CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 24-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.8293 |
0.8290 |
-0.0003 |
0.0% |
0.8260 |
High |
0.8314 |
0.8305 |
-0.0009 |
-0.1% |
0.8325 |
Low |
0.8268 |
0.8274 |
0.0006 |
0.1% |
0.8234 |
Close |
0.8290 |
0.8301 |
0.0011 |
0.1% |
0.8290 |
Range |
0.0046 |
0.0031 |
-0.0015 |
-32.6% |
0.0091 |
ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
70,998 |
45,567 |
-25,431 |
-35.8% |
348,335 |
|
Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8386 |
0.8374 |
0.8318 |
|
R3 |
0.8355 |
0.8343 |
0.8309 |
|
R2 |
0.8324 |
0.8324 |
0.8306 |
|
R1 |
0.8312 |
0.8312 |
0.8303 |
0.8318 |
PP |
0.8293 |
0.8293 |
0.8293 |
0.8296 |
S1 |
0.8281 |
0.8281 |
0.8298 |
0.8287 |
S2 |
0.8262 |
0.8262 |
0.8295 |
|
S3 |
0.8231 |
0.8250 |
0.8292 |
|
S4 |
0.8200 |
0.8219 |
0.8283 |
|
|
Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8554 |
0.8512 |
0.8339 |
|
R3 |
0.8464 |
0.8422 |
0.8314 |
|
R2 |
0.8373 |
0.8373 |
0.8306 |
|
R1 |
0.8331 |
0.8331 |
0.8298 |
0.8352 |
PP |
0.8283 |
0.8283 |
0.8283 |
0.8293 |
S1 |
0.8241 |
0.8241 |
0.8281 |
0.8262 |
S2 |
0.8192 |
0.8192 |
0.8273 |
|
S3 |
0.8102 |
0.8150 |
0.8265 |
|
S4 |
0.8011 |
0.8060 |
0.8240 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8325 |
0.8234 |
0.0091 |
1.1% |
0.0050 |
0.6% |
73% |
False |
False |
68,161 |
10 |
0.8325 |
0.8195 |
0.0130 |
1.6% |
0.0053 |
0.6% |
81% |
False |
False |
71,903 |
20 |
0.8325 |
0.8053 |
0.0272 |
3.3% |
0.0050 |
0.6% |
91% |
False |
False |
73,870 |
40 |
0.8325 |
0.7904 |
0.0421 |
5.1% |
0.0052 |
0.6% |
94% |
False |
False |
70,708 |
60 |
0.8325 |
0.7851 |
0.0474 |
5.7% |
0.0053 |
0.6% |
95% |
False |
False |
64,650 |
80 |
0.8325 |
0.7769 |
0.0556 |
6.7% |
0.0053 |
0.6% |
96% |
False |
False |
48,672 |
100 |
0.8325 |
0.7766 |
0.0559 |
6.7% |
0.0054 |
0.6% |
96% |
False |
False |
38,977 |
120 |
0.8325 |
0.7701 |
0.0624 |
7.5% |
0.0052 |
0.6% |
96% |
False |
False |
32,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8437 |
2.618 |
0.8386 |
1.618 |
0.8355 |
1.000 |
0.8336 |
0.618 |
0.8324 |
HIGH |
0.8305 |
0.618 |
0.8293 |
0.500 |
0.8290 |
0.382 |
0.8286 |
LOW |
0.8274 |
0.618 |
0.8255 |
1.000 |
0.8243 |
1.618 |
0.8224 |
2.618 |
0.8193 |
4.250 |
0.8142 |
|
|
Fisher Pivots for day following 24-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8297 |
0.8292 |
PP |
0.8293 |
0.8283 |
S1 |
0.8290 |
0.8274 |
|