CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 04-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2021 |
04-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8141 |
0.8146 |
0.0006 |
0.1% |
0.8014 |
| High |
0.8153 |
0.8147 |
-0.0007 |
-0.1% |
0.8153 |
| Low |
0.8119 |
0.8096 |
-0.0023 |
-0.3% |
0.8007 |
| Close |
0.8148 |
0.8126 |
-0.0022 |
-0.3% |
0.8144 |
| Range |
0.0035 |
0.0051 |
0.0017 |
47.8% |
0.0146 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.2% |
0.0000 |
| Volume |
65,336 |
86,854 |
21,518 |
32.9% |
400,467 |
|
| Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8276 |
0.8252 |
0.8154 |
|
| R3 |
0.8225 |
0.8201 |
0.8140 |
|
| R2 |
0.8174 |
0.8174 |
0.8135 |
|
| R1 |
0.8150 |
0.8150 |
0.8131 |
0.8136 |
| PP |
0.8123 |
0.8123 |
0.8123 |
0.8116 |
| S1 |
0.8099 |
0.8099 |
0.8121 |
0.8085 |
| S2 |
0.8072 |
0.8072 |
0.8117 |
|
| S3 |
0.8021 |
0.8048 |
0.8112 |
|
| S4 |
0.7970 |
0.7997 |
0.8098 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8539 |
0.8488 |
0.8224 |
|
| R3 |
0.8393 |
0.8342 |
0.8184 |
|
| R2 |
0.8247 |
0.8247 |
0.8171 |
|
| R1 |
0.8196 |
0.8196 |
0.8157 |
0.8222 |
| PP |
0.8101 |
0.8101 |
0.8101 |
0.8114 |
| S1 |
0.8050 |
0.8050 |
0.8131 |
0.8076 |
| S2 |
0.7955 |
0.7955 |
0.8117 |
|
| S3 |
0.7809 |
0.7904 |
0.8104 |
|
| S4 |
0.7663 |
0.7758 |
0.8064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8153 |
0.8054 |
0.0100 |
1.2% |
0.0045 |
0.6% |
73% |
False |
False |
84,643 |
| 10 |
0.8153 |
0.7904 |
0.0250 |
3.1% |
0.0051 |
0.6% |
89% |
False |
False |
81,333 |
| 20 |
0.8153 |
0.7904 |
0.0250 |
3.1% |
0.0052 |
0.6% |
89% |
False |
False |
73,747 |
| 40 |
0.8153 |
0.7885 |
0.0269 |
3.3% |
0.0052 |
0.6% |
90% |
False |
False |
71,062 |
| 60 |
0.8153 |
0.7825 |
0.0328 |
4.0% |
0.0052 |
0.6% |
92% |
False |
False |
48,226 |
| 80 |
0.8153 |
0.7766 |
0.0388 |
4.8% |
0.0054 |
0.7% |
93% |
False |
False |
36,228 |
| 100 |
0.8153 |
0.7723 |
0.0430 |
5.3% |
0.0053 |
0.6% |
94% |
False |
False |
29,002 |
| 120 |
0.8153 |
0.7599 |
0.0555 |
6.8% |
0.0050 |
0.6% |
95% |
False |
False |
24,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8363 |
|
2.618 |
0.8280 |
|
1.618 |
0.8229 |
|
1.000 |
0.8198 |
|
0.618 |
0.8178 |
|
HIGH |
0.8147 |
|
0.618 |
0.8127 |
|
0.500 |
0.8121 |
|
0.382 |
0.8115 |
|
LOW |
0.8096 |
|
0.618 |
0.8064 |
|
1.000 |
0.8045 |
|
1.618 |
0.8013 |
|
2.618 |
0.7962 |
|
4.250 |
0.7879 |
|
|
| Fisher Pivots for day following 04-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8124 |
0.8125 |
| PP |
0.8123 |
0.8125 |
| S1 |
0.8121 |
0.8124 |
|