CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8282 |
0.8284 |
0.0002 |
0.0% |
0.8290 |
| High |
0.8328 |
0.8313 |
-0.0015 |
-0.2% |
0.8313 |
| Low |
0.8270 |
0.8270 |
0.0001 |
0.0% |
0.8235 |
| Close |
0.8293 |
0.8308 |
0.0015 |
0.2% |
0.8274 |
| Range |
0.0059 |
0.0043 |
-0.0016 |
-26.5% |
0.0078 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
101,931 |
47,630 |
-54,301 |
-53.3% |
303,052 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8426 |
0.8410 |
0.8332 |
|
| R3 |
0.8383 |
0.8367 |
0.8320 |
|
| R2 |
0.8340 |
0.8340 |
0.8316 |
|
| R1 |
0.8324 |
0.8324 |
0.8312 |
0.8332 |
| PP |
0.8297 |
0.8297 |
0.8297 |
0.8301 |
| S1 |
0.8281 |
0.8281 |
0.8304 |
0.8289 |
| S2 |
0.8254 |
0.8254 |
0.8300 |
|
| S3 |
0.8211 |
0.8238 |
0.8296 |
|
| S4 |
0.8168 |
0.8195 |
0.8284 |
|
|
| 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% |
0.0052 |
0.6% |
78% |
False |
False |
69,546 |
| 10 |
0.8328 |
0.8234 |
0.0094 |
1.1% |
0.0049 |
0.6% |
79% |
False |
False |
68,276 |
| 20 |
0.8328 |
0.8125 |
0.0203 |
2.4% |
0.0052 |
0.6% |
90% |
False |
False |
70,298 |
| 40 |
0.8328 |
0.7904 |
0.0425 |
5.1% |
0.0052 |
0.6% |
95% |
False |
False |
72,022 |
| 60 |
0.8328 |
0.7885 |
0.0444 |
5.3% |
0.0052 |
0.6% |
95% |
False |
False |
70,807 |
| 80 |
0.8328 |
0.7825 |
0.0503 |
6.1% |
0.0052 |
0.6% |
96% |
False |
False |
53,744 |
| 100 |
0.8328 |
0.7766 |
0.0563 |
6.8% |
0.0053 |
0.6% |
96% |
False |
False |
43,042 |
| 120 |
0.8328 |
0.7723 |
0.0605 |
7.3% |
0.0053 |
0.6% |
97% |
False |
False |
35,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8496 |
|
2.618 |
0.8426 |
|
1.618 |
0.8383 |
|
1.000 |
0.8356 |
|
0.618 |
0.8340 |
|
HIGH |
0.8313 |
|
0.618 |
0.8297 |
|
0.500 |
0.8292 |
|
0.382 |
0.8286 |
|
LOW |
0.8270 |
|
0.618 |
0.8243 |
|
1.000 |
0.8227 |
|
1.618 |
0.8200 |
|
2.618 |
0.8157 |
|
4.250 |
0.8087 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8303 |
0.8302 |
| PP |
0.8297 |
0.8295 |
| S1 |
0.8292 |
0.8289 |
|