CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 18-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.8278 |
0.8306 |
0.0028 |
0.3% |
0.8249 |
High |
0.8291 |
0.8323 |
0.0032 |
0.4% |
0.8301 |
Low |
0.8241 |
0.8278 |
0.0037 |
0.4% |
0.8197 |
Close |
0.8291 |
0.8293 |
0.0002 |
0.0% |
0.8256 |
Range |
0.0050 |
0.0045 |
-0.0005 |
-9.1% |
0.0104 |
ATR |
0.0049 |
0.0049 |
0.0000 |
-0.6% |
0.0000 |
Volume |
7 |
24 |
17 |
242.9% |
378 |
|
Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8433 |
0.8408 |
0.8317 |
|
R3 |
0.8388 |
0.8363 |
0.8305 |
|
R2 |
0.8343 |
0.8343 |
0.8301 |
|
R1 |
0.8318 |
0.8318 |
0.8297 |
0.8308 |
PP |
0.8298 |
0.8298 |
0.8298 |
0.8293 |
S1 |
0.8273 |
0.8273 |
0.8288 |
0.8263 |
S2 |
0.8253 |
0.8253 |
0.8284 |
|
S3 |
0.8208 |
0.8228 |
0.8280 |
|
S4 |
0.8163 |
0.8183 |
0.8268 |
|
|
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 |
0.8323 |
0.8197 |
0.0126 |
1.5% |
0.0053 |
0.6% |
76% |
True |
False |
46 |
10 |
0.8323 |
0.8132 |
0.0191 |
2.3% |
0.0049 |
0.6% |
84% |
True |
False |
74 |
20 |
0.8323 |
0.7906 |
0.0417 |
5.0% |
0.0047 |
0.6% |
93% |
True |
False |
58 |
40 |
0.8323 |
0.7906 |
0.0417 |
5.0% |
0.0044 |
0.5% |
93% |
True |
False |
49 |
60 |
0.8323 |
0.7850 |
0.0473 |
5.7% |
0.0047 |
0.6% |
94% |
True |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8514 |
2.618 |
0.8440 |
1.618 |
0.8395 |
1.000 |
0.8368 |
0.618 |
0.8350 |
HIGH |
0.8323 |
0.618 |
0.8305 |
0.500 |
0.8300 |
0.382 |
0.8295 |
LOW |
0.8278 |
0.618 |
0.8250 |
1.000 |
0.8233 |
1.618 |
0.8205 |
2.618 |
0.8160 |
4.250 |
0.8086 |
|
|
Fisher Pivots for day following 18-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8300 |
0.8284 |
PP |
0.8298 |
0.8276 |
S1 |
0.8295 |
0.8267 |
|