CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 25-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.8290 |
0.8301 |
0.0011 |
0.1% |
0.8260 |
High |
0.8305 |
0.8313 |
0.0008 |
0.1% |
0.8325 |
Low |
0.8274 |
0.8280 |
0.0006 |
0.1% |
0.8234 |
Close |
0.8301 |
0.8292 |
-0.0009 |
-0.1% |
0.8290 |
Range |
0.0031 |
0.0034 |
0.0003 |
8.1% |
0.0091 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
45,567 |
59,315 |
13,748 |
30.2% |
348,335 |
|
Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8395 |
0.8377 |
0.8310 |
|
R3 |
0.8362 |
0.8344 |
0.8301 |
|
R2 |
0.8328 |
0.8328 |
0.8298 |
|
R1 |
0.8310 |
0.8310 |
0.8295 |
0.8303 |
PP |
0.8295 |
0.8295 |
0.8295 |
0.8291 |
S1 |
0.8277 |
0.8277 |
0.8289 |
0.8269 |
S2 |
0.8261 |
0.8261 |
0.8286 |
|
S3 |
0.8228 |
0.8243 |
0.8283 |
|
S4 |
0.8194 |
0.8210 |
0.8274 |
|
|
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 |
0.8314 |
0.8234 |
0.0080 |
1.0% |
0.0047 |
0.6% |
73% |
False |
False |
67,006 |
10 |
0.8325 |
0.8195 |
0.0130 |
1.6% |
0.0053 |
0.6% |
75% |
False |
False |
70,177 |
20 |
0.8325 |
0.8054 |
0.0271 |
3.3% |
0.0051 |
0.6% |
88% |
False |
False |
74,072 |
40 |
0.8325 |
0.7904 |
0.0421 |
5.1% |
0.0052 |
0.6% |
92% |
False |
False |
70,919 |
60 |
0.8325 |
0.7852 |
0.0473 |
5.7% |
0.0052 |
0.6% |
93% |
False |
False |
65,594 |
80 |
0.8325 |
0.7772 |
0.0553 |
6.7% |
0.0052 |
0.6% |
94% |
False |
False |
49,412 |
100 |
0.8325 |
0.7766 |
0.0559 |
6.7% |
0.0054 |
0.6% |
94% |
False |
False |
39,570 |
120 |
0.8325 |
0.7722 |
0.0603 |
7.3% |
0.0052 |
0.6% |
95% |
False |
False |
32,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8455 |
2.618 |
0.8401 |
1.618 |
0.8367 |
1.000 |
0.8347 |
0.618 |
0.8334 |
HIGH |
0.8313 |
0.618 |
0.8300 |
0.500 |
0.8296 |
0.382 |
0.8292 |
LOW |
0.8280 |
0.618 |
0.8259 |
1.000 |
0.8246 |
1.618 |
0.8225 |
2.618 |
0.8192 |
4.250 |
0.8137 |
|
|
Fisher Pivots for day following 25-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8296 |
0.8292 |
PP |
0.8295 |
0.8291 |
S1 |
0.8293 |
0.8291 |
|