CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 11-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.8244 |
0.8262 |
0.0018 |
0.2% |
0.8141 |
High |
0.8280 |
0.8280 |
0.0001 |
0.0% |
0.8248 |
Low |
0.8244 |
0.8247 |
0.0004 |
0.0% |
0.8096 |
Close |
0.8266 |
0.8272 |
0.0006 |
0.1% |
0.8237 |
Range |
0.0036 |
0.0033 |
-0.0003 |
-8.3% |
0.0153 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
68,273 |
76,577 |
8,304 |
12.2% |
363,801 |
|
Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8365 |
0.8351 |
0.8290 |
|
R3 |
0.8332 |
0.8318 |
0.8281 |
|
R2 |
0.8299 |
0.8299 |
0.8278 |
|
R1 |
0.8285 |
0.8285 |
0.8275 |
0.8292 |
PP |
0.8266 |
0.8266 |
0.8266 |
0.8270 |
S1 |
0.8252 |
0.8252 |
0.8268 |
0.8259 |
S2 |
0.8233 |
0.8233 |
0.8265 |
|
S3 |
0.8200 |
0.8219 |
0.8262 |
|
S4 |
0.8167 |
0.8186 |
0.8253 |
|
|
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 |
0.8125 |
0.0155 |
1.9% |
0.0051 |
0.6% |
95% |
True |
False |
71,292 |
10 |
0.8280 |
0.8054 |
0.0227 |
2.7% |
0.0048 |
0.6% |
96% |
True |
False |
77,967 |
20 |
0.8280 |
0.7904 |
0.0377 |
4.6% |
0.0052 |
0.6% |
98% |
True |
False |
75,783 |
40 |
0.8280 |
0.7904 |
0.0377 |
4.6% |
0.0051 |
0.6% |
98% |
True |
False |
70,428 |
60 |
0.8280 |
0.7842 |
0.0438 |
5.3% |
0.0054 |
0.6% |
98% |
True |
False |
54,154 |
80 |
0.8280 |
0.7766 |
0.0515 |
6.2% |
0.0053 |
0.6% |
98% |
True |
False |
40,676 |
100 |
0.8280 |
0.7723 |
0.0557 |
6.7% |
0.0053 |
0.6% |
98% |
True |
False |
32,560 |
120 |
0.8280 |
0.7626 |
0.0655 |
7.9% |
0.0051 |
0.6% |
99% |
True |
False |
27,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8420 |
2.618 |
0.8366 |
1.618 |
0.8333 |
1.000 |
0.8313 |
0.618 |
0.8300 |
HIGH |
0.8280 |
0.618 |
0.8267 |
0.500 |
0.8264 |
0.382 |
0.8260 |
LOW |
0.8247 |
0.618 |
0.8227 |
1.000 |
0.8214 |
1.618 |
0.8194 |
2.618 |
0.8161 |
4.250 |
0.8107 |
|
|
Fisher Pivots for day following 11-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8269 |
0.8261 |
PP |
0.8266 |
0.8251 |
S1 |
0.8264 |
0.8241 |
|