CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 17-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8220 |
0.8260 |
0.0041 |
0.5% |
0.8244 |
| High |
0.8278 |
0.8292 |
0.0014 |
0.2% |
0.8302 |
| Low |
0.8211 |
0.8240 |
0.0029 |
0.3% |
0.8195 |
| Close |
0.8256 |
0.8291 |
0.0036 |
0.4% |
0.8256 |
| Range |
0.0067 |
0.0052 |
-0.0015 |
-22.4% |
0.0107 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
62,355 |
53,097 |
-9,258 |
-14.8% |
393,408 |
|
| Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8430 |
0.8413 |
0.8320 |
|
| R3 |
0.8378 |
0.8361 |
0.8305 |
|
| R2 |
0.8326 |
0.8326 |
0.8301 |
|
| R1 |
0.8309 |
0.8309 |
0.8296 |
0.8317 |
| PP |
0.8274 |
0.8274 |
0.8274 |
0.8278 |
| S1 |
0.8257 |
0.8257 |
0.8286 |
0.8265 |
| S2 |
0.8222 |
0.8222 |
0.8281 |
|
| S3 |
0.8170 |
0.8205 |
0.8277 |
|
| S4 |
0.8118 |
0.8153 |
0.8262 |
|
|
| 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% |
0.0057 |
0.7% |
90% |
False |
False |
75,646 |
| 10 |
0.8302 |
0.8096 |
0.0206 |
2.5% |
0.0055 |
0.7% |
95% |
False |
False |
74,497 |
| 20 |
0.8302 |
0.7904 |
0.0398 |
4.8% |
0.0055 |
0.7% |
97% |
False |
False |
77,815 |
| 40 |
0.8302 |
0.7904 |
0.0398 |
4.8% |
0.0051 |
0.6% |
97% |
False |
False |
70,303 |
| 60 |
0.8302 |
0.7842 |
0.0460 |
5.5% |
0.0054 |
0.7% |
98% |
False |
False |
59,158 |
| 80 |
0.8302 |
0.7766 |
0.0536 |
6.5% |
0.0053 |
0.6% |
98% |
False |
False |
44,426 |
| 100 |
0.8302 |
0.7740 |
0.0562 |
6.8% |
0.0053 |
0.6% |
98% |
False |
False |
35,574 |
| 120 |
0.8302 |
0.7633 |
0.0669 |
8.1% |
0.0052 |
0.6% |
98% |
False |
False |
29,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8513 |
|
2.618 |
0.8428 |
|
1.618 |
0.8376 |
|
1.000 |
0.8344 |
|
0.618 |
0.8324 |
|
HIGH |
0.8292 |
|
0.618 |
0.8272 |
|
0.500 |
0.8266 |
|
0.382 |
0.8259 |
|
LOW |
0.8240 |
|
0.618 |
0.8207 |
|
1.000 |
0.8188 |
|
1.618 |
0.8155 |
|
2.618 |
0.8103 |
|
4.250 |
0.8019 |
|
|
| Fisher Pivots for day following 17-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8283 |
0.8275 |
| PP |
0.8274 |
0.8259 |
| S1 |
0.8266 |
0.8243 |
|