CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 27-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2021 |
27-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
0.8020 |
0.8060 |
0.0040 |
0.5% |
0.8000 |
High |
0.8074 |
0.8069 |
-0.0006 |
-0.1% |
0.8021 |
Low |
0.8015 |
0.8056 |
0.0042 |
0.5% |
0.7906 |
Close |
0.8067 |
0.8063 |
-0.0005 |
-0.1% |
0.8018 |
Range |
0.0060 |
0.0013 |
-0.0047 |
-79.0% |
0.0115 |
ATR |
0.0050 |
0.0047 |
-0.0003 |
-5.4% |
0.0000 |
Volume |
29 |
19 |
-10 |
-34.5% |
304 |
|
Daily Pivots for day following 27-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8100 |
0.8094 |
0.8069 |
|
R3 |
0.8087 |
0.8081 |
0.8066 |
|
R2 |
0.8075 |
0.8075 |
0.8065 |
|
R1 |
0.8069 |
0.8069 |
0.8064 |
0.8072 |
PP |
0.8062 |
0.8062 |
0.8062 |
0.8064 |
S1 |
0.8056 |
0.8056 |
0.8061 |
0.8059 |
S2 |
0.8050 |
0.8050 |
0.8060 |
|
S3 |
0.8037 |
0.8044 |
0.8059 |
|
S4 |
0.8025 |
0.8031 |
0.8056 |
|
|
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% |
0.0049 |
0.6% |
93% |
False |
False |
39 |
10 |
0.8074 |
0.7906 |
0.0168 |
2.1% |
0.0050 |
0.6% |
93% |
False |
False |
56 |
20 |
0.8074 |
0.7906 |
0.0168 |
2.1% |
0.0046 |
0.6% |
93% |
False |
False |
43 |
40 |
0.8084 |
0.7858 |
0.0227 |
2.8% |
0.0045 |
0.6% |
91% |
False |
False |
56 |
60 |
0.8084 |
0.7778 |
0.0306 |
3.8% |
0.0044 |
0.5% |
93% |
False |
False |
54 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8122 |
2.618 |
0.8101 |
1.618 |
0.8089 |
1.000 |
0.8081 |
0.618 |
0.8076 |
HIGH |
0.8069 |
0.618 |
0.8064 |
0.500 |
0.8062 |
0.382 |
0.8061 |
LOW |
0.8056 |
0.618 |
0.8048 |
1.000 |
0.8044 |
1.618 |
0.8036 |
2.618 |
0.8023 |
4.250 |
0.8003 |
|
|
Fisher Pivots for day following 27-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8062 |
0.8054 |
PP |
0.8062 |
0.8045 |
S1 |
0.8062 |
0.8036 |
|