CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 23-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2021 |
23-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8000 |
0.8010 |
0.0010 |
0.1% |
0.7986 |
| High |
0.8018 |
0.8026 |
0.0009 |
0.1% |
0.8027 |
| Low |
0.7980 |
0.7996 |
0.0016 |
0.2% |
0.7905 |
| Close |
0.8004 |
0.8018 |
0.0014 |
0.2% |
0.8018 |
| Range |
0.0038 |
0.0030 |
-0.0008 |
-20.0% |
0.0122 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
147 |
65 |
-82 |
-55.8% |
1,180 |
|
| Daily Pivots for day following 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8103 |
0.8091 |
0.8035 |
|
| R3 |
0.8073 |
0.8061 |
0.8026 |
|
| R2 |
0.8043 |
0.8043 |
0.8024 |
|
| R1 |
0.8031 |
0.8031 |
0.8021 |
0.8037 |
| PP |
0.8013 |
0.8013 |
0.8013 |
0.8017 |
| S1 |
0.8001 |
0.8001 |
0.8015 |
0.8007 |
| S2 |
0.7983 |
0.7983 |
0.8013 |
|
| S3 |
0.7953 |
0.7971 |
0.8010 |
|
| S4 |
0.7923 |
0.7941 |
0.8002 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8349 |
0.8306 |
0.8085 |
|
| R3 |
0.8227 |
0.8184 |
0.8052 |
|
| R2 |
0.8105 |
0.8105 |
0.8040 |
|
| R1 |
0.8062 |
0.8062 |
0.8029 |
0.8083 |
| PP |
0.7983 |
0.7983 |
0.7983 |
0.7994 |
| S1 |
0.7940 |
0.7940 |
0.8007 |
0.7961 |
| S2 |
0.7861 |
0.7861 |
0.7996 |
|
| S3 |
0.7739 |
0.7818 |
0.7984 |
|
| S4 |
0.7617 |
0.7696 |
0.7951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8027 |
0.7905 |
0.0122 |
1.5% |
0.0065 |
0.8% |
93% |
False |
False |
236 |
| 10 |
0.8027 |
0.7905 |
0.0122 |
1.5% |
0.0055 |
0.7% |
93% |
False |
False |
149 |
| 20 |
0.8027 |
0.7905 |
0.0122 |
1.5% |
0.0049 |
0.6% |
93% |
False |
False |
109 |
| 40 |
0.8087 |
0.7843 |
0.0244 |
3.0% |
0.0051 |
0.6% |
72% |
False |
False |
97 |
| 60 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0049 |
0.6% |
79% |
False |
False |
73 |
| 80 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0048 |
0.6% |
79% |
False |
False |
64 |
| 100 |
0.8087 |
0.7698 |
0.0389 |
4.8% |
0.0045 |
0.6% |
82% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8154 |
|
2.618 |
0.8105 |
|
1.618 |
0.8075 |
|
1.000 |
0.8056 |
|
0.618 |
0.8045 |
|
HIGH |
0.8026 |
|
0.618 |
0.8015 |
|
0.500 |
0.8011 |
|
0.382 |
0.8007 |
|
LOW |
0.7996 |
|
0.618 |
0.7977 |
|
1.000 |
0.7966 |
|
1.618 |
0.7947 |
|
2.618 |
0.7917 |
|
4.250 |
0.7869 |
|
|
| Fisher Pivots for day following 23-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8016 |
0.8001 |
| PP |
0.8013 |
0.7983 |
| S1 |
0.8011 |
0.7966 |
|