CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 01-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.8286 |
0.8282 |
-0.0004 |
0.0% |
0.8290 |
High |
0.8290 |
0.8328 |
0.0039 |
0.5% |
0.8313 |
Low |
0.8250 |
0.8270 |
0.0020 |
0.2% |
0.8235 |
Close |
0.8274 |
0.8293 |
0.0019 |
0.2% |
0.8274 |
Range |
0.0040 |
0.0059 |
0.0019 |
48.1% |
0.0078 |
ATR |
0.0051 |
0.0052 |
0.0001 |
1.0% |
0.0000 |
Volume |
65,560 |
101,931 |
36,371 |
55.5% |
303,052 |
|
Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8472 |
0.8441 |
0.8325 |
|
R3 |
0.8414 |
0.8383 |
0.8309 |
|
R2 |
0.8355 |
0.8355 |
0.8304 |
|
R1 |
0.8324 |
0.8324 |
0.8298 |
0.8340 |
PP |
0.8297 |
0.8297 |
0.8297 |
0.8305 |
S1 |
0.8266 |
0.8266 |
0.8288 |
0.8281 |
S2 |
0.8238 |
0.8238 |
0.8282 |
|
S3 |
0.8180 |
0.8207 |
0.8277 |
|
S4 |
0.8121 |
0.8149 |
0.8261 |
|
|
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 |
0.8328 |
0.8235 |
0.0093 |
1.1% |
0.0050 |
0.6% |
62% |
True |
False |
71,883 |
10 |
0.8328 |
0.8234 |
0.0094 |
1.1% |
0.0050 |
0.6% |
63% |
True |
False |
70,022 |
20 |
0.8328 |
0.8096 |
0.0233 |
2.8% |
0.0053 |
0.6% |
85% |
True |
False |
72,259 |
40 |
0.8328 |
0.7904 |
0.0425 |
5.1% |
0.0052 |
0.6% |
92% |
True |
False |
72,183 |
60 |
0.8328 |
0.7875 |
0.0453 |
5.5% |
0.0052 |
0.6% |
92% |
True |
False |
70,333 |
80 |
0.8328 |
0.7795 |
0.0534 |
6.4% |
0.0052 |
0.6% |
93% |
True |
False |
53,153 |
100 |
0.8328 |
0.7766 |
0.0563 |
6.8% |
0.0053 |
0.6% |
94% |
True |
False |
42,567 |
120 |
0.8328 |
0.7723 |
0.0605 |
7.3% |
0.0053 |
0.6% |
94% |
True |
False |
35,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8577 |
2.618 |
0.8481 |
1.618 |
0.8423 |
1.000 |
0.8387 |
0.618 |
0.8364 |
HIGH |
0.8328 |
0.618 |
0.8306 |
0.500 |
0.8299 |
0.382 |
0.8292 |
LOW |
0.8270 |
0.618 |
0.8233 |
1.000 |
0.8211 |
1.618 |
0.8175 |
2.618 |
0.8116 |
4.250 |
0.8021 |
|
|
Fisher Pivots for day following 01-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8299 |
0.8289 |
PP |
0.8297 |
0.8285 |
S1 |
0.8295 |
0.8282 |
|