CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 26-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.8302 |
0.8289 |
-0.0013 |
-0.2% |
0.8255 |
High |
0.8313 |
0.8303 |
-0.0010 |
-0.1% |
0.8324 |
Low |
0.8280 |
0.8246 |
-0.0034 |
-0.4% |
0.8235 |
Close |
0.8292 |
0.8255 |
-0.0038 |
-0.5% |
0.8290 |
Range |
0.0033 |
0.0057 |
0.0024 |
73.8% |
0.0089 |
ATR |
0.0050 |
0.0050 |
0.0000 |
1.0% |
0.0000 |
Volume |
513 |
1,703 |
1,190 |
232.0% |
1,558 |
|
Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8437 |
0.8402 |
0.8286 |
|
R3 |
0.8381 |
0.8346 |
0.8270 |
|
R2 |
0.8324 |
0.8324 |
0.8265 |
|
R1 |
0.8289 |
0.8289 |
0.8260 |
0.8279 |
PP |
0.8268 |
0.8268 |
0.8268 |
0.8262 |
S1 |
0.8233 |
0.8233 |
0.8249 |
0.8222 |
S2 |
0.8211 |
0.8211 |
0.8244 |
|
S3 |
0.8155 |
0.8176 |
0.8239 |
|
S4 |
0.8098 |
0.8120 |
0.8223 |
|
|
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 |
1.0% |
0.0045 |
0.5% |
25% |
False |
False |
674 |
10 |
0.8324 |
0.8194 |
0.0130 |
1.6% |
0.0052 |
0.6% |
47% |
False |
False |
694 |
20 |
0.8324 |
0.8097 |
0.0227 |
2.7% |
0.0049 |
0.6% |
70% |
False |
False |
587 |
40 |
0.8324 |
0.7905 |
0.0419 |
5.1% |
0.0050 |
0.6% |
84% |
False |
False |
361 |
60 |
0.8324 |
0.7853 |
0.0471 |
5.7% |
0.0050 |
0.6% |
85% |
False |
False |
265 |
80 |
0.8324 |
0.7775 |
0.0549 |
6.6% |
0.0048 |
0.6% |
87% |
False |
False |
208 |
100 |
0.8324 |
0.7767 |
0.0557 |
6.7% |
0.0049 |
0.6% |
88% |
False |
False |
174 |
120 |
0.8324 |
0.7729 |
0.0595 |
7.2% |
0.0046 |
0.6% |
88% |
False |
False |
148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8543 |
2.618 |
0.8450 |
1.618 |
0.8394 |
1.000 |
0.8359 |
0.618 |
0.8337 |
HIGH |
0.8303 |
0.618 |
0.8281 |
0.500 |
0.8274 |
0.382 |
0.8268 |
LOW |
0.8246 |
0.618 |
0.8211 |
1.000 |
0.8190 |
1.618 |
0.8155 |
2.618 |
0.8098 |
4.250 |
0.8006 |
|
|
Fisher Pivots for day following 26-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8274 |
0.8279 |
PP |
0.8268 |
0.8271 |
S1 |
0.8261 |
0.8263 |
|