CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 07-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2021 |
07-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8154 |
0.8224 |
0.0070 |
0.9% |
0.8143 |
| High |
0.8237 |
0.8249 |
0.0012 |
0.1% |
0.8249 |
| Low |
0.8139 |
0.8203 |
0.0064 |
0.8% |
0.8097 |
| Close |
0.8209 |
0.8238 |
0.0029 |
0.3% |
0.8238 |
| Range |
0.0098 |
0.0046 |
-0.0052 |
-53.1% |
0.0152 |
| ATR |
0.0052 |
0.0051 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
657 |
657 |
0 |
0.0% |
2,614 |
|
| Daily Pivots for day following 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8368 |
0.8349 |
0.8263 |
|
| R3 |
0.8322 |
0.8303 |
0.8250 |
|
| R2 |
0.8276 |
0.8276 |
0.8246 |
|
| R1 |
0.8257 |
0.8257 |
0.8242 |
0.8266 |
| PP |
0.8230 |
0.8230 |
0.8230 |
0.8234 |
| S1 |
0.8211 |
0.8211 |
0.8233 |
0.8220 |
| S2 |
0.8184 |
0.8184 |
0.8229 |
|
| S3 |
0.8138 |
0.8165 |
0.8225 |
|
| S4 |
0.8092 |
0.8119 |
0.8212 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8649 |
0.8595 |
0.8321 |
|
| R3 |
0.8497 |
0.8443 |
0.8279 |
|
| R2 |
0.8346 |
0.8346 |
0.8265 |
|
| R1 |
0.8292 |
0.8292 |
0.8251 |
0.8319 |
| PP |
0.8194 |
0.8194 |
0.8194 |
0.8208 |
| S1 |
0.8140 |
0.8140 |
0.8224 |
0.8167 |
| S2 |
0.8043 |
0.8043 |
0.8210 |
|
| S3 |
0.7891 |
0.7989 |
0.8196 |
|
| S4 |
0.7740 |
0.7837 |
0.8154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8249 |
0.8097 |
0.0152 |
1.8% |
0.0053 |
0.6% |
93% |
True |
False |
522 |
| 10 |
0.8249 |
0.8009 |
0.0240 |
2.9% |
0.0048 |
0.6% |
95% |
True |
False |
388 |
| 20 |
0.8249 |
0.7905 |
0.0344 |
4.2% |
0.0052 |
0.6% |
97% |
True |
False |
269 |
| 40 |
0.8249 |
0.7905 |
0.0344 |
4.2% |
0.0050 |
0.6% |
97% |
True |
False |
171 |
| 60 |
0.8249 |
0.7837 |
0.0412 |
5.0% |
0.0050 |
0.6% |
97% |
True |
False |
133 |
| 80 |
0.8249 |
0.7767 |
0.0482 |
5.9% |
0.0049 |
0.6% |
98% |
True |
False |
109 |
| 100 |
0.8249 |
0.7729 |
0.0520 |
6.3% |
0.0046 |
0.6% |
98% |
True |
False |
91 |
| 120 |
0.8249 |
0.7600 |
0.0649 |
7.9% |
0.0044 |
0.5% |
98% |
True |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8444 |
|
2.618 |
0.8369 |
|
1.618 |
0.8323 |
|
1.000 |
0.8295 |
|
0.618 |
0.8277 |
|
HIGH |
0.8249 |
|
0.618 |
0.8231 |
|
0.500 |
0.8226 |
|
0.382 |
0.8220 |
|
LOW |
0.8203 |
|
0.618 |
0.8174 |
|
1.000 |
0.8157 |
|
1.618 |
0.8128 |
|
2.618 |
0.8082 |
|
4.250 |
0.8007 |
|
|
| Fisher Pivots for day following 07-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8234 |
0.8221 |
| PP |
0.8230 |
0.8204 |
| S1 |
0.8226 |
0.8187 |
|