CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 14-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8270 |
0.8221 |
-0.0049 |
-0.6% |
0.8282 |
| High |
0.8278 |
0.8245 |
-0.0033 |
-0.4% |
0.8294 |
| Low |
0.8212 |
0.8216 |
0.0004 |
0.0% |
0.8212 |
| Close |
0.8219 |
0.8234 |
0.0015 |
0.2% |
0.8219 |
| Range |
0.0066 |
0.0030 |
-0.0037 |
-55.3% |
0.0082 |
| ATR |
0.0049 |
0.0047 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
45,797 |
4,687 |
-41,110 |
-89.8% |
433,860 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8320 |
0.8306 |
0.8250 |
|
| R3 |
0.8290 |
0.8277 |
0.8242 |
|
| R2 |
0.8261 |
0.8261 |
0.8239 |
|
| R1 |
0.8247 |
0.8247 |
0.8236 |
0.8254 |
| PP |
0.8231 |
0.8231 |
0.8231 |
0.8235 |
| S1 |
0.8218 |
0.8218 |
0.8231 |
0.8225 |
| S2 |
0.8202 |
0.8202 |
0.8228 |
|
| S3 |
0.8172 |
0.8188 |
0.8225 |
|
| S4 |
0.8143 |
0.8159 |
0.8217 |
|
|
| 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 |
0.8293 |
0.8212 |
0.0082 |
1.0% |
0.0041 |
0.5% |
27% |
False |
False |
77,721 |
| 10 |
0.8328 |
0.8212 |
0.0117 |
1.4% |
0.0045 |
0.5% |
19% |
False |
False |
73,369 |
| 20 |
0.8328 |
0.8212 |
0.0117 |
1.4% |
0.0047 |
0.6% |
19% |
False |
False |
69,253 |
| 40 |
0.8328 |
0.7904 |
0.0425 |
5.2% |
0.0051 |
0.6% |
78% |
False |
False |
73,852 |
| 60 |
0.8328 |
0.7904 |
0.0425 |
5.2% |
0.0050 |
0.6% |
78% |
False |
False |
70,306 |
| 80 |
0.8328 |
0.7842 |
0.0486 |
5.9% |
0.0053 |
0.6% |
81% |
False |
False |
61,022 |
| 100 |
0.8328 |
0.7766 |
0.0563 |
6.8% |
0.0052 |
0.6% |
83% |
False |
False |
48,865 |
| 120 |
0.8328 |
0.7723 |
0.0605 |
7.3% |
0.0052 |
0.6% |
84% |
False |
False |
40,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8370 |
|
2.618 |
0.8322 |
|
1.618 |
0.8293 |
|
1.000 |
0.8275 |
|
0.618 |
0.8263 |
|
HIGH |
0.8245 |
|
0.618 |
0.8234 |
|
0.500 |
0.8230 |
|
0.382 |
0.8227 |
|
LOW |
0.8216 |
|
0.618 |
0.8197 |
|
1.000 |
0.8186 |
|
1.618 |
0.8168 |
|
2.618 |
0.8138 |
|
4.250 |
0.8090 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8232 |
0.8248 |
| PP |
0.8231 |
0.8243 |
| S1 |
0.8230 |
0.8238 |
|