CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 25-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.8283 |
0.8302 |
0.0019 |
0.2% |
0.8255 |
High |
0.8304 |
0.8313 |
0.0009 |
0.1% |
0.8324 |
Low |
0.8275 |
0.8280 |
0.0005 |
0.1% |
0.8235 |
Close |
0.8301 |
0.8292 |
-0.0009 |
-0.1% |
0.8290 |
Range |
0.0029 |
0.0033 |
0.0004 |
12.1% |
0.0089 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
459 |
513 |
54 |
11.8% |
1,558 |
|
Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8392 |
0.8375 |
0.8310 |
|
R3 |
0.8360 |
0.8342 |
0.8301 |
|
R2 |
0.8327 |
0.8327 |
0.8298 |
|
R1 |
0.8310 |
0.8310 |
0.8295 |
0.8302 |
PP |
0.8295 |
0.8295 |
0.8295 |
0.8291 |
S1 |
0.8277 |
0.8277 |
0.8289 |
0.8270 |
S2 |
0.8262 |
0.8262 |
0.8286 |
|
S3 |
0.8230 |
0.8245 |
0.8283 |
|
S4 |
0.8197 |
0.8212 |
0.8274 |
|
|
Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8550 |
0.8509 |
0.8338 |
|
R3 |
0.8461 |
0.8420 |
0.8314 |
|
R2 |
0.8372 |
0.8372 |
0.8306 |
|
R1 |
0.8331 |
0.8331 |
0.8298 |
0.8351 |
PP |
0.8283 |
0.8283 |
0.8283 |
0.8293 |
S1 |
0.8242 |
0.8242 |
0.8281 |
0.8262 |
S2 |
0.8194 |
0.8194 |
0.8273 |
|
S3 |
0.8105 |
0.8153 |
0.8265 |
|
S4 |
0.8016 |
0.8064 |
0.8241 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8313 |
0.8235 |
0.0079 |
0.9% |
0.0046 |
0.6% |
73% |
False |
False |
384 |
10 |
0.8324 |
0.8194 |
0.0130 |
1.6% |
0.0052 |
0.6% |
76% |
False |
False |
558 |
20 |
0.8324 |
0.8055 |
0.0269 |
3.2% |
0.0049 |
0.6% |
88% |
False |
False |
511 |
40 |
0.8324 |
0.7905 |
0.0419 |
5.1% |
0.0050 |
0.6% |
92% |
False |
False |
319 |
60 |
0.8324 |
0.7853 |
0.0471 |
5.7% |
0.0050 |
0.6% |
93% |
False |
False |
238 |
80 |
0.8324 |
0.7774 |
0.0550 |
6.6% |
0.0049 |
0.6% |
94% |
False |
False |
187 |
100 |
0.8324 |
0.7767 |
0.0557 |
6.7% |
0.0049 |
0.6% |
94% |
False |
False |
157 |
120 |
0.8324 |
0.7729 |
0.0595 |
7.2% |
0.0046 |
0.6% |
95% |
False |
False |
134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8451 |
2.618 |
0.8398 |
1.618 |
0.8365 |
1.000 |
0.8345 |
0.618 |
0.8333 |
HIGH |
0.8313 |
0.618 |
0.8300 |
0.500 |
0.8296 |
0.382 |
0.8292 |
LOW |
0.8280 |
0.618 |
0.8260 |
1.000 |
0.8248 |
1.618 |
0.8227 |
2.618 |
0.8195 |
4.250 |
0.8142 |
|
|
Fisher Pivots for day following 25-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8296 |
0.8292 |
PP |
0.8295 |
0.8291 |
S1 |
0.8293 |
0.8291 |
|