CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 13-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2021 |
13-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.8284 |
0.8232 |
-0.0052 |
-0.6% |
0.8145 |
High |
0.8301 |
0.8247 |
-0.0054 |
-0.6% |
0.8247 |
Low |
0.8244 |
0.8197 |
-0.0047 |
-0.6% |
0.8098 |
Close |
0.8261 |
0.8219 |
-0.0042 |
-0.5% |
0.8238 |
Range |
0.0057 |
0.0050 |
-0.0007 |
-12.3% |
0.0150 |
ATR |
0.0047 |
0.0048 |
0.0001 |
2.7% |
0.0000 |
Volume |
89 |
88 |
-1 |
-1.1% |
473 |
|
Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8371 |
0.8345 |
0.8247 |
|
R3 |
0.8321 |
0.8295 |
0.8233 |
|
R2 |
0.8271 |
0.8271 |
0.8228 |
|
R1 |
0.8245 |
0.8245 |
0.8224 |
0.8233 |
PP |
0.8221 |
0.8221 |
0.8221 |
0.8215 |
S1 |
0.8195 |
0.8195 |
0.8214 |
0.8183 |
S2 |
0.8171 |
0.8171 |
0.8210 |
|
S3 |
0.8121 |
0.8145 |
0.8205 |
|
S4 |
0.8071 |
0.8095 |
0.8192 |
|
|
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 |
0.8301 |
0.8197 |
0.0104 |
1.3% |
0.0042 |
0.5% |
21% |
False |
True |
84 |
10 |
0.8301 |
0.8098 |
0.0203 |
2.5% |
0.0044 |
0.5% |
60% |
False |
False |
85 |
20 |
0.8301 |
0.7906 |
0.0395 |
4.8% |
0.0047 |
0.6% |
79% |
False |
False |
65 |
40 |
0.8301 |
0.7906 |
0.0395 |
4.8% |
0.0045 |
0.5% |
79% |
False |
False |
50 |
60 |
0.8301 |
0.7850 |
0.0451 |
5.5% |
0.0046 |
0.6% |
82% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8460 |
2.618 |
0.8378 |
1.618 |
0.8328 |
1.000 |
0.8297 |
0.618 |
0.8278 |
HIGH |
0.8247 |
0.618 |
0.8228 |
0.500 |
0.8222 |
0.382 |
0.8216 |
LOW |
0.8197 |
0.618 |
0.8166 |
1.000 |
0.8147 |
1.618 |
0.8116 |
2.618 |
0.8066 |
4.250 |
0.7985 |
|
|
Fisher Pivots for day following 13-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8222 |
0.8249 |
PP |
0.8221 |
0.8239 |
S1 |
0.8220 |
0.8229 |
|