CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 14-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8248 |
0.8221 |
-0.0028 |
-0.3% |
0.8252 |
| High |
0.8262 |
0.8277 |
0.0015 |
0.2% |
0.8302 |
| Low |
0.8194 |
0.8212 |
0.0018 |
0.2% |
0.8194 |
| Close |
0.8219 |
0.8256 |
0.0037 |
0.5% |
0.8256 |
| Range |
0.0069 |
0.0066 |
-0.0003 |
-4.4% |
0.0108 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.0% |
0.0000 |
| Volume |
1,791 |
922 |
-869 |
-48.5% |
4,227 |
|
| Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8445 |
0.8416 |
0.8292 |
|
| R3 |
0.8379 |
0.8350 |
0.8274 |
|
| R2 |
0.8314 |
0.8314 |
0.8268 |
|
| R1 |
0.8285 |
0.8285 |
0.8262 |
0.8299 |
| PP |
0.8248 |
0.8248 |
0.8248 |
0.8255 |
| S1 |
0.8219 |
0.8219 |
0.8249 |
0.8234 |
| S2 |
0.8183 |
0.8183 |
0.8243 |
|
| S3 |
0.8117 |
0.8154 |
0.8237 |
|
| S4 |
0.8052 |
0.8088 |
0.8219 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8574 |
0.8523 |
0.8315 |
|
| R3 |
0.8466 |
0.8415 |
0.8285 |
|
| R2 |
0.8358 |
0.8358 |
0.8275 |
|
| R1 |
0.8307 |
0.8307 |
0.8265 |
0.8333 |
| PP |
0.8250 |
0.8250 |
0.8250 |
0.8263 |
| S1 |
0.8199 |
0.8199 |
0.8246 |
0.8225 |
| S2 |
0.8142 |
0.8142 |
0.8236 |
|
| S3 |
0.8034 |
0.8091 |
0.8226 |
|
| S4 |
0.7926 |
0.7983 |
0.8196 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8302 |
0.8194 |
0.0108 |
1.3% |
0.0052 |
0.6% |
57% |
False |
False |
845 |
| 10 |
0.8302 |
0.8097 |
0.0205 |
2.5% |
0.0052 |
0.6% |
78% |
False |
False |
684 |
| 20 |
0.8302 |
0.7905 |
0.0397 |
4.8% |
0.0053 |
0.6% |
88% |
False |
False |
464 |
| 40 |
0.8302 |
0.7905 |
0.0397 |
4.8% |
0.0049 |
0.6% |
88% |
False |
False |
266 |
| 60 |
0.8302 |
0.7843 |
0.0459 |
5.6% |
0.0051 |
0.6% |
90% |
False |
False |
202 |
| 80 |
0.8302 |
0.7767 |
0.0535 |
6.5% |
0.0049 |
0.6% |
91% |
False |
False |
160 |
| 100 |
0.8302 |
0.7729 |
0.0573 |
6.9% |
0.0048 |
0.6% |
92% |
False |
False |
132 |
| 120 |
0.8302 |
0.7639 |
0.0663 |
8.0% |
0.0045 |
0.5% |
93% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8555 |
|
2.618 |
0.8448 |
|
1.618 |
0.8383 |
|
1.000 |
0.8343 |
|
0.618 |
0.8317 |
|
HIGH |
0.8277 |
|
0.618 |
0.8252 |
|
0.500 |
0.8244 |
|
0.382 |
0.8237 |
|
LOW |
0.8212 |
|
0.618 |
0.8171 |
|
1.000 |
0.8146 |
|
1.618 |
0.8106 |
|
2.618 |
0.8040 |
|
4.250 |
0.7933 |
|
|
| Fisher Pivots for day following 14-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8252 |
0.8253 |
| PP |
0.8248 |
0.8250 |
| S1 |
0.8244 |
0.8248 |
|