CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 14-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.8232 |
0.8219 |
-0.0013 |
-0.2% |
0.8249 |
High |
0.8247 |
0.8275 |
0.0028 |
0.3% |
0.8301 |
Low |
0.8197 |
0.8212 |
0.0015 |
0.2% |
0.8197 |
Close |
0.8219 |
0.8256 |
0.0037 |
0.4% |
0.8256 |
Range |
0.0050 |
0.0063 |
0.0013 |
26.0% |
0.0104 |
ATR |
0.0048 |
0.0049 |
0.0001 |
2.3% |
0.0000 |
Volume |
88 |
24 |
-64 |
-72.7% |
378 |
|
Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8437 |
0.8409 |
0.8290 |
|
R3 |
0.8374 |
0.8346 |
0.8273 |
|
R2 |
0.8311 |
0.8311 |
0.8267 |
|
R1 |
0.8283 |
0.8283 |
0.8261 |
0.8297 |
PP |
0.8248 |
0.8248 |
0.8248 |
0.8254 |
S1 |
0.8220 |
0.8220 |
0.8250 |
0.8234 |
S2 |
0.8185 |
0.8185 |
0.8244 |
|
S3 |
0.8122 |
0.8157 |
0.8238 |
|
S4 |
0.8059 |
0.8094 |
0.8221 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8562 |
0.8512 |
0.8312 |
|
R3 |
0.8458 |
0.8409 |
0.8284 |
|
R2 |
0.8355 |
0.8355 |
0.8274 |
|
R1 |
0.8305 |
0.8305 |
0.8265 |
0.8330 |
PP |
0.8251 |
0.8251 |
0.8251 |
0.8263 |
S1 |
0.8202 |
0.8202 |
0.8246 |
0.8226 |
S2 |
0.8148 |
0.8148 |
0.8237 |
|
S3 |
0.8044 |
0.8098 |
0.8227 |
|
S4 |
0.7941 |
0.7995 |
0.8199 |
|
|
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% |
0.0047 |
0.6% |
57% |
False |
False |
75 |
10 |
0.8301 |
0.8098 |
0.0203 |
2.5% |
0.0047 |
0.6% |
78% |
False |
False |
85 |
20 |
0.8301 |
0.7906 |
0.0395 |
4.8% |
0.0048 |
0.6% |
89% |
False |
False |
65 |
40 |
0.8301 |
0.7906 |
0.0395 |
4.8% |
0.0044 |
0.5% |
89% |
False |
False |
48 |
60 |
0.8301 |
0.7850 |
0.0451 |
5.5% |
0.0047 |
0.6% |
90% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8543 |
2.618 |
0.8440 |
1.618 |
0.8377 |
1.000 |
0.8338 |
0.618 |
0.8314 |
HIGH |
0.8275 |
0.618 |
0.8251 |
0.500 |
0.8244 |
0.382 |
0.8236 |
LOW |
0.8212 |
0.618 |
0.8173 |
1.000 |
0.8149 |
1.618 |
0.8110 |
2.618 |
0.8047 |
4.250 |
0.7944 |
|
|
Fisher Pivots for day following 14-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8252 |
0.8253 |
PP |
0.8248 |
0.8251 |
S1 |
0.8244 |
0.8249 |
|