CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 09-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.8276 |
0.8256 |
-0.0020 |
-0.2% |
0.8282 |
High |
0.8284 |
0.8293 |
0.0009 |
0.1% |
0.8328 |
Low |
0.8253 |
0.8252 |
-0.0001 |
0.0% |
0.8242 |
Close |
0.8261 |
0.8261 |
0.0000 |
0.0% |
0.8282 |
Range |
0.0032 |
0.0041 |
0.0010 |
30.2% |
0.0086 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
90,542 |
126,272 |
35,730 |
39.5% |
295,145 |
|
Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8392 |
0.8367 |
0.8283 |
|
R3 |
0.8351 |
0.8326 |
0.8272 |
|
R2 |
0.8310 |
0.8310 |
0.8268 |
|
R1 |
0.8285 |
0.8285 |
0.8264 |
0.8297 |
PP |
0.8269 |
0.8269 |
0.8269 |
0.8275 |
S1 |
0.8244 |
0.8244 |
0.8257 |
0.8256 |
S2 |
0.8228 |
0.8228 |
0.8253 |
|
S3 |
0.8187 |
0.8203 |
0.8249 |
|
S4 |
0.8146 |
0.8162 |
0.8238 |
|
|
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 |
0.8313 |
0.8242 |
0.0071 |
0.9% |
0.0042 |
0.5% |
26% |
False |
False |
82,468 |
10 |
0.8328 |
0.8235 |
0.0093 |
1.1% |
0.0047 |
0.6% |
27% |
False |
False |
76,007 |
20 |
0.8328 |
0.8195 |
0.0133 |
1.6% |
0.0050 |
0.6% |
49% |
False |
False |
73,092 |
40 |
0.8328 |
0.7904 |
0.0425 |
5.1% |
0.0051 |
0.6% |
84% |
False |
False |
74,438 |
60 |
0.8328 |
0.7904 |
0.0425 |
5.1% |
0.0051 |
0.6% |
84% |
False |
False |
71,316 |
80 |
0.8328 |
0.7842 |
0.0486 |
5.9% |
0.0053 |
0.6% |
86% |
False |
False |
58,889 |
100 |
0.8328 |
0.7766 |
0.0563 |
6.8% |
0.0053 |
0.6% |
88% |
False |
False |
47,159 |
120 |
0.8328 |
0.7723 |
0.0605 |
7.3% |
0.0052 |
0.6% |
89% |
False |
False |
39,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8467 |
2.618 |
0.8400 |
1.618 |
0.8359 |
1.000 |
0.8334 |
0.618 |
0.8318 |
HIGH |
0.8293 |
0.618 |
0.8277 |
0.500 |
0.8273 |
0.382 |
0.8268 |
LOW |
0.8252 |
0.618 |
0.8227 |
1.000 |
0.8211 |
1.618 |
0.8186 |
2.618 |
0.8145 |
4.250 |
0.8078 |
|
|
Fisher Pivots for day following 09-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8273 |
0.8273 |
PP |
0.8269 |
0.8269 |
S1 |
0.8265 |
0.8265 |
|