CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 28-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2021 |
28-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
0.8060 |
0.8071 |
0.0011 |
0.1% |
0.8000 |
High |
0.8069 |
0.8122 |
0.0054 |
0.7% |
0.8021 |
Low |
0.8056 |
0.8058 |
0.0002 |
0.0% |
0.7906 |
Close |
0.8063 |
0.8122 |
0.0059 |
0.7% |
0.8018 |
Range |
0.0013 |
0.0065 |
0.0052 |
416.0% |
0.0115 |
ATR |
0.0047 |
0.0049 |
0.0001 |
2.6% |
0.0000 |
Volume |
19 |
36 |
17 |
89.5% |
304 |
|
Daily Pivots for day following 28-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8294 |
0.8272 |
0.8157 |
|
R3 |
0.8229 |
0.8208 |
0.8139 |
|
R2 |
0.8165 |
0.8165 |
0.8133 |
|
R1 |
0.8143 |
0.8143 |
0.8127 |
0.8154 |
PP |
0.8100 |
0.8100 |
0.8100 |
0.8106 |
S1 |
0.8079 |
0.8079 |
0.8116 |
0.8090 |
S2 |
0.8036 |
0.8036 |
0.8110 |
|
S3 |
0.7971 |
0.8014 |
0.8104 |
|
S4 |
0.7907 |
0.7950 |
0.8086 |
|
|
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 |
0.8122 |
0.7983 |
0.0140 |
1.7% |
0.0039 |
0.5% |
100% |
True |
False |
28 |
10 |
0.8122 |
0.7906 |
0.0216 |
2.7% |
0.0053 |
0.6% |
100% |
True |
False |
45 |
20 |
0.8122 |
0.7906 |
0.0216 |
2.7% |
0.0047 |
0.6% |
100% |
True |
False |
44 |
40 |
0.8122 |
0.7858 |
0.0265 |
3.3% |
0.0046 |
0.6% |
100% |
True |
False |
54 |
60 |
0.8122 |
0.7778 |
0.0344 |
4.2% |
0.0044 |
0.5% |
100% |
True |
False |
54 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8396 |
2.618 |
0.8291 |
1.618 |
0.8226 |
1.000 |
0.8187 |
0.618 |
0.8162 |
HIGH |
0.8122 |
0.618 |
0.8097 |
0.500 |
0.8090 |
0.382 |
0.8082 |
LOW |
0.8058 |
0.618 |
0.8018 |
1.000 |
0.7993 |
1.618 |
0.7953 |
2.618 |
0.7889 |
4.250 |
0.7783 |
|
|
Fisher Pivots for day following 28-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8111 |
0.8104 |
PP |
0.8100 |
0.8086 |
S1 |
0.8090 |
0.8068 |
|