CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8250 |
0.8286 |
0.0036 |
0.4% |
0.8290 |
| High |
0.8294 |
0.8290 |
-0.0005 |
-0.1% |
0.8313 |
| Low |
0.8235 |
0.8250 |
0.0015 |
0.2% |
0.8235 |
| Close |
0.8288 |
0.8274 |
-0.0014 |
-0.2% |
0.8274 |
| Range |
0.0059 |
0.0040 |
-0.0020 |
-33.1% |
0.0078 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
64,646 |
65,560 |
914 |
1.4% |
303,052 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8390 |
0.8371 |
0.8296 |
|
| R3 |
0.8350 |
0.8332 |
0.8285 |
|
| R2 |
0.8311 |
0.8311 |
0.8281 |
|
| R1 |
0.8292 |
0.8292 |
0.8278 |
0.8282 |
| PP |
0.8271 |
0.8271 |
0.8271 |
0.8266 |
| S1 |
0.8253 |
0.8253 |
0.8270 |
0.8242 |
| S2 |
0.8232 |
0.8232 |
0.8267 |
|
| S3 |
0.8192 |
0.8213 |
0.8263 |
|
| S4 |
0.8153 |
0.8174 |
0.8252 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8508 |
0.8469 |
0.8317 |
|
| R3 |
0.8430 |
0.8391 |
0.8295 |
|
| R2 |
0.8352 |
0.8352 |
0.8288 |
|
| R1 |
0.8313 |
0.8313 |
0.8281 |
0.8294 |
| PP |
0.8274 |
0.8274 |
0.8274 |
0.8264 |
| S1 |
0.8235 |
0.8235 |
0.8267 |
0.8216 |
| S2 |
0.8196 |
0.8196 |
0.8260 |
|
| S3 |
0.8118 |
0.8157 |
0.8253 |
|
| S4 |
0.8040 |
0.8079 |
0.8231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8313 |
0.8235 |
0.0078 |
0.9% |
0.0044 |
0.5% |
50% |
False |
False |
60,610 |
| 10 |
0.8325 |
0.8234 |
0.0091 |
1.1% |
0.0049 |
0.6% |
44% |
False |
False |
65,138 |
| 20 |
0.8325 |
0.8096 |
0.0229 |
2.8% |
0.0051 |
0.6% |
78% |
False |
False |
70,429 |
| 40 |
0.8325 |
0.7904 |
0.0421 |
5.1% |
0.0052 |
0.6% |
88% |
False |
False |
70,775 |
| 60 |
0.8325 |
0.7852 |
0.0473 |
5.7% |
0.0052 |
0.6% |
89% |
False |
False |
68,784 |
| 80 |
0.8325 |
0.7787 |
0.0538 |
6.5% |
0.0052 |
0.6% |
91% |
False |
False |
51,880 |
| 100 |
0.8325 |
0.7766 |
0.0559 |
6.8% |
0.0053 |
0.6% |
91% |
False |
False |
41,549 |
| 120 |
0.8325 |
0.7723 |
0.0602 |
7.3% |
0.0052 |
0.6% |
92% |
False |
False |
34,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8457 |
|
2.618 |
0.8393 |
|
1.618 |
0.8353 |
|
1.000 |
0.8329 |
|
0.618 |
0.8314 |
|
HIGH |
0.8290 |
|
0.618 |
0.8274 |
|
0.500 |
0.8270 |
|
0.382 |
0.8265 |
|
LOW |
0.8250 |
|
0.618 |
0.8226 |
|
1.000 |
0.8211 |
|
1.618 |
0.8186 |
|
2.618 |
0.8147 |
|
4.250 |
0.8082 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8273 |
0.8272 |
| PP |
0.8271 |
0.8271 |
| S1 |
0.8270 |
0.8269 |
|