CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 07-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8257 |
0.8282 |
0.0025 |
0.3% |
0.8282 |
| High |
0.8285 |
0.8294 |
0.0009 |
0.1% |
0.8328 |
| Low |
0.8242 |
0.8260 |
0.0018 |
0.2% |
0.8242 |
| Close |
0.8282 |
0.8284 |
0.0003 |
0.0% |
0.8282 |
| Range |
0.0043 |
0.0034 |
-0.0009 |
-21.2% |
0.0086 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
74,791 |
49,942 |
-24,849 |
-33.2% |
295,145 |
|
| Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8380 |
0.8365 |
0.8302 |
|
| R3 |
0.8346 |
0.8332 |
0.8293 |
|
| R2 |
0.8313 |
0.8313 |
0.8290 |
|
| R1 |
0.8298 |
0.8298 |
0.8287 |
0.8306 |
| PP |
0.8279 |
0.8279 |
0.8279 |
0.8283 |
| S1 |
0.8265 |
0.8265 |
0.8281 |
0.8272 |
| S2 |
0.8246 |
0.8246 |
0.8278 |
|
| S3 |
0.8212 |
0.8231 |
0.8275 |
|
| S4 |
0.8179 |
0.8198 |
0.8266 |
|
|
| 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% |
0.0048 |
0.6% |
49% |
False |
False |
69,017 |
| 10 |
0.8328 |
0.8235 |
0.0093 |
1.1% |
0.0046 |
0.6% |
53% |
False |
False |
64,813 |
| 20 |
0.8328 |
0.8195 |
0.0133 |
1.6% |
0.0050 |
0.6% |
67% |
False |
False |
69,494 |
| 40 |
0.8328 |
0.7904 |
0.0425 |
5.1% |
0.0052 |
0.6% |
90% |
False |
False |
72,159 |
| 60 |
0.8328 |
0.7904 |
0.0425 |
5.1% |
0.0051 |
0.6% |
90% |
False |
False |
70,502 |
| 80 |
0.8328 |
0.7836 |
0.0492 |
5.9% |
0.0053 |
0.6% |
91% |
False |
False |
56,182 |
| 100 |
0.8328 |
0.7766 |
0.0563 |
6.8% |
0.0053 |
0.6% |
92% |
False |
False |
44,994 |
| 120 |
0.8328 |
0.7723 |
0.0605 |
7.3% |
0.0053 |
0.6% |
93% |
False |
False |
37,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8436 |
|
2.618 |
0.8381 |
|
1.618 |
0.8348 |
|
1.000 |
0.8327 |
|
0.618 |
0.8314 |
|
HIGH |
0.8294 |
|
0.618 |
0.8281 |
|
0.500 |
0.8277 |
|
0.382 |
0.8273 |
|
LOW |
0.8260 |
|
0.618 |
0.8239 |
|
1.000 |
0.8227 |
|
1.618 |
0.8206 |
|
2.618 |
0.8172 |
|
4.250 |
0.8118 |
|
|
| Fisher Pivots for day following 07-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8282 |
0.8282 |
| PP |
0.8279 |
0.8280 |
| S1 |
0.8277 |
0.8277 |
|