CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 30-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2021 |
30-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
0.8129 |
0.8136 |
0.0007 |
0.1% |
0.8020 |
High |
0.8145 |
0.8151 |
0.0006 |
0.1% |
0.8151 |
Low |
0.8120 |
0.8120 |
0.0001 |
0.0% |
0.8015 |
Close |
0.8145 |
0.8145 |
0.0001 |
0.0% |
0.8145 |
Range |
0.0025 |
0.0031 |
0.0006 |
22.0% |
0.0136 |
ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
39 |
23 |
-16 |
-41.0% |
146 |
|
Daily Pivots for day following 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8230 |
0.8218 |
0.8162 |
|
R3 |
0.8200 |
0.8188 |
0.8153 |
|
R2 |
0.8169 |
0.8169 |
0.8151 |
|
R1 |
0.8157 |
0.8157 |
0.8148 |
0.8163 |
PP |
0.8139 |
0.8139 |
0.8139 |
0.8142 |
S1 |
0.8127 |
0.8127 |
0.8142 |
0.8133 |
S2 |
0.8108 |
0.8108 |
0.8139 |
|
S3 |
0.8078 |
0.8096 |
0.8137 |
|
S4 |
0.8047 |
0.8066 |
0.8128 |
|
|
Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8511 |
0.8464 |
0.8220 |
|
R3 |
0.8375 |
0.8328 |
0.8182 |
|
R2 |
0.8239 |
0.8239 |
0.8170 |
|
R1 |
0.8192 |
0.8192 |
0.8157 |
0.8216 |
PP |
0.8103 |
0.8103 |
0.8103 |
0.8115 |
S1 |
0.8056 |
0.8056 |
0.8133 |
0.8080 |
S2 |
0.7967 |
0.7967 |
0.8120 |
|
S3 |
0.7831 |
0.7920 |
0.8108 |
|
S4 |
0.7695 |
0.7784 |
0.8070 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8151 |
0.8015 |
0.0136 |
1.7% |
0.0038 |
0.5% |
96% |
True |
False |
29 |
10 |
0.8151 |
0.7906 |
0.0245 |
3.0% |
0.0050 |
0.6% |
98% |
True |
False |
45 |
20 |
0.8151 |
0.7906 |
0.0245 |
3.0% |
0.0045 |
0.6% |
98% |
True |
False |
41 |
40 |
0.8151 |
0.7858 |
0.0293 |
3.6% |
0.0045 |
0.5% |
98% |
True |
False |
52 |
60 |
0.8151 |
0.7791 |
0.0360 |
4.4% |
0.0044 |
0.5% |
98% |
True |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8280 |
2.618 |
0.8230 |
1.618 |
0.8200 |
1.000 |
0.8181 |
0.618 |
0.8169 |
HIGH |
0.8151 |
0.618 |
0.8139 |
0.500 |
0.8135 |
0.382 |
0.8132 |
LOW |
0.8120 |
0.618 |
0.8101 |
1.000 |
0.8090 |
1.618 |
0.8071 |
2.618 |
0.8040 |
4.250 |
0.7990 |
|
|
Fisher Pivots for day following 30-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8142 |
0.8131 |
PP |
0.8139 |
0.8118 |
S1 |
0.8135 |
0.8104 |
|