CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 12-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8269 |
0.8264 |
-0.0005 |
-0.1% |
0.8143 |
| High |
0.8280 |
0.8302 |
0.0022 |
0.3% |
0.8249 |
| Low |
0.8249 |
0.8240 |
-0.0009 |
-0.1% |
0.8097 |
| Close |
0.8272 |
0.8261 |
-0.0011 |
-0.1% |
0.8238 |
| Range |
0.0032 |
0.0062 |
0.0030 |
95.2% |
0.0152 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.8% |
0.0000 |
| Volume |
355 |
338 |
-17 |
-4.8% |
2,614 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8452 |
0.8418 |
0.8295 |
|
| R3 |
0.8391 |
0.8357 |
0.8278 |
|
| R2 |
0.8329 |
0.8329 |
0.8272 |
|
| R1 |
0.8295 |
0.8295 |
0.8267 |
0.8281 |
| PP |
0.8268 |
0.8268 |
0.8268 |
0.8261 |
| S1 |
0.8234 |
0.8234 |
0.8255 |
0.8220 |
| S2 |
0.8206 |
0.8206 |
0.8250 |
|
| S3 |
0.8145 |
0.8172 |
0.8244 |
|
| S4 |
0.8083 |
0.8111 |
0.8227 |
|
|
| 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 |
0.8302 |
0.8139 |
0.0163 |
2.0% |
0.0054 |
0.7% |
75% |
True |
False |
565 |
| 10 |
0.8302 |
0.8097 |
0.0205 |
2.5% |
0.0045 |
0.6% |
80% |
True |
False |
480 |
| 20 |
0.8302 |
0.7905 |
0.0397 |
4.8% |
0.0051 |
0.6% |
90% |
True |
False |
335 |
| 40 |
0.8302 |
0.7905 |
0.0397 |
4.8% |
0.0049 |
0.6% |
90% |
True |
False |
202 |
| 60 |
0.8302 |
0.7843 |
0.0459 |
5.6% |
0.0050 |
0.6% |
91% |
True |
False |
157 |
| 80 |
0.8302 |
0.7767 |
0.0535 |
6.5% |
0.0049 |
0.6% |
92% |
True |
False |
127 |
| 100 |
0.8302 |
0.7729 |
0.0573 |
6.9% |
0.0047 |
0.6% |
93% |
True |
False |
106 |
| 120 |
0.8302 |
0.7631 |
0.0671 |
8.1% |
0.0044 |
0.5% |
94% |
True |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8563 |
|
2.618 |
0.8463 |
|
1.618 |
0.8401 |
|
1.000 |
0.8363 |
|
0.618 |
0.8340 |
|
HIGH |
0.8302 |
|
0.618 |
0.8278 |
|
0.500 |
0.8271 |
|
0.382 |
0.8263 |
|
LOW |
0.8240 |
|
0.618 |
0.8202 |
|
1.000 |
0.8179 |
|
1.618 |
0.8140 |
|
2.618 |
0.8079 |
|
4.250 |
0.7979 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8271 |
0.8271 |
| PP |
0.8268 |
0.8268 |
| S1 |
0.8264 |
0.8264 |
|