CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 26-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8299 |
0.8291 |
-0.0008 |
-0.1% |
0.8278 |
| High |
0.8311 |
0.8301 |
-0.0010 |
-0.1% |
0.8323 |
| Low |
0.8279 |
0.8248 |
-0.0031 |
-0.4% |
0.8235 |
| Close |
0.8291 |
0.8253 |
-0.0038 |
-0.5% |
0.8289 |
| Range |
0.0032 |
0.0053 |
0.0021 |
65.6% |
0.0088 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
1.0% |
0.0000 |
| Volume |
58 |
17 |
-41 |
-70.7% |
195 |
|
| Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8426 |
0.8393 |
0.8282 |
|
| R3 |
0.8373 |
0.8340 |
0.8268 |
|
| R2 |
0.8320 |
0.8320 |
0.8263 |
|
| R1 |
0.8287 |
0.8287 |
0.8258 |
0.8277 |
| PP |
0.8267 |
0.8267 |
0.8267 |
0.8263 |
| S1 |
0.8234 |
0.8234 |
0.8248 |
0.8224 |
| S2 |
0.8214 |
0.8214 |
0.8243 |
|
| S3 |
0.8161 |
0.8181 |
0.8238 |
|
| S4 |
0.8108 |
0.8128 |
0.8224 |
|
|
| 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% |
0.0043 |
0.5% |
24% |
False |
False |
45 |
| 10 |
0.8323 |
0.8197 |
0.0126 |
1.5% |
0.0048 |
0.6% |
45% |
False |
False |
40 |
| 20 |
0.8323 |
0.8098 |
0.0225 |
2.7% |
0.0045 |
0.5% |
69% |
False |
False |
60 |
| 40 |
0.8323 |
0.7906 |
0.0417 |
5.0% |
0.0046 |
0.6% |
83% |
False |
False |
52 |
| 60 |
0.8323 |
0.7858 |
0.0465 |
5.6% |
0.0045 |
0.5% |
85% |
False |
False |
56 |
| 80 |
0.8323 |
0.7778 |
0.0545 |
6.6% |
0.0044 |
0.5% |
87% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8526 |
|
2.618 |
0.8440 |
|
1.618 |
0.8387 |
|
1.000 |
0.8354 |
|
0.618 |
0.8334 |
|
HIGH |
0.8301 |
|
0.618 |
0.8281 |
|
0.500 |
0.8275 |
|
0.382 |
0.8268 |
|
LOW |
0.8248 |
|
0.618 |
0.8215 |
|
1.000 |
0.8195 |
|
1.618 |
0.8162 |
|
2.618 |
0.8109 |
|
4.250 |
0.8023 |
|
|
| Fisher Pivots for day following 26-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8275 |
0.8279 |
| PP |
0.8267 |
0.8271 |
| S1 |
0.8260 |
0.8262 |
|