CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 13-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2021 |
13-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.8264 |
0.8248 |
-0.0016 |
-0.2% |
0.8143 |
High |
0.8302 |
0.8262 |
-0.0040 |
-0.5% |
0.8249 |
Low |
0.8240 |
0.8194 |
-0.0047 |
-0.6% |
0.8097 |
Close |
0.8261 |
0.8219 |
-0.0043 |
-0.5% |
0.8238 |
Range |
0.0062 |
0.0069 |
0.0007 |
11.4% |
0.0152 |
ATR |
0.0050 |
0.0051 |
0.0001 |
2.6% |
0.0000 |
Volume |
338 |
1,791 |
1,453 |
429.9% |
2,614 |
|
Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8430 |
0.8393 |
0.8256 |
|
R3 |
0.8362 |
0.8324 |
0.8237 |
|
R2 |
0.8293 |
0.8293 |
0.8231 |
|
R1 |
0.8256 |
0.8256 |
0.8225 |
0.8240 |
PP |
0.8225 |
0.8225 |
0.8225 |
0.8217 |
S1 |
0.8187 |
0.8187 |
0.8212 |
0.8172 |
S2 |
0.8156 |
0.8156 |
0.8206 |
|
S3 |
0.8088 |
0.8119 |
0.8200 |
|
S4 |
0.8019 |
0.8050 |
0.8181 |
|
|
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 |
0.8302 |
0.8194 |
0.0108 |
1.3% |
0.0048 |
0.6% |
23% |
False |
True |
792 |
10 |
0.8302 |
0.8097 |
0.0205 |
2.5% |
0.0049 |
0.6% |
59% |
False |
False |
636 |
20 |
0.8302 |
0.7905 |
0.0397 |
4.8% |
0.0052 |
0.6% |
79% |
False |
False |
423 |
40 |
0.8302 |
0.7905 |
0.0397 |
4.8% |
0.0050 |
0.6% |
79% |
False |
False |
246 |
60 |
0.8302 |
0.7843 |
0.0459 |
5.6% |
0.0051 |
0.6% |
82% |
False |
False |
187 |
80 |
0.8302 |
0.7767 |
0.0535 |
6.5% |
0.0049 |
0.6% |
84% |
False |
False |
149 |
100 |
0.8302 |
0.7729 |
0.0573 |
7.0% |
0.0047 |
0.6% |
86% |
False |
False |
123 |
120 |
0.8302 |
0.7631 |
0.0671 |
8.2% |
0.0045 |
0.5% |
88% |
False |
False |
106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8553 |
2.618 |
0.8441 |
1.618 |
0.8373 |
1.000 |
0.8331 |
0.618 |
0.8304 |
HIGH |
0.8262 |
0.618 |
0.8236 |
0.500 |
0.8228 |
0.382 |
0.8220 |
LOW |
0.8194 |
0.618 |
0.8151 |
1.000 |
0.8125 |
1.618 |
0.8083 |
2.618 |
0.8014 |
4.250 |
0.7902 |
|
|
Fisher Pivots for day following 13-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8228 |
0.8248 |
PP |
0.8225 |
0.8238 |
S1 |
0.8222 |
0.8228 |
|