CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 06-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2021 |
06-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.8132 |
0.8148 |
0.0017 |
0.2% |
0.8020 |
High |
0.8163 |
0.8231 |
0.0068 |
0.8% |
0.8151 |
Low |
0.8132 |
0.8140 |
0.0008 |
0.1% |
0.8015 |
Close |
0.8144 |
0.8210 |
0.0066 |
0.8% |
0.8145 |
Range |
0.0031 |
0.0091 |
0.0060 |
193.5% |
0.0136 |
ATR |
0.0045 |
0.0048 |
0.0003 |
7.4% |
0.0000 |
Volume |
160 |
110 |
-50 |
-31.3% |
146 |
|
Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8466 |
0.8429 |
0.8260 |
|
R3 |
0.8375 |
0.8338 |
0.8235 |
|
R2 |
0.8284 |
0.8284 |
0.8226 |
|
R1 |
0.8247 |
0.8247 |
0.8218 |
0.8266 |
PP |
0.8193 |
0.8193 |
0.8193 |
0.8203 |
S1 |
0.8156 |
0.8156 |
0.8201 |
0.8175 |
S2 |
0.8102 |
0.8102 |
0.8193 |
|
S3 |
0.8011 |
0.8065 |
0.8184 |
|
S4 |
0.7920 |
0.7974 |
0.8159 |
|
|
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 |
0.8231 |
0.8098 |
0.0133 |
1.6% |
0.0046 |
0.6% |
84% |
True |
False |
85 |
10 |
0.8231 |
0.7998 |
0.0233 |
2.8% |
0.0041 |
0.5% |
91% |
True |
False |
57 |
20 |
0.8231 |
0.7906 |
0.0325 |
4.0% |
0.0047 |
0.6% |
94% |
True |
False |
57 |
40 |
0.8231 |
0.7906 |
0.0325 |
4.0% |
0.0045 |
0.6% |
94% |
True |
False |
46 |
60 |
0.8231 |
0.7842 |
0.0389 |
4.7% |
0.0045 |
0.6% |
95% |
True |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8617 |
2.618 |
0.8469 |
1.618 |
0.8378 |
1.000 |
0.8322 |
0.618 |
0.8287 |
HIGH |
0.8231 |
0.618 |
0.8196 |
0.500 |
0.8185 |
0.382 |
0.8174 |
LOW |
0.8140 |
0.618 |
0.8083 |
1.000 |
0.8049 |
1.618 |
0.7992 |
2.618 |
0.7901 |
4.250 |
0.7753 |
|
|
Fisher Pivots for day following 06-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8201 |
0.8194 |
PP |
0.8193 |
0.8179 |
S1 |
0.8185 |
0.8164 |
|