CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 04-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2021 |
04-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.8145 |
0.8137 |
-0.0009 |
-0.1% |
0.8020 |
High |
0.8154 |
0.8141 |
-0.0014 |
-0.2% |
0.8151 |
Low |
0.8121 |
0.8098 |
-0.0024 |
-0.3% |
0.8015 |
Close |
0.8149 |
0.8127 |
-0.0022 |
-0.3% |
0.8145 |
Range |
0.0033 |
0.0043 |
0.0010 |
30.3% |
0.0136 |
ATR |
0.0045 |
0.0045 |
0.0000 |
1.1% |
0.0000 |
Volume |
18 |
118 |
100 |
555.6% |
146 |
|
Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8251 |
0.8232 |
0.8151 |
|
R3 |
0.8208 |
0.8189 |
0.8139 |
|
R2 |
0.8165 |
0.8165 |
0.8135 |
|
R1 |
0.8146 |
0.8146 |
0.8131 |
0.8134 |
PP |
0.8122 |
0.8122 |
0.8122 |
0.8116 |
S1 |
0.8103 |
0.8103 |
0.8123 |
0.8091 |
S2 |
0.8079 |
0.8079 |
0.8119 |
|
S3 |
0.8036 |
0.8060 |
0.8115 |
|
S4 |
0.7993 |
0.8017 |
0.8103 |
|
|
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 |
0.8058 |
0.0097 |
1.2% |
0.0039 |
0.5% |
72% |
False |
False |
46 |
10 |
0.8154 |
0.7906 |
0.0248 |
3.1% |
0.0044 |
0.5% |
89% |
False |
False |
42 |
20 |
0.8154 |
0.7906 |
0.0248 |
3.1% |
0.0044 |
0.5% |
89% |
False |
False |
44 |
40 |
0.8154 |
0.7886 |
0.0268 |
3.3% |
0.0044 |
0.5% |
90% |
False |
False |
51 |
60 |
0.8154 |
0.7829 |
0.0326 |
4.0% |
0.0044 |
0.5% |
92% |
False |
False |
57 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8323 |
2.618 |
0.8253 |
1.618 |
0.8210 |
1.000 |
0.8184 |
0.618 |
0.8167 |
HIGH |
0.8141 |
0.618 |
0.8124 |
0.500 |
0.8119 |
0.382 |
0.8114 |
LOW |
0.8098 |
0.618 |
0.8071 |
1.000 |
0.8055 |
1.618 |
0.8028 |
2.618 |
0.7985 |
4.250 |
0.7915 |
|
|
Fisher Pivots for day following 04-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8124 |
0.8127 |
PP |
0.8122 |
0.8126 |
S1 |
0.8119 |
0.8126 |
|