CME Canadian Dollar Future March 2022
| 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 |
0.8273 |
0.8287 |
0.0014 |
0.2% |
0.8292 |
| High |
0.8301 |
0.8287 |
-0.0015 |
-0.2% |
0.8318 |
| Low |
0.8251 |
0.8244 |
-0.0007 |
-0.1% |
0.8238 |
| Close |
0.8254 |
0.8287 |
0.0033 |
0.4% |
0.8290 |
| Range |
0.0051 |
0.0043 |
-0.0008 |
-14.9% |
0.0081 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
0.1% |
0.0000 |
| Volume |
26 |
0 |
-26 |
-100.0% |
6 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8401 |
0.8387 |
0.8310 |
|
| R3 |
0.8358 |
0.8344 |
0.8298 |
|
| R2 |
0.8315 |
0.8315 |
0.8294 |
|
| R1 |
0.8301 |
0.8301 |
0.8290 |
0.8308 |
| PP |
0.8272 |
0.8272 |
0.8272 |
0.8276 |
| S1 |
0.8258 |
0.8258 |
0.8283 |
0.8265 |
| S2 |
0.8229 |
0.8229 |
0.8279 |
|
| S3 |
0.8186 |
0.8215 |
0.8275 |
|
| S4 |
0.8143 |
0.8172 |
0.8263 |
|
|
| 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 |
0.8469 |
|
2.618 |
0.8399 |
|
1.618 |
0.8356 |
|
1.000 |
0.8330 |
|
0.618 |
0.8313 |
|
HIGH |
0.8287 |
|
0.618 |
0.8270 |
|
0.500 |
0.8265 |
|
0.382 |
0.8260 |
|
LOW |
0.8244 |
|
0.618 |
0.8217 |
|
1.000 |
0.8201 |
|
1.618 |
0.8174 |
|
2.618 |
0.8131 |
|
4.250 |
0.8061 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8279 |
0.8283 |
| PP |
0.8272 |
0.8280 |
| S1 |
0.8265 |
0.8277 |
|