CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 21-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2021 |
21-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8289 |
0.8294 |
0.0005 |
0.1% |
0.8278 |
| High |
0.8296 |
0.8312 |
0.0017 |
0.2% |
0.8323 |
| Low |
0.8235 |
0.8268 |
0.0034 |
0.4% |
0.8235 |
| Close |
0.8291 |
0.8289 |
-0.0002 |
0.0% |
0.8289 |
| Range |
0.0061 |
0.0044 |
-0.0017 |
-27.9% |
0.0088 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
21 |
113 |
92 |
438.1% |
195 |
|
| Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8422 |
0.8399 |
0.8313 |
|
| R3 |
0.8378 |
0.8355 |
0.8301 |
|
| R2 |
0.8334 |
0.8334 |
0.8297 |
|
| R1 |
0.8311 |
0.8311 |
0.8293 |
0.8301 |
| PP |
0.8290 |
0.8290 |
0.8290 |
0.8284 |
| S1 |
0.8267 |
0.8267 |
0.8285 |
0.8257 |
| S2 |
0.8246 |
0.8246 |
0.8281 |
|
| S3 |
0.8202 |
0.8223 |
0.8277 |
|
| S4 |
0.8158 |
0.8179 |
0.8265 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8546 |
0.8506 |
0.8337 |
|
| R3 |
0.8458 |
0.8418 |
0.8313 |
|
| R2 |
0.8370 |
0.8370 |
0.8305 |
|
| R1 |
0.8330 |
0.8330 |
0.8297 |
0.8350 |
| PP |
0.8282 |
0.8282 |
0.8282 |
0.8292 |
| S1 |
0.8242 |
0.8242 |
0.8281 |
0.8262 |
| S2 |
0.8194 |
0.8194 |
0.8273 |
|
| S3 |
0.8106 |
0.8154 |
0.8265 |
|
| S4 |
0.8018 |
0.8066 |
0.8241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8323 |
0.8235 |
0.0088 |
1.1% |
0.0051 |
0.6% |
62% |
False |
False |
39 |
| 10 |
0.8323 |
0.8197 |
0.0126 |
1.5% |
0.0049 |
0.6% |
73% |
False |
False |
57 |
| 20 |
0.8323 |
0.8015 |
0.0308 |
3.7% |
0.0046 |
0.6% |
89% |
False |
False |
59 |
| 40 |
0.8323 |
0.7906 |
0.0417 |
5.0% |
0.0045 |
0.5% |
92% |
False |
False |
51 |
| 60 |
0.8323 |
0.7850 |
0.0473 |
5.7% |
0.0047 |
0.6% |
93% |
False |
False |
59 |
| 80 |
0.8323 |
0.7776 |
0.0547 |
6.6% |
0.0045 |
0.5% |
94% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8499 |
|
2.618 |
0.8427 |
|
1.618 |
0.8383 |
|
1.000 |
0.8356 |
|
0.618 |
0.8339 |
|
HIGH |
0.8312 |
|
0.618 |
0.8295 |
|
0.500 |
0.8290 |
|
0.382 |
0.8285 |
|
LOW |
0.8268 |
|
0.618 |
0.8241 |
|
1.000 |
0.8224 |
|
1.618 |
0.8197 |
|
2.618 |
0.8153 |
|
4.250 |
0.8081 |
|
|
| Fisher Pivots for day following 21-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8290 |
0.8284 |
| PP |
0.8290 |
0.8279 |
| S1 |
0.8289 |
0.8273 |
|