CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8270 |
0.8252 |
-0.0018 |
-0.2% |
0.8283 |
| High |
0.8291 |
0.8286 |
-0.0006 |
-0.1% |
0.8311 |
| Low |
0.8236 |
0.8249 |
0.0013 |
0.2% |
0.8236 |
| Close |
0.8286 |
0.8272 |
-0.0014 |
-0.2% |
0.8272 |
| Range |
0.0055 |
0.0037 |
-0.0019 |
-33.6% |
0.0075 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
82 |
672 |
590 |
719.5% |
848 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8378 |
0.8362 |
0.8292 |
|
| R3 |
0.8342 |
0.8325 |
0.8282 |
|
| R2 |
0.8305 |
0.8305 |
0.8279 |
|
| R1 |
0.8289 |
0.8289 |
0.8275 |
0.8297 |
| PP |
0.8269 |
0.8269 |
0.8269 |
0.8273 |
| S1 |
0.8252 |
0.8252 |
0.8269 |
0.8261 |
| S2 |
0.8232 |
0.8232 |
0.8265 |
|
| S3 |
0.8196 |
0.8216 |
0.8262 |
|
| S4 |
0.8159 |
0.8179 |
0.8252 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8496 |
0.8459 |
0.8313 |
|
| R3 |
0.8422 |
0.8384 |
0.8292 |
|
| R2 |
0.8347 |
0.8347 |
0.8286 |
|
| R1 |
0.8310 |
0.8310 |
0.8279 |
0.8291 |
| PP |
0.8273 |
0.8273 |
0.8273 |
0.8264 |
| S1 |
0.8235 |
0.8235 |
0.8265 |
0.8217 |
| S2 |
0.8198 |
0.8198 |
0.8258 |
|
| S3 |
0.8124 |
0.8161 |
0.8252 |
|
| S4 |
0.8049 |
0.8086 |
0.8231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8311 |
0.8236 |
0.0075 |
0.9% |
0.0041 |
0.5% |
48% |
False |
False |
169 |
| 10 |
0.8323 |
0.8235 |
0.0088 |
1.1% |
0.0046 |
0.6% |
43% |
False |
False |
104 |
| 20 |
0.8323 |
0.8098 |
0.0225 |
2.7% |
0.0047 |
0.6% |
78% |
False |
False |
94 |
| 40 |
0.8323 |
0.7906 |
0.0417 |
5.0% |
0.0046 |
0.6% |
88% |
False |
False |
67 |
| 60 |
0.8323 |
0.7858 |
0.0465 |
5.6% |
0.0045 |
0.5% |
89% |
False |
False |
66 |
| 80 |
0.8323 |
0.7791 |
0.0532 |
6.4% |
0.0044 |
0.5% |
91% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8441 |
|
2.618 |
0.8381 |
|
1.618 |
0.8345 |
|
1.000 |
0.8322 |
|
0.618 |
0.8308 |
|
HIGH |
0.8286 |
|
0.618 |
0.8272 |
|
0.500 |
0.8267 |
|
0.382 |
0.8263 |
|
LOW |
0.8249 |
|
0.618 |
0.8226 |
|
1.000 |
0.8213 |
|
1.618 |
0.8190 |
|
2.618 |
0.8153 |
|
4.250 |
0.8094 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8270 |
0.8271 |
| PP |
0.8269 |
0.8270 |
| S1 |
0.8267 |
0.8269 |
|