CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 25-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8283 |
0.8299 |
0.0016 |
0.2% |
0.8278 |
| High |
0.8301 |
0.8311 |
0.0010 |
0.1% |
0.8323 |
| Low |
0.8275 |
0.8279 |
0.0004 |
0.0% |
0.8235 |
| Close |
0.8300 |
0.8291 |
-0.0009 |
-0.1% |
0.8289 |
| Range |
0.0026 |
0.0032 |
0.0006 |
23.1% |
0.0088 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
19 |
58 |
39 |
205.3% |
195 |
|
| Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8389 |
0.8372 |
0.8309 |
|
| R3 |
0.8357 |
0.8340 |
0.8300 |
|
| R2 |
0.8325 |
0.8325 |
0.8297 |
|
| R1 |
0.8308 |
0.8308 |
0.8294 |
0.8301 |
| PP |
0.8293 |
0.8293 |
0.8293 |
0.8290 |
| S1 |
0.8276 |
0.8276 |
0.8288 |
0.8269 |
| S2 |
0.8261 |
0.8261 |
0.8285 |
|
| S3 |
0.8229 |
0.8244 |
0.8282 |
|
| S4 |
0.8197 |
0.8212 |
0.8273 |
|
|
| 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 |
0.8312 |
0.8235 |
0.0078 |
0.9% |
0.0044 |
0.5% |
73% |
False |
False |
48 |
| 10 |
0.8323 |
0.8197 |
0.0126 |
1.5% |
0.0048 |
0.6% |
75% |
False |
False |
47 |
| 20 |
0.8323 |
0.8058 |
0.0265 |
3.2% |
0.0045 |
0.5% |
88% |
False |
False |
61 |
| 40 |
0.8323 |
0.7906 |
0.0417 |
5.0% |
0.0045 |
0.5% |
92% |
False |
False |
52 |
| 60 |
0.8323 |
0.7858 |
0.0465 |
5.6% |
0.0045 |
0.5% |
93% |
False |
False |
57 |
| 80 |
0.8323 |
0.7778 |
0.0545 |
6.6% |
0.0044 |
0.5% |
94% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8447 |
|
2.618 |
0.8394 |
|
1.618 |
0.8362 |
|
1.000 |
0.8343 |
|
0.618 |
0.8330 |
|
HIGH |
0.8311 |
|
0.618 |
0.8298 |
|
0.500 |
0.8295 |
|
0.382 |
0.8291 |
|
LOW |
0.8279 |
|
0.618 |
0.8259 |
|
1.000 |
0.8247 |
|
1.618 |
0.8227 |
|
2.618 |
0.8195 |
|
4.250 |
0.8143 |
|
|
| Fisher Pivots for day following 25-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8295 |
0.8291 |
| PP |
0.8293 |
0.8290 |
| S1 |
0.8292 |
0.8290 |
|