CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8291 |
0.8270 |
-0.0021 |
-0.3% |
0.8278 |
| High |
0.8301 |
0.8291 |
-0.0010 |
-0.1% |
0.8323 |
| Low |
0.8248 |
0.8236 |
-0.0012 |
-0.1% |
0.8235 |
| Close |
0.8253 |
0.8286 |
0.0033 |
0.4% |
0.8289 |
| Range |
0.0053 |
0.0055 |
0.0002 |
3.8% |
0.0088 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
1.2% |
0.0000 |
| Volume |
17 |
82 |
65 |
382.4% |
195 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8436 |
0.8416 |
0.8316 |
|
| R3 |
0.8381 |
0.8361 |
0.8301 |
|
| R2 |
0.8326 |
0.8326 |
0.8296 |
|
| R1 |
0.8306 |
0.8306 |
0.8291 |
0.8316 |
| PP |
0.8271 |
0.8271 |
0.8271 |
0.8276 |
| S1 |
0.8251 |
0.8251 |
0.8280 |
0.8261 |
| S2 |
0.8216 |
0.8216 |
0.8275 |
|
| S3 |
0.8161 |
0.8196 |
0.8270 |
|
| S4 |
0.8106 |
0.8141 |
0.8255 |
|
|
| 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 |
0.8236 |
0.0076 |
0.9% |
0.0042 |
0.5% |
65% |
False |
True |
57 |
| 10 |
0.8323 |
0.8212 |
0.0111 |
1.3% |
0.0048 |
0.6% |
67% |
False |
False |
39 |
| 20 |
0.8323 |
0.8098 |
0.0225 |
2.7% |
0.0046 |
0.6% |
84% |
False |
False |
62 |
| 40 |
0.8323 |
0.7906 |
0.0417 |
5.0% |
0.0046 |
0.6% |
91% |
False |
False |
52 |
| 60 |
0.8323 |
0.7858 |
0.0465 |
5.6% |
0.0046 |
0.6% |
92% |
False |
False |
56 |
| 80 |
0.8323 |
0.7791 |
0.0532 |
6.4% |
0.0044 |
0.5% |
93% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8525 |
|
2.618 |
0.8435 |
|
1.618 |
0.8380 |
|
1.000 |
0.8346 |
|
0.618 |
0.8325 |
|
HIGH |
0.8291 |
|
0.618 |
0.8270 |
|
0.500 |
0.8264 |
|
0.382 |
0.8257 |
|
LOW |
0.8236 |
|
0.618 |
0.8202 |
|
1.000 |
0.8181 |
|
1.618 |
0.8147 |
|
2.618 |
0.8092 |
|
4.250 |
0.8002 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8278 |
0.8281 |
| PP |
0.8271 |
0.8277 |
| S1 |
0.8264 |
0.8273 |
|