CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 27-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2021 |
27-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8025 |
0.8069 |
0.0044 |
0.5% |
0.7986 |
| High |
0.8076 |
0.8073 |
-0.0003 |
0.0% |
0.8027 |
| Low |
0.8009 |
0.8055 |
0.0047 |
0.6% |
0.7905 |
| Close |
0.8067 |
0.8062 |
-0.0005 |
-0.1% |
0.8018 |
| Range |
0.0068 |
0.0018 |
-0.0050 |
-73.3% |
0.0122 |
| ATR |
0.0054 |
0.0051 |
-0.0003 |
-4.8% |
0.0000 |
| Volume |
367 |
46 |
-321 |
-87.5% |
1,180 |
|
| Daily Pivots for day following 27-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8117 |
0.8108 |
0.8072 |
|
| R3 |
0.8099 |
0.8090 |
0.8067 |
|
| R2 |
0.8081 |
0.8081 |
0.8065 |
|
| R1 |
0.8072 |
0.8072 |
0.8064 |
0.8068 |
| PP |
0.8063 |
0.8063 |
0.8063 |
0.8061 |
| S1 |
0.8054 |
0.8054 |
0.8060 |
0.8050 |
| S2 |
0.8045 |
0.8045 |
0.8059 |
|
| S3 |
0.8027 |
0.8036 |
0.8057 |
|
| S4 |
0.8009 |
0.8018 |
0.8052 |
|
|
| 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 |
0.8076 |
0.7905 |
0.0172 |
2.1% |
0.0055 |
0.7% |
92% |
False |
False |
171 |
| 10 |
0.8076 |
0.7905 |
0.0172 |
2.1% |
0.0055 |
0.7% |
92% |
False |
False |
179 |
| 20 |
0.8076 |
0.7905 |
0.0172 |
2.1% |
0.0050 |
0.6% |
92% |
False |
False |
127 |
| 40 |
0.8087 |
0.7853 |
0.0234 |
2.9% |
0.0050 |
0.6% |
90% |
False |
False |
102 |
| 60 |
0.8087 |
0.7774 |
0.0313 |
3.9% |
0.0048 |
0.6% |
92% |
False |
False |
79 |
| 80 |
0.8087 |
0.7767 |
0.0320 |
4.0% |
0.0048 |
0.6% |
92% |
False |
False |
68 |
| 100 |
0.8087 |
0.7729 |
0.0358 |
4.4% |
0.0045 |
0.6% |
93% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8150 |
|
2.618 |
0.8120 |
|
1.618 |
0.8102 |
|
1.000 |
0.8091 |
|
0.618 |
0.8084 |
|
HIGH |
0.8073 |
|
0.618 |
0.8066 |
|
0.500 |
0.8064 |
|
0.382 |
0.8062 |
|
LOW |
0.8055 |
|
0.618 |
0.8044 |
|
1.000 |
0.8037 |
|
1.618 |
0.8026 |
|
2.618 |
0.8008 |
|
4.250 |
0.7979 |
|
|
| Fisher Pivots for day following 27-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8064 |
0.8053 |
| PP |
0.8063 |
0.8045 |
| S1 |
0.8063 |
0.8036 |
|