CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 04-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8307 |
0.8257 |
-0.0050 |
-0.6% |
0.8282 |
| High |
0.8313 |
0.8285 |
-0.0028 |
-0.3% |
0.8328 |
| Low |
0.8250 |
0.8242 |
-0.0008 |
-0.1% |
0.8242 |
| Close |
0.8260 |
0.8282 |
0.0022 |
0.3% |
0.8282 |
| Range |
0.0063 |
0.0043 |
-0.0020 |
-32.0% |
0.0086 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
70,793 |
74,791 |
3,998 |
5.6% |
295,145 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8397 |
0.8382 |
0.8305 |
|
| R3 |
0.8354 |
0.8339 |
0.8293 |
|
| R2 |
0.8312 |
0.8312 |
0.8289 |
|
| R1 |
0.8297 |
0.8297 |
0.8285 |
0.8304 |
| PP |
0.8269 |
0.8269 |
0.8269 |
0.8273 |
| S1 |
0.8254 |
0.8254 |
0.8278 |
0.8262 |
| S2 |
0.8227 |
0.8227 |
0.8274 |
|
| S3 |
0.8184 |
0.8212 |
0.8270 |
|
| S4 |
0.8142 |
0.8169 |
0.8258 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8542 |
0.8498 |
0.8329 |
|
| R3 |
0.8456 |
0.8412 |
0.8305 |
|
| R2 |
0.8370 |
0.8370 |
0.8297 |
|
| R1 |
0.8326 |
0.8326 |
0.8289 |
0.8305 |
| PP |
0.8284 |
0.8284 |
0.8284 |
0.8273 |
| S1 |
0.8240 |
0.8240 |
0.8274 |
0.8219 |
| S2 |
0.8198 |
0.8198 |
0.8266 |
|
| S3 |
0.8112 |
0.8154 |
0.8258 |
|
| S4 |
0.8026 |
0.8068 |
0.8234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8328 |
0.8242 |
0.0086 |
1.0% |
0.0049 |
0.6% |
46% |
False |
True |
72,141 |
| 10 |
0.8328 |
0.8235 |
0.0093 |
1.1% |
0.0047 |
0.6% |
50% |
False |
False |
66,919 |
| 20 |
0.8328 |
0.8195 |
0.0133 |
1.6% |
0.0051 |
0.6% |
65% |
False |
False |
70,997 |
| 40 |
0.8328 |
0.7904 |
0.0425 |
5.1% |
0.0052 |
0.6% |
89% |
False |
False |
72,556 |
| 60 |
0.8328 |
0.7904 |
0.0425 |
5.1% |
0.0052 |
0.6% |
89% |
False |
False |
71,305 |
| 80 |
0.8328 |
0.7836 |
0.0492 |
5.9% |
0.0053 |
0.6% |
91% |
False |
False |
55,559 |
| 100 |
0.8328 |
0.7766 |
0.0563 |
6.8% |
0.0053 |
0.6% |
92% |
False |
False |
44,495 |
| 120 |
0.8328 |
0.7723 |
0.0605 |
7.3% |
0.0053 |
0.6% |
92% |
False |
False |
37,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8465 |
|
2.618 |
0.8396 |
|
1.618 |
0.8353 |
|
1.000 |
0.8327 |
|
0.618 |
0.8311 |
|
HIGH |
0.8285 |
|
0.618 |
0.8268 |
|
0.500 |
0.8263 |
|
0.382 |
0.8258 |
|
LOW |
0.8242 |
|
0.618 |
0.8216 |
|
1.000 |
0.8200 |
|
1.618 |
0.8173 |
|
2.618 |
0.8131 |
|
4.250 |
0.8061 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8275 |
0.8280 |
| PP |
0.8269 |
0.8279 |
| S1 |
0.8263 |
0.8278 |
|