CME Canadian Dollar Future June 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 |
0.8242 |
0.8220 |
-0.0022 |
-0.3% |
0.8244 |
| High |
0.8263 |
0.8278 |
0.0016 |
0.2% |
0.8302 |
| Low |
0.8195 |
0.8211 |
0.0016 |
0.2% |
0.8195 |
| Close |
0.8219 |
0.8256 |
0.0037 |
0.5% |
0.8256 |
| Range |
0.0068 |
0.0067 |
-0.0001 |
-0.7% |
0.0107 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.9% |
0.0000 |
| Volume |
97,454 |
62,355 |
-35,099 |
-36.0% |
393,408 |
|
| Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8449 |
0.8419 |
0.8292 |
|
| R3 |
0.8382 |
0.8352 |
0.8274 |
|
| R2 |
0.8315 |
0.8315 |
0.8268 |
|
| R1 |
0.8285 |
0.8285 |
0.8262 |
0.8300 |
| PP |
0.8248 |
0.8248 |
0.8248 |
0.8256 |
| S1 |
0.8218 |
0.8218 |
0.8249 |
0.8233 |
| S2 |
0.8181 |
0.8181 |
0.8243 |
|
| S3 |
0.8114 |
0.8151 |
0.8237 |
|
| S4 |
0.8047 |
0.8084 |
0.8219 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8570 |
0.8519 |
0.8314 |
|
| R3 |
0.8464 |
0.8413 |
0.8285 |
|
| R2 |
0.8357 |
0.8357 |
0.8275 |
|
| R1 |
0.8306 |
0.8306 |
0.8265 |
0.8332 |
| PP |
0.8251 |
0.8251 |
0.8251 |
0.8263 |
| S1 |
0.8200 |
0.8200 |
0.8246 |
0.8225 |
| S2 |
0.8144 |
0.8144 |
0.8236 |
|
| S3 |
0.8038 |
0.8093 |
0.8226 |
|
| S4 |
0.7931 |
0.7987 |
0.8197 |
|
|
| 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% |
0.0053 |
0.6% |
57% |
False |
False |
78,681 |
| 10 |
0.8302 |
0.8096 |
0.0206 |
2.5% |
0.0054 |
0.6% |
78% |
False |
False |
75,720 |
| 20 |
0.8302 |
0.7904 |
0.0398 |
4.8% |
0.0055 |
0.7% |
88% |
False |
False |
78,450 |
| 40 |
0.8302 |
0.7904 |
0.0398 |
4.8% |
0.0051 |
0.6% |
88% |
False |
False |
70,832 |
| 60 |
0.8302 |
0.7842 |
0.0460 |
5.6% |
0.0055 |
0.7% |
90% |
False |
False |
58,278 |
| 80 |
0.8302 |
0.7766 |
0.0536 |
6.5% |
0.0053 |
0.6% |
91% |
False |
False |
43,768 |
| 100 |
0.8302 |
0.7723 |
0.0579 |
7.0% |
0.0053 |
0.6% |
92% |
False |
False |
35,045 |
| 120 |
0.8302 |
0.7633 |
0.0669 |
8.1% |
0.0051 |
0.6% |
93% |
False |
False |
29,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8563 |
|
2.618 |
0.8453 |
|
1.618 |
0.8386 |
|
1.000 |
0.8345 |
|
0.618 |
0.8319 |
|
HIGH |
0.8278 |
|
0.618 |
0.8252 |
|
0.500 |
0.8245 |
|
0.382 |
0.8237 |
|
LOW |
0.8211 |
|
0.618 |
0.8170 |
|
1.000 |
0.8144 |
|
1.618 |
0.8103 |
|
2.618 |
0.8036 |
|
4.250 |
0.7926 |
|
|
| Fisher Pivots for day following 14-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8252 |
0.8253 |
| PP |
0.8248 |
0.8251 |
| S1 |
0.8245 |
0.8248 |
|