CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8250 |
0.8287 |
0.0037 |
0.4% |
0.8283 |
| High |
0.8293 |
0.8288 |
-0.0005 |
-0.1% |
0.8313 |
| Low |
0.8236 |
0.8250 |
0.0015 |
0.2% |
0.8236 |
| Close |
0.8288 |
0.8274 |
-0.0014 |
-0.2% |
0.8274 |
| Range |
0.0058 |
0.0038 |
-0.0020 |
-33.9% |
0.0077 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
1,589 |
1,812 |
223 |
14.0% |
6,076 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8385 |
0.8367 |
0.8294 |
|
| R3 |
0.8347 |
0.8329 |
0.8284 |
|
| R2 |
0.8309 |
0.8309 |
0.8280 |
|
| R1 |
0.8291 |
0.8291 |
0.8277 |
0.8281 |
| PP |
0.8271 |
0.8271 |
0.8271 |
0.8265 |
| S1 |
0.8253 |
0.8253 |
0.8270 |
0.8243 |
| S2 |
0.8233 |
0.8233 |
0.8267 |
|
| S3 |
0.8195 |
0.8215 |
0.8263 |
|
| S4 |
0.8157 |
0.8177 |
0.8253 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8505 |
0.8466 |
0.8316 |
|
| R3 |
0.8428 |
0.8389 |
0.8295 |
|
| R2 |
0.8351 |
0.8351 |
0.8288 |
|
| R1 |
0.8312 |
0.8312 |
0.8281 |
0.8293 |
| PP |
0.8274 |
0.8274 |
0.8274 |
0.8264 |
| S1 |
0.8235 |
0.8235 |
0.8266 |
0.8216 |
| S2 |
0.8197 |
0.8197 |
0.8259 |
|
| S3 |
0.8120 |
0.8158 |
0.8252 |
|
| S4 |
0.8043 |
0.8081 |
0.8231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8313 |
0.8236 |
0.0077 |
0.9% |
0.0043 |
0.5% |
49% |
False |
False |
1,215 |
| 10 |
0.8324 |
0.8235 |
0.0089 |
1.1% |
0.0048 |
0.6% |
44% |
False |
False |
763 |
| 20 |
0.8324 |
0.8097 |
0.0227 |
2.7% |
0.0050 |
0.6% |
78% |
False |
False |
723 |
| 40 |
0.8324 |
0.7905 |
0.0419 |
5.1% |
0.0050 |
0.6% |
88% |
False |
False |
438 |
| 60 |
0.8324 |
0.7853 |
0.0471 |
5.7% |
0.0049 |
0.6% |
89% |
False |
False |
318 |
| 80 |
0.8324 |
0.7789 |
0.0535 |
6.5% |
0.0049 |
0.6% |
91% |
False |
False |
249 |
| 100 |
0.8324 |
0.7767 |
0.0557 |
6.7% |
0.0048 |
0.6% |
91% |
False |
False |
207 |
| 120 |
0.8324 |
0.7729 |
0.0595 |
7.2% |
0.0046 |
0.6% |
92% |
False |
False |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8450 |
|
2.618 |
0.8387 |
|
1.618 |
0.8349 |
|
1.000 |
0.8326 |
|
0.618 |
0.8311 |
|
HIGH |
0.8288 |
|
0.618 |
0.8273 |
|
0.500 |
0.8269 |
|
0.382 |
0.8265 |
|
LOW |
0.8250 |
|
0.618 |
0.8227 |
|
1.000 |
0.8212 |
|
1.618 |
0.8189 |
|
2.618 |
0.8151 |
|
4.250 |
0.8089 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8272 |
0.8272 |
| PP |
0.8271 |
0.8271 |
| S1 |
0.8269 |
0.8269 |
|