CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 29-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2021 |
29-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
0.8071 |
0.8129 |
0.0059 |
0.7% |
0.8000 |
High |
0.8122 |
0.8145 |
0.0023 |
0.3% |
0.8021 |
Low |
0.8058 |
0.8120 |
0.0062 |
0.8% |
0.7906 |
Close |
0.8122 |
0.8145 |
0.0023 |
0.3% |
0.8018 |
Range |
0.0065 |
0.0025 |
-0.0040 |
-61.2% |
0.0115 |
ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
36 |
39 |
3 |
8.3% |
304 |
|
Daily Pivots for day following 29-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8211 |
0.8203 |
0.8158 |
|
R3 |
0.8186 |
0.8178 |
0.8151 |
|
R2 |
0.8161 |
0.8161 |
0.8149 |
|
R1 |
0.8153 |
0.8153 |
0.8147 |
0.8157 |
PP |
0.8136 |
0.8136 |
0.8136 |
0.8138 |
S1 |
0.8128 |
0.8128 |
0.8142 |
0.8132 |
S2 |
0.8111 |
0.8111 |
0.8140 |
|
S3 |
0.8086 |
0.8103 |
0.8138 |
|
S4 |
0.8061 |
0.8078 |
0.8131 |
|
|
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 |
0.8145 |
0.7998 |
0.0147 |
1.8% |
0.0037 |
0.5% |
100% |
True |
False |
29 |
10 |
0.8145 |
0.7906 |
0.0239 |
2.9% |
0.0050 |
0.6% |
100% |
True |
False |
45 |
20 |
0.8145 |
0.7906 |
0.0239 |
2.9% |
0.0045 |
0.6% |
100% |
True |
False |
43 |
40 |
0.8145 |
0.7858 |
0.0287 |
3.5% |
0.0045 |
0.6% |
100% |
True |
False |
53 |
60 |
0.8145 |
0.7791 |
0.0354 |
4.3% |
0.0043 |
0.5% |
100% |
True |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8251 |
2.618 |
0.8210 |
1.618 |
0.8185 |
1.000 |
0.8170 |
0.618 |
0.8160 |
HIGH |
0.8145 |
0.618 |
0.8135 |
0.500 |
0.8132 |
0.382 |
0.8129 |
LOW |
0.8120 |
0.618 |
0.8104 |
1.000 |
0.8095 |
1.618 |
0.8079 |
2.618 |
0.8054 |
4.250 |
0.8013 |
|
|
Fisher Pivots for day following 29-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8140 |
0.8130 |
PP |
0.8136 |
0.8115 |
S1 |
0.8132 |
0.8100 |
|