CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 10-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2021 |
10-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8225 |
0.8244 |
0.0019 |
0.2% |
0.8141 |
| High |
0.8248 |
0.8280 |
0.0032 |
0.4% |
0.8248 |
| Low |
0.8201 |
0.8244 |
0.0043 |
0.5% |
0.8096 |
| Close |
0.8237 |
0.8266 |
0.0029 |
0.4% |
0.8237 |
| Range |
0.0047 |
0.0036 |
-0.0011 |
-23.4% |
0.0153 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
80,016 |
68,273 |
-11,743 |
-14.7% |
363,801 |
|
| Daily Pivots for day following 10-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8371 |
0.8355 |
0.8286 |
|
| R3 |
0.8335 |
0.8319 |
0.8276 |
|
| R2 |
0.8299 |
0.8299 |
0.8273 |
|
| R1 |
0.8283 |
0.8283 |
0.8269 |
0.8291 |
| PP |
0.8263 |
0.8263 |
0.8263 |
0.8267 |
| S1 |
0.8247 |
0.8247 |
0.8263 |
0.8255 |
| S2 |
0.8227 |
0.8227 |
0.8259 |
|
| S3 |
0.8191 |
0.8211 |
0.8256 |
|
| S4 |
0.8155 |
0.8175 |
0.8246 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8651 |
0.8597 |
0.8321 |
|
| R3 |
0.8499 |
0.8444 |
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 |
0.8207 |
| S1 |
0.8139 |
0.8139 |
0.8223 |
0.8166 |
| S2 |
0.8041 |
0.8041 |
0.8209 |
|
| S3 |
0.7889 |
0.7987 |
0.8195 |
|
| S4 |
0.7736 |
0.7834 |
0.8153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8280 |
0.8096 |
0.0184 |
2.2% |
0.0054 |
0.7% |
93% |
True |
False |
73,347 |
| 10 |
0.8280 |
0.8053 |
0.0227 |
2.7% |
0.0046 |
0.6% |
94% |
True |
False |
75,837 |
| 20 |
0.8280 |
0.7904 |
0.0376 |
4.5% |
0.0054 |
0.7% |
96% |
True |
False |
75,579 |
| 40 |
0.8280 |
0.7904 |
0.0376 |
4.5% |
0.0051 |
0.6% |
96% |
True |
False |
70,166 |
| 60 |
0.8280 |
0.7836 |
0.0444 |
5.4% |
0.0054 |
0.7% |
97% |
True |
False |
52,881 |
| 80 |
0.8280 |
0.7766 |
0.0514 |
6.2% |
0.0053 |
0.6% |
97% |
True |
False |
39,721 |
| 100 |
0.8280 |
0.7723 |
0.0557 |
6.7% |
0.0053 |
0.6% |
98% |
True |
False |
31,795 |
| 120 |
0.8280 |
0.7626 |
0.0654 |
7.9% |
0.0051 |
0.6% |
98% |
True |
False |
26,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8433 |
|
2.618 |
0.8374 |
|
1.618 |
0.8338 |
|
1.000 |
0.8316 |
|
0.618 |
0.8302 |
|
HIGH |
0.8280 |
|
0.618 |
0.8266 |
|
0.500 |
0.8262 |
|
0.382 |
0.8257 |
|
LOW |
0.8244 |
|
0.618 |
0.8221 |
|
1.000 |
0.8208 |
|
1.618 |
0.8185 |
|
2.618 |
0.8149 |
|
4.250 |
0.8091 |
|
|
| Fisher Pivots for day following 10-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8265 |
0.8247 |
| PP |
0.8263 |
0.8228 |
| S1 |
0.8262 |
0.8209 |
|