CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8256 |
0.8270 |
0.0014 |
0.2% |
0.8282 |
| High |
0.8285 |
0.8278 |
-0.0008 |
-0.1% |
0.8294 |
| Low |
0.8247 |
0.8212 |
-0.0035 |
-0.4% |
0.8212 |
| Close |
0.8273 |
0.8219 |
-0.0054 |
-0.7% |
0.8219 |
| Range |
0.0039 |
0.0066 |
0.0028 |
71.4% |
0.0082 |
| ATR |
0.0047 |
0.0049 |
0.0001 |
2.8% |
0.0000 |
| Volume |
121,307 |
45,797 |
-75,510 |
-62.2% |
433,860 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8434 |
0.8392 |
0.8255 |
|
| R3 |
0.8368 |
0.8326 |
0.8237 |
|
| R2 |
0.8302 |
0.8302 |
0.8231 |
|
| R1 |
0.8260 |
0.8260 |
0.8225 |
0.8248 |
| PP |
0.8236 |
0.8236 |
0.8236 |
0.8230 |
| S1 |
0.8194 |
0.8194 |
0.8212 |
0.8182 |
| S2 |
0.8170 |
0.8170 |
0.8206 |
|
| S3 |
0.8104 |
0.8128 |
0.8200 |
|
| S4 |
0.8038 |
0.8062 |
0.8182 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8487 |
0.8435 |
0.8264 |
|
| R3 |
0.8405 |
0.8353 |
0.8241 |
|
| R2 |
0.8323 |
0.8323 |
0.8234 |
|
| R1 |
0.8271 |
0.8271 |
0.8226 |
0.8256 |
| PP |
0.8241 |
0.8241 |
0.8241 |
0.8234 |
| S1 |
0.8189 |
0.8189 |
0.8211 |
0.8174 |
| S2 |
0.8159 |
0.8159 |
0.8203 |
|
| S3 |
0.8077 |
0.8107 |
0.8196 |
|
| S4 |
0.7995 |
0.8025 |
0.8173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8294 |
0.8212 |
0.0082 |
1.0% |
0.0042 |
0.5% |
9% |
False |
True |
86,772 |
| 10 |
0.8328 |
0.8212 |
0.0117 |
1.4% |
0.0046 |
0.6% |
6% |
False |
True |
79,456 |
| 20 |
0.8328 |
0.8211 |
0.0117 |
1.4% |
0.0049 |
0.6% |
6% |
False |
False |
72,137 |
| 40 |
0.8328 |
0.7904 |
0.0425 |
5.2% |
0.0051 |
0.6% |
74% |
False |
False |
75,146 |
| 60 |
0.8328 |
0.7904 |
0.0425 |
5.2% |
0.0051 |
0.6% |
74% |
False |
False |
71,883 |
| 80 |
0.8328 |
0.7842 |
0.0486 |
5.9% |
0.0053 |
0.6% |
77% |
False |
False |
60,966 |
| 100 |
0.8328 |
0.7766 |
0.0563 |
6.8% |
0.0052 |
0.6% |
81% |
False |
False |
48,823 |
| 120 |
0.8328 |
0.7723 |
0.0605 |
7.4% |
0.0053 |
0.6% |
82% |
False |
False |
40,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8558 |
|
2.618 |
0.8450 |
|
1.618 |
0.8384 |
|
1.000 |
0.8344 |
|
0.618 |
0.8318 |
|
HIGH |
0.8278 |
|
0.618 |
0.8252 |
|
0.500 |
0.8245 |
|
0.382 |
0.8237 |
|
LOW |
0.8212 |
|
0.618 |
0.8171 |
|
1.000 |
0.8146 |
|
1.618 |
0.8105 |
|
2.618 |
0.8039 |
|
4.250 |
0.7931 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8245 |
0.8252 |
| PP |
0.8236 |
0.8241 |
| S1 |
0.8227 |
0.8230 |
|