CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 03-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2021 |
03-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.8136 |
0.8145 |
0.0009 |
0.1% |
0.8020 |
High |
0.8151 |
0.8154 |
0.0004 |
0.0% |
0.8151 |
Low |
0.8120 |
0.8121 |
0.0001 |
0.0% |
0.8015 |
Close |
0.8145 |
0.8149 |
0.0004 |
0.0% |
0.8145 |
Range |
0.0031 |
0.0033 |
0.0003 |
8.2% |
0.0136 |
ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
23 |
18 |
-5 |
-21.7% |
146 |
|
Daily Pivots for day following 03-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8240 |
0.8228 |
0.8167 |
|
R3 |
0.8207 |
0.8195 |
0.8158 |
|
R2 |
0.8174 |
0.8174 |
0.8155 |
|
R1 |
0.8162 |
0.8162 |
0.8152 |
0.8168 |
PP |
0.8141 |
0.8141 |
0.8141 |
0.8145 |
S1 |
0.8129 |
0.8129 |
0.8146 |
0.8135 |
S2 |
0.8108 |
0.8108 |
0.8143 |
|
S3 |
0.8075 |
0.8096 |
0.8140 |
|
S4 |
0.8042 |
0.8063 |
0.8131 |
|
|
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 |
0.8154 |
0.8056 |
0.0098 |
1.2% |
0.0033 |
0.4% |
95% |
True |
False |
27 |
10 |
0.8154 |
0.7906 |
0.0248 |
3.0% |
0.0049 |
0.6% |
98% |
True |
False |
44 |
20 |
0.8154 |
0.7906 |
0.0248 |
3.0% |
0.0044 |
0.5% |
98% |
True |
False |
39 |
40 |
0.8154 |
0.7874 |
0.0280 |
3.4% |
0.0044 |
0.5% |
98% |
True |
False |
50 |
60 |
0.8154 |
0.7815 |
0.0339 |
4.2% |
0.0044 |
0.5% |
99% |
True |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8294 |
2.618 |
0.8240 |
1.618 |
0.8207 |
1.000 |
0.8187 |
0.618 |
0.8174 |
HIGH |
0.8154 |
0.618 |
0.8141 |
0.500 |
0.8138 |
0.382 |
0.8134 |
LOW |
0.8121 |
0.618 |
0.8101 |
1.000 |
0.8088 |
1.618 |
0.8068 |
2.618 |
0.8035 |
4.250 |
0.7981 |
|
|
Fisher Pivots for day following 03-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8145 |
0.8145 |
PP |
0.8141 |
0.8141 |
S1 |
0.8138 |
0.8137 |
|