CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 23-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2021 |
23-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
0.7995 |
0.8010 |
0.0016 |
0.2% |
0.8000 |
High |
0.8017 |
0.8021 |
0.0004 |
0.0% |
0.8021 |
Low |
0.7983 |
0.7998 |
0.0015 |
0.2% |
0.7906 |
Close |
0.8005 |
0.8018 |
0.0014 |
0.2% |
0.8018 |
Range |
0.0035 |
0.0023 |
-0.0012 |
-33.3% |
0.0115 |
ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
36 |
22 |
-14 |
-38.9% |
304 |
|
Daily Pivots for day following 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8081 |
0.8073 |
0.8031 |
|
R3 |
0.8058 |
0.8050 |
0.8024 |
|
R2 |
0.8035 |
0.8035 |
0.8022 |
|
R1 |
0.8027 |
0.8027 |
0.8020 |
0.8031 |
PP |
0.8012 |
0.8012 |
0.8012 |
0.8014 |
S1 |
0.8004 |
0.8004 |
0.8016 |
0.8008 |
S2 |
0.7989 |
0.7989 |
0.8014 |
|
S3 |
0.7966 |
0.7981 |
0.8012 |
|
S4 |
0.7943 |
0.7958 |
0.8005 |
|
|
Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8327 |
0.8287 |
0.8081 |
|
R3 |
0.8212 |
0.8172 |
0.8050 |
|
R2 |
0.8097 |
0.8097 |
0.8039 |
|
R1 |
0.8057 |
0.8057 |
0.8029 |
0.8077 |
PP |
0.7982 |
0.7982 |
0.7982 |
0.7992 |
S1 |
0.7942 |
0.7942 |
0.8007 |
0.7962 |
S2 |
0.7867 |
0.7867 |
0.7997 |
|
S3 |
0.7752 |
0.7827 |
0.7986 |
|
S4 |
0.7637 |
0.7712 |
0.7955 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8021 |
0.7906 |
0.0115 |
1.4% |
0.0061 |
0.8% |
97% |
False |
False |
60 |
10 |
0.8021 |
0.7906 |
0.0115 |
1.4% |
0.0051 |
0.6% |
97% |
False |
False |
57 |
20 |
0.8021 |
0.7906 |
0.0115 |
1.4% |
0.0044 |
0.6% |
97% |
False |
False |
43 |
40 |
0.8084 |
0.7850 |
0.0235 |
2.9% |
0.0047 |
0.6% |
72% |
False |
False |
60 |
60 |
0.8084 |
0.7776 |
0.0309 |
3.8% |
0.0044 |
0.6% |
79% |
False |
False |
56 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8118 |
2.618 |
0.8081 |
1.618 |
0.8058 |
1.000 |
0.8044 |
0.618 |
0.8035 |
HIGH |
0.8021 |
0.618 |
0.8012 |
0.500 |
0.8009 |
0.382 |
0.8006 |
LOW |
0.7998 |
0.618 |
0.7983 |
1.000 |
0.7975 |
1.618 |
0.7960 |
2.618 |
0.7937 |
4.250 |
0.7900 |
|
|
Fisher Pivots for day following 23-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8015 |
0.8000 |
PP |
0.8012 |
0.7982 |
S1 |
0.8009 |
0.7964 |
|