CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 13-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2021 |
13-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.8267 |
0.8242 |
-0.0026 |
-0.3% |
0.8141 |
High |
0.8302 |
0.8263 |
-0.0039 |
-0.5% |
0.8248 |
Low |
0.8239 |
0.8195 |
-0.0044 |
-0.5% |
0.8096 |
Close |
0.8261 |
0.8219 |
-0.0042 |
-0.5% |
0.8237 |
Range |
0.0063 |
0.0068 |
0.0005 |
7.1% |
0.0153 |
ATR |
0.0052 |
0.0053 |
0.0001 |
2.2% |
0.0000 |
Volume |
88,749 |
97,454 |
8,705 |
9.8% |
363,801 |
|
Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8428 |
0.8391 |
0.8256 |
|
R3 |
0.8360 |
0.8323 |
0.8237 |
|
R2 |
0.8293 |
0.8293 |
0.8231 |
|
R1 |
0.8256 |
0.8256 |
0.8225 |
0.8241 |
PP |
0.8225 |
0.8225 |
0.8225 |
0.8218 |
S1 |
0.8188 |
0.8188 |
0.8212 |
0.8173 |
S2 |
0.8158 |
0.8158 |
0.8206 |
|
S3 |
0.8090 |
0.8121 |
0.8200 |
|
S4 |
0.8023 |
0.8053 |
0.8181 |
|
|
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 |
0.8302 |
0.8195 |
0.0107 |
1.3% |
0.0049 |
0.6% |
22% |
False |
True |
82,213 |
10 |
0.8302 |
0.8096 |
0.0206 |
2.5% |
0.0051 |
0.6% |
60% |
False |
False |
79,674 |
20 |
0.8302 |
0.7904 |
0.0398 |
4.8% |
0.0054 |
0.7% |
79% |
False |
False |
78,156 |
40 |
0.8302 |
0.7904 |
0.0398 |
4.8% |
0.0052 |
0.6% |
79% |
False |
False |
71,757 |
60 |
0.8302 |
0.7842 |
0.0460 |
5.6% |
0.0054 |
0.7% |
82% |
False |
False |
57,242 |
80 |
0.8302 |
0.7766 |
0.0536 |
6.5% |
0.0053 |
0.6% |
85% |
False |
False |
42,994 |
100 |
0.8302 |
0.7723 |
0.0579 |
7.0% |
0.0053 |
0.6% |
86% |
False |
False |
34,422 |
120 |
0.8302 |
0.7626 |
0.0676 |
8.2% |
0.0051 |
0.6% |
88% |
False |
False |
28,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8549 |
2.618 |
0.8439 |
1.618 |
0.8372 |
1.000 |
0.8330 |
0.618 |
0.8304 |
HIGH |
0.8263 |
0.618 |
0.8237 |
0.500 |
0.8229 |
0.382 |
0.8221 |
LOW |
0.8195 |
0.618 |
0.8153 |
1.000 |
0.8128 |
1.618 |
0.8086 |
2.618 |
0.8018 |
4.250 |
0.7908 |
|
|
Fisher Pivots for day following 13-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8229 |
0.8248 |
PP |
0.8225 |
0.8238 |
S1 |
0.8222 |
0.8228 |
|