CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8284 |
0.8307 |
0.0023 |
0.3% |
0.8290 |
| High |
0.8313 |
0.8313 |
-0.0001 |
0.0% |
0.8313 |
| Low |
0.8270 |
0.8250 |
-0.0020 |
-0.2% |
0.8235 |
| Close |
0.8308 |
0.8260 |
-0.0048 |
-0.6% |
0.8274 |
| Range |
0.0043 |
0.0063 |
0.0020 |
45.3% |
0.0078 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.6% |
0.0000 |
| Volume |
47,630 |
70,793 |
23,163 |
48.6% |
303,052 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8462 |
0.8423 |
0.8294 |
|
| R3 |
0.8399 |
0.8361 |
0.8277 |
|
| R2 |
0.8337 |
0.8337 |
0.8271 |
|
| R1 |
0.8298 |
0.8298 |
0.8266 |
0.8286 |
| PP |
0.8274 |
0.8274 |
0.8274 |
0.8268 |
| S1 |
0.8236 |
0.8236 |
0.8254 |
0.8224 |
| S2 |
0.8212 |
0.8212 |
0.8249 |
|
| S3 |
0.8149 |
0.8173 |
0.8243 |
|
| S4 |
0.8087 |
0.8111 |
0.8226 |
|
|
| 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% |
0.0053 |
0.6% |
27% |
False |
False |
70,112 |
| 10 |
0.8328 |
0.8234 |
0.0094 |
1.1% |
0.0050 |
0.6% |
28% |
False |
False |
66,283 |
| 20 |
0.8328 |
0.8138 |
0.0191 |
2.3% |
0.0053 |
0.6% |
64% |
False |
False |
71,089 |
| 40 |
0.8328 |
0.7904 |
0.0425 |
5.1% |
0.0053 |
0.6% |
84% |
False |
False |
72,065 |
| 60 |
0.8328 |
0.7886 |
0.0443 |
5.4% |
0.0052 |
0.6% |
85% |
False |
False |
71,381 |
| 80 |
0.8328 |
0.7835 |
0.0493 |
6.0% |
0.0053 |
0.6% |
86% |
False |
False |
54,627 |
| 100 |
0.8328 |
0.7766 |
0.0563 |
6.8% |
0.0053 |
0.6% |
88% |
False |
False |
43,748 |
| 120 |
0.8328 |
0.7723 |
0.0605 |
7.3% |
0.0053 |
0.6% |
89% |
False |
False |
36,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8578 |
|
2.618 |
0.8476 |
|
1.618 |
0.8414 |
|
1.000 |
0.8375 |
|
0.618 |
0.8351 |
|
HIGH |
0.8313 |
|
0.618 |
0.8289 |
|
0.500 |
0.8281 |
|
0.382 |
0.8274 |
|
LOW |
0.8250 |
|
0.618 |
0.8211 |
|
1.000 |
0.8188 |
|
1.618 |
0.8149 |
|
2.618 |
0.8086 |
|
4.250 |
0.7984 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8281 |
0.8289 |
| PP |
0.8274 |
0.8279 |
| S1 |
0.8267 |
0.8270 |
|