CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 18-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8260 |
0.8285 |
0.0025 |
0.3% |
0.8244 |
| High |
0.8292 |
0.8325 |
0.0033 |
0.4% |
0.8302 |
| Low |
0.8240 |
0.8277 |
0.0038 |
0.5% |
0.8195 |
| Close |
0.8291 |
0.8293 |
0.0002 |
0.0% |
0.8256 |
| Range |
0.0052 |
0.0048 |
-0.0005 |
-8.7% |
0.0107 |
| ATR |
0.0054 |
0.0053 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
53,097 |
65,089 |
11,992 |
22.6% |
393,408 |
|
| Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8441 |
0.8414 |
0.8319 |
|
| R3 |
0.8393 |
0.8367 |
0.8306 |
|
| R2 |
0.8346 |
0.8346 |
0.8302 |
|
| R1 |
0.8319 |
0.8319 |
0.8297 |
0.8333 |
| PP |
0.8298 |
0.8298 |
0.8298 |
0.8305 |
| S1 |
0.8272 |
0.8272 |
0.8289 |
0.8285 |
| S2 |
0.8251 |
0.8251 |
0.8284 |
|
| S3 |
0.8203 |
0.8224 |
0.8280 |
|
| S4 |
0.8156 |
0.8177 |
0.8267 |
|
|
| 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 |
0.8325 |
0.8195 |
0.0130 |
1.6% |
0.0059 |
0.7% |
76% |
True |
False |
73,348 |
| 10 |
0.8325 |
0.8125 |
0.0200 |
2.4% |
0.0055 |
0.7% |
84% |
True |
False |
72,320 |
| 20 |
0.8325 |
0.7904 |
0.0421 |
5.1% |
0.0053 |
0.6% |
93% |
True |
False |
76,827 |
| 40 |
0.8325 |
0.7904 |
0.0421 |
5.1% |
0.0051 |
0.6% |
93% |
True |
False |
70,611 |
| 60 |
0.8325 |
0.7842 |
0.0483 |
5.8% |
0.0054 |
0.7% |
93% |
True |
False |
60,229 |
| 80 |
0.8325 |
0.7766 |
0.0559 |
6.7% |
0.0053 |
0.6% |
94% |
True |
False |
45,237 |
| 100 |
0.8325 |
0.7751 |
0.0574 |
6.9% |
0.0053 |
0.6% |
95% |
True |
False |
36,224 |
| 120 |
0.8325 |
0.7645 |
0.0680 |
8.2% |
0.0052 |
0.6% |
95% |
True |
False |
30,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8526 |
|
2.618 |
0.8449 |
|
1.618 |
0.8401 |
|
1.000 |
0.8372 |
|
0.618 |
0.8354 |
|
HIGH |
0.8325 |
|
0.618 |
0.8306 |
|
0.500 |
0.8301 |
|
0.382 |
0.8295 |
|
LOW |
0.8277 |
|
0.618 |
0.8248 |
|
1.000 |
0.8230 |
|
1.618 |
0.8200 |
|
2.618 |
0.8153 |
|
4.250 |
0.8075 |
|
|
| Fisher Pivots for day following 18-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8301 |
0.8285 |
| PP |
0.8298 |
0.8276 |
| S1 |
0.8296 |
0.8268 |
|