CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 07-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2021 |
07-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.8148 |
0.8223 |
0.0075 |
0.9% |
0.8145 |
High |
0.8231 |
0.8247 |
0.0017 |
0.2% |
0.8247 |
Low |
0.8140 |
0.8206 |
0.0066 |
0.8% |
0.8098 |
Close |
0.8210 |
0.8238 |
0.0029 |
0.3% |
0.8238 |
Range |
0.0091 |
0.0042 |
-0.0050 |
-54.4% |
0.0150 |
ATR |
0.0048 |
0.0047 |
0.0000 |
-1.0% |
0.0000 |
Volume |
110 |
67 |
-43 |
-39.1% |
473 |
|
Daily Pivots for day following 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8355 |
0.8338 |
0.8261 |
|
R3 |
0.8313 |
0.8296 |
0.8249 |
|
R2 |
0.8272 |
0.8272 |
0.8246 |
|
R1 |
0.8255 |
0.8255 |
0.8242 |
0.8263 |
PP |
0.8230 |
0.8230 |
0.8230 |
0.8234 |
S1 |
0.8213 |
0.8213 |
0.8234 |
0.8222 |
S2 |
0.8189 |
0.8189 |
0.8230 |
|
S3 |
0.8147 |
0.8172 |
0.8227 |
|
S4 |
0.8106 |
0.8130 |
0.8215 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8643 |
0.8590 |
0.8320 |
|
R3 |
0.8493 |
0.8440 |
0.8279 |
|
R2 |
0.8344 |
0.8344 |
0.8265 |
|
R1 |
0.8291 |
0.8291 |
0.8252 |
0.8317 |
PP |
0.8194 |
0.8194 |
0.8194 |
0.8207 |
S1 |
0.8141 |
0.8141 |
0.8224 |
0.8168 |
S2 |
0.8045 |
0.8045 |
0.8211 |
|
S3 |
0.7895 |
0.7992 |
0.8197 |
|
S4 |
0.7746 |
0.7842 |
0.8156 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8247 |
0.8098 |
0.0150 |
1.8% |
0.0048 |
0.6% |
94% |
True |
False |
94 |
10 |
0.8247 |
0.8015 |
0.0233 |
2.8% |
0.0043 |
0.5% |
96% |
True |
False |
61 |
20 |
0.8247 |
0.7906 |
0.0341 |
4.1% |
0.0047 |
0.6% |
97% |
True |
False |
59 |
40 |
0.8247 |
0.7906 |
0.0341 |
4.1% |
0.0045 |
0.5% |
97% |
True |
False |
44 |
60 |
0.8247 |
0.7842 |
0.0405 |
4.9% |
0.0046 |
0.6% |
98% |
True |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8423 |
2.618 |
0.8356 |
1.618 |
0.8314 |
1.000 |
0.8289 |
0.618 |
0.8273 |
HIGH |
0.8247 |
0.618 |
0.8231 |
0.500 |
0.8226 |
0.382 |
0.8221 |
LOW |
0.8206 |
0.618 |
0.8180 |
1.000 |
0.8164 |
1.618 |
0.8138 |
2.618 |
0.8097 |
4.250 |
0.8029 |
|
|
Fisher Pivots for day following 07-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8234 |
0.8222 |
PP |
0.8230 |
0.8206 |
S1 |
0.8226 |
0.8189 |
|