CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 29-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2021 |
29-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8063 |
0.8127 |
0.0065 |
0.8% |
0.7986 |
| High |
0.8124 |
0.8147 |
0.0023 |
0.3% |
0.8027 |
| Low |
0.8055 |
0.8118 |
0.0063 |
0.8% |
0.7905 |
| Close |
0.8121 |
0.8145 |
0.0024 |
0.3% |
0.8018 |
| Range |
0.0069 |
0.0030 |
-0.0040 |
-57.2% |
0.0122 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
184 |
226 |
42 |
22.8% |
1,180 |
|
| Daily Pivots for day following 29-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8225 |
0.8214 |
0.8161 |
|
| R3 |
0.8195 |
0.8185 |
0.8153 |
|
| R2 |
0.8166 |
0.8166 |
0.8150 |
|
| R1 |
0.8155 |
0.8155 |
0.8147 |
0.8161 |
| PP |
0.8136 |
0.8136 |
0.8136 |
0.8139 |
| S1 |
0.8126 |
0.8126 |
0.8142 |
0.8131 |
| S2 |
0.8107 |
0.8107 |
0.8139 |
|
| S3 |
0.8077 |
0.8096 |
0.8136 |
|
| S4 |
0.8048 |
0.8067 |
0.8128 |
|
|
| 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 |
0.8147 |
0.7996 |
0.0151 |
1.9% |
0.0043 |
0.5% |
98% |
True |
False |
177 |
| 10 |
0.8147 |
0.7905 |
0.0243 |
3.0% |
0.0055 |
0.7% |
99% |
True |
False |
210 |
| 20 |
0.8147 |
0.7905 |
0.0243 |
3.0% |
0.0050 |
0.6% |
99% |
True |
False |
142 |
| 40 |
0.8147 |
0.7853 |
0.0294 |
3.6% |
0.0050 |
0.6% |
99% |
True |
False |
108 |
| 60 |
0.8147 |
0.7789 |
0.0358 |
4.4% |
0.0048 |
0.6% |
99% |
True |
False |
85 |
| 80 |
0.8147 |
0.7767 |
0.0381 |
4.7% |
0.0048 |
0.6% |
99% |
True |
False |
73 |
| 100 |
0.8147 |
0.7729 |
0.0418 |
5.1% |
0.0046 |
0.6% |
99% |
True |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8272 |
|
2.618 |
0.8224 |
|
1.618 |
0.8195 |
|
1.000 |
0.8177 |
|
0.618 |
0.8165 |
|
HIGH |
0.8147 |
|
0.618 |
0.8136 |
|
0.500 |
0.8132 |
|
0.382 |
0.8129 |
|
LOW |
0.8118 |
|
0.618 |
0.8099 |
|
1.000 |
0.8088 |
|
1.618 |
0.8070 |
|
2.618 |
0.8040 |
|
4.250 |
0.7992 |
|
|
| Fisher Pivots for day following 29-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8140 |
0.8130 |
| PP |
0.8136 |
0.8116 |
| S1 |
0.8132 |
0.8101 |
|