CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 24-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8290 |
0.8301 |
0.0011 |
0.1% |
0.8292 |
| High |
0.8312 |
0.8301 |
-0.0011 |
-0.1% |
0.8318 |
| Low |
0.8273 |
0.8277 |
0.0004 |
0.0% |
0.8238 |
| Close |
0.8290 |
0.8301 |
0.0011 |
0.1% |
0.8290 |
| Range |
0.0039 |
0.0024 |
-0.0015 |
-39.0% |
0.0081 |
| ATR |
0.0045 |
0.0043 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8363 |
0.8355 |
0.8313 |
|
| R3 |
0.8340 |
0.8332 |
0.8307 |
|
| R2 |
0.8316 |
0.8316 |
0.8305 |
|
| R1 |
0.8308 |
0.8308 |
0.8303 |
0.8312 |
| PP |
0.8293 |
0.8293 |
0.8293 |
0.8295 |
| S1 |
0.8285 |
0.8285 |
0.8298 |
0.8289 |
| S2 |
0.8269 |
0.8269 |
0.8296 |
|
| S3 |
0.8246 |
0.8261 |
0.8294 |
|
| S4 |
0.8222 |
0.8238 |
0.8288 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8523 |
0.8487 |
0.8334 |
|
| R3 |
0.8443 |
0.8406 |
0.8312 |
|
| R2 |
0.8362 |
0.8362 |
0.8304 |
|
| R1 |
0.8326 |
0.8326 |
0.8297 |
0.8304 |
| PP |
0.8282 |
0.8282 |
0.8282 |
0.8271 |
| S1 |
0.8245 |
0.8245 |
0.8282 |
0.8223 |
| S2 |
0.8201 |
0.8201 |
0.8275 |
|
| S3 |
0.8121 |
0.8165 |
0.8267 |
|
| S4 |
0.8040 |
0.8084 |
0.8245 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8400 |
|
2.618 |
0.8362 |
|
1.618 |
0.8339 |
|
1.000 |
0.8324 |
|
0.618 |
0.8315 |
|
HIGH |
0.8301 |
|
0.618 |
0.8292 |
|
0.500 |
0.8289 |
|
0.382 |
0.8286 |
|
LOW |
0.8277 |
|
0.618 |
0.8262 |
|
1.000 |
0.8254 |
|
1.618 |
0.8239 |
|
2.618 |
0.8215 |
|
4.250 |
0.8177 |
|
|
| Fisher Pivots for day following 24-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8297 |
0.8292 |
| PP |
0.8293 |
0.8284 |
| S1 |
0.8289 |
0.8276 |
|