CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 26-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2021 |
26-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
0.8010 |
0.8020 |
0.0010 |
0.1% |
0.8000 |
High |
0.8021 |
0.8074 |
0.0054 |
0.7% |
0.8021 |
Low |
0.7998 |
0.8015 |
0.0017 |
0.2% |
0.7906 |
Close |
0.8018 |
0.8067 |
0.0049 |
0.6% |
0.8018 |
Range |
0.0023 |
0.0060 |
0.0037 |
158.7% |
0.0115 |
ATR |
0.0049 |
0.0050 |
0.0001 |
1.5% |
0.0000 |
Volume |
22 |
29 |
7 |
31.8% |
304 |
|
Daily Pivots for day following 26-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8230 |
0.8208 |
0.8100 |
|
R3 |
0.8171 |
0.8149 |
0.8083 |
|
R2 |
0.8111 |
0.8111 |
0.8078 |
|
R1 |
0.8089 |
0.8089 |
0.8072 |
0.8100 |
PP |
0.8052 |
0.8052 |
0.8052 |
0.8057 |
S1 |
0.8030 |
0.8030 |
0.8062 |
0.8041 |
S2 |
0.7992 |
0.7992 |
0.8056 |
|
S3 |
0.7933 |
0.7970 |
0.8051 |
|
S4 |
0.7873 |
0.7911 |
0.8034 |
|
|
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 |
0.8074 |
0.7906 |
0.0168 |
2.1% |
0.0064 |
0.8% |
96% |
True |
False |
62 |
10 |
0.8074 |
0.7906 |
0.0168 |
2.1% |
0.0055 |
0.7% |
96% |
True |
False |
59 |
20 |
0.8074 |
0.7906 |
0.0168 |
2.1% |
0.0046 |
0.6% |
96% |
True |
False |
44 |
40 |
0.8084 |
0.7854 |
0.0231 |
2.9% |
0.0046 |
0.6% |
93% |
False |
False |
56 |
60 |
0.8084 |
0.7778 |
0.0306 |
3.8% |
0.0045 |
0.6% |
94% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8327 |
2.618 |
0.8230 |
1.618 |
0.8170 |
1.000 |
0.8134 |
0.618 |
0.8111 |
HIGH |
0.8074 |
0.618 |
0.8051 |
0.500 |
0.8044 |
0.382 |
0.8037 |
LOW |
0.8015 |
0.618 |
0.7978 |
1.000 |
0.7955 |
1.618 |
0.7918 |
2.618 |
0.7859 |
4.250 |
0.7762 |
|
|
Fisher Pivots for day following 26-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8059 |
0.8054 |
PP |
0.8052 |
0.8041 |
S1 |
0.8044 |
0.8028 |
|