.8163 |
0.8237 |
0.0074 |
0.9% |
0.8153 |
Low |
0.8125 |
0.8139 |
0.0014 |
0.2% |
0.8009 |
Close |
0.8144 |
0.8209 |
0.0065 |
0.8% |
0.8145 |
Range |
0.0038 |
0.0098 |
0.0060 |
157.9% |
0.0145 |
ATR |
0.0048 |
0.0052 |
0.0004 |
7.4% |
0.0000 |
Volume |
190 |
657 |
467 |
245.8% |
1,270 |
|
Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8489 |
0.8447 |
0.8263 |
|
R3 |
0.8391 |
0.8349 |
0.8236 |
|
R2 |
0.8293 |
0.8293 |
0.8227 |
|
R1 |
0.8251 |
0.8251 |
0.8218 |
0.8272 |
PP |
0.8195 |
0.8195 |
0.8195 |
0.8206 |
S1 |
0.8153 |
0.8153 |
0.8200 |
0.8174 |
S2 |
0.8097 |
0.8097 |
0.8191 |
|
S3 |
0.7999 |
0.8055 |
0.8182 |
|
S4 |
0.7901 |
0.7957 |
0.8155 |
|
|
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 |
0.8237 |
0.8097 |
0.0140 |
1.7% |
0.0051 |
0.6% |
80% |
True |
False |
480 |
10 |
0.8237 |
0.7996 |
0.0241 |
2.9% |
0.0047 |
0.6% |
88% |
True |
False |
329 |
20 |
0.8237 |
0.7905 |
0.0333 |
4.1% |
0.0052 |
0.6% |
92% |
True |
False |
238 |
40 |
0.8237 |
0.7905 |
0.0333 |
4.1% |
0.0050 |
0.6% |
92% |
True |
False |
155 |
60 |
0.8237 |
0.7837 |
0.0400 |
4.9% |
0.0050 |
0.6% |
93% |
True |
False |
123 |
80 |
0.8237 |
0.7767 |
0.0471 |
5.7% |
0.0049 |
0.6% |
94% |
True |
False |
102 |
100 |
0.8237 |
0.7729 |
0.0508 |
6.2% |
0.0046 |
0.6% |
94% |
True |
False |
84 |
120 |
0.8237 |
0.7600 |
0.0637 |
7.8% |
0.0044 |
0.5% |
96% |
True |
False |
74 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8654 |
2.618 |
0.8494 |
1.618 |
0.8396 |
1.000 |
0.8335 |
0.618 |
0.8298 |
HIGH |
0.8237 |
0.618 |
0.8200 |
0.500 |
0.8188 |
0.382 |
0.8176 |
LOW |
0.8139 |
0.618 |
0.8078 |
1.000 |
0.8041 |
1.618 |
0.7980 |
2.618 |
0.7882 |
4.250 |
0.7723 |
|
|
Fisher Pivots for day following 06-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8202 |
0.8195 |
PP |
0.8195 |
0.8181 |
S1 |
0.8188 |
0.8167 |
|