CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 20-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8283 |
0.8289 |
0.0006 |
0.1% |
0.8249 |
| High |
0.8293 |
0.8296 |
0.0003 |
0.0% |
0.8301 |
| Low |
0.8237 |
0.8235 |
-0.0003 |
0.0% |
0.8197 |
| Close |
0.8241 |
0.8291 |
0.0051 |
0.6% |
0.8256 |
| Range |
0.0056 |
0.0061 |
0.0005 |
8.9% |
0.0104 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.7% |
0.0000 |
| Volume |
30 |
21 |
-9 |
-30.0% |
378 |
|
| Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8457 |
0.8435 |
0.8325 |
|
| R3 |
0.8396 |
0.8374 |
0.8308 |
|
| R2 |
0.8335 |
0.8335 |
0.8302 |
|
| R1 |
0.8313 |
0.8313 |
0.8297 |
0.8324 |
| PP |
0.8274 |
0.8274 |
0.8274 |
0.8279 |
| S1 |
0.8252 |
0.8252 |
0.8285 |
0.8263 |
| S2 |
0.8213 |
0.8213 |
0.8280 |
|
| S3 |
0.8152 |
0.8191 |
0.8274 |
|
| S4 |
0.8091 |
0.8130 |
0.8257 |
|
|
| 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 |
0.8212 |
0.0111 |
1.3% |
0.0055 |
0.7% |
71% |
False |
False |
21 |
| 10 |
0.8323 |
0.8197 |
0.0126 |
1.5% |
0.0049 |
0.6% |
75% |
False |
False |
52 |
| 20 |
0.8323 |
0.7998 |
0.0325 |
3.9% |
0.0045 |
0.5% |
90% |
False |
False |
55 |
| 40 |
0.8323 |
0.7906 |
0.0417 |
5.0% |
0.0045 |
0.5% |
92% |
False |
False |
48 |
| 60 |
0.8323 |
0.7850 |
0.0473 |
5.7% |
0.0047 |
0.6% |
93% |
False |
False |
58 |
| 80 |
0.8323 |
0.7776 |
0.0547 |
6.6% |
0.0045 |
0.5% |
94% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8555 |
|
2.618 |
0.8455 |
|
1.618 |
0.8394 |
|
1.000 |
0.8357 |
|
0.618 |
0.8333 |
|
HIGH |
0.8296 |
|
0.618 |
0.8272 |
|
0.500 |
0.8265 |
|
0.382 |
0.8258 |
|
LOW |
0.8235 |
|
0.618 |
0.8197 |
|
1.000 |
0.8174 |
|
1.618 |
0.8136 |
|
2.618 |
0.8075 |
|
4.250 |
0.7975 |
|
|
| Fisher Pivots for day following 20-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8282 |
0.8287 |
| PP |
0.8274 |
0.8283 |
| S1 |
0.8265 |
0.8279 |
|