CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 10-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2021 |
10-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8224 |
0.8252 |
0.0028 |
0.3% |
0.8143 |
| High |
0.8249 |
0.8280 |
0.0031 |
0.4% |
0.8249 |
| Low |
0.8203 |
0.8248 |
0.0045 |
0.5% |
0.8097 |
| Close |
0.8238 |
0.8267 |
0.0030 |
0.4% |
0.8238 |
| Range |
0.0046 |
0.0032 |
-0.0014 |
-30.4% |
0.0152 |
| ATR |
0.0051 |
0.0051 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
657 |
821 |
164 |
25.0% |
2,614 |
|
| Daily Pivots for day following 10-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8361 |
0.8346 |
0.8285 |
|
| R3 |
0.8329 |
0.8314 |
0.8276 |
|
| R2 |
0.8297 |
0.8297 |
0.8273 |
|
| R1 |
0.8282 |
0.8282 |
0.8270 |
0.8289 |
| PP |
0.8265 |
0.8265 |
0.8265 |
0.8268 |
| S1 |
0.8250 |
0.8250 |
0.8264 |
0.8257 |
| S2 |
0.8233 |
0.8233 |
0.8261 |
|
| S3 |
0.8201 |
0.8218 |
0.8258 |
|
| S4 |
0.8169 |
0.8186 |
0.8249 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8649 |
0.8595 |
0.8321 |
|
| R3 |
0.8497 |
0.8443 |
0.8279 |
|
| R2 |
0.8346 |
0.8346 |
0.8265 |
|
| R1 |
0.8292 |
0.8292 |
0.8251 |
0.8319 |
| PP |
0.8194 |
0.8194 |
0.8194 |
0.8208 |
| S1 |
0.8140 |
0.8140 |
0.8224 |
0.8167 |
| S2 |
0.8043 |
0.8043 |
0.8210 |
|
| S3 |
0.7891 |
0.7989 |
0.8196 |
|
| S4 |
0.7740 |
0.7837 |
0.8154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8280 |
0.8097 |
0.0183 |
2.2% |
0.0053 |
0.6% |
93% |
True |
False |
655 |
| 10 |
0.8280 |
0.8055 |
0.0225 |
2.7% |
0.0045 |
0.5% |
94% |
True |
False |
433 |
| 20 |
0.8280 |
0.7905 |
0.0375 |
4.5% |
0.0052 |
0.6% |
97% |
True |
False |
309 |
| 40 |
0.8280 |
0.7905 |
0.0375 |
4.5% |
0.0049 |
0.6% |
97% |
True |
False |
187 |
| 60 |
0.8280 |
0.7837 |
0.0443 |
5.4% |
0.0050 |
0.6% |
97% |
True |
False |
146 |
| 80 |
0.8280 |
0.7767 |
0.0513 |
6.2% |
0.0049 |
0.6% |
98% |
True |
False |
119 |
| 100 |
0.8280 |
0.7729 |
0.0551 |
6.7% |
0.0046 |
0.6% |
98% |
True |
False |
99 |
| 120 |
0.8280 |
0.7631 |
0.0649 |
7.9% |
0.0044 |
0.5% |
98% |
True |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8416 |
|
2.618 |
0.8363 |
|
1.618 |
0.8331 |
|
1.000 |
0.8312 |
|
0.618 |
0.8299 |
|
HIGH |
0.8280 |
|
0.618 |
0.8267 |
|
0.500 |
0.8264 |
|
0.382 |
0.8260 |
|
LOW |
0.8248 |
|
0.618 |
0.8228 |
|
1.000 |
0.8216 |
|
1.618 |
0.8196 |
|
2.618 |
0.8164 |
|
4.250 |
0.8112 |
|
|
| Fisher Pivots for day following 10-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8266 |
0.8248 |
| PP |
0.8265 |
0.8229 |
| S1 |
0.8264 |
0.8209 |
|