CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8221 |
0.8238 |
0.0017 |
0.2% |
0.8282 |
| High |
0.8245 |
0.8244 |
-0.0002 |
0.0% |
0.8294 |
| Low |
0.8216 |
0.8199 |
-0.0017 |
-0.2% |
0.8212 |
| Close |
0.8234 |
0.8215 |
-0.0019 |
-0.2% |
0.8219 |
| Range |
0.0030 |
0.0045 |
0.0016 |
52.5% |
0.0082 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
4,687 |
918 |
-3,769 |
-80.4% |
433,860 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8354 |
0.8329 |
0.8239 |
|
| R3 |
0.8309 |
0.8284 |
0.8227 |
|
| R2 |
0.8264 |
0.8264 |
0.8223 |
|
| R1 |
0.8239 |
0.8239 |
0.8219 |
0.8229 |
| PP |
0.8219 |
0.8219 |
0.8219 |
0.8214 |
| S1 |
0.8194 |
0.8194 |
0.8210 |
0.8184 |
| S2 |
0.8174 |
0.8174 |
0.8206 |
|
| S3 |
0.8129 |
0.8149 |
0.8202 |
|
| S4 |
0.8084 |
0.8104 |
0.8190 |
|
|
| 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 |
0.8199 |
0.0095 |
1.2% |
0.0044 |
0.5% |
17% |
False |
True |
59,796 |
| 10 |
0.8313 |
0.8199 |
0.0115 |
1.4% |
0.0043 |
0.5% |
14% |
False |
True |
63,267 |
| 20 |
0.8328 |
0.8199 |
0.0130 |
1.6% |
0.0047 |
0.6% |
12% |
False |
True |
66,645 |
| 40 |
0.8328 |
0.7904 |
0.0425 |
5.2% |
0.0051 |
0.6% |
73% |
False |
False |
72,230 |
| 60 |
0.8328 |
0.7904 |
0.0425 |
5.2% |
0.0049 |
0.6% |
73% |
False |
False |
69,083 |
| 80 |
0.8328 |
0.7842 |
0.0486 |
5.9% |
0.0052 |
0.6% |
77% |
False |
False |
61,029 |
| 100 |
0.8328 |
0.7766 |
0.0563 |
6.8% |
0.0052 |
0.6% |
80% |
False |
False |
48,869 |
| 120 |
0.8328 |
0.7740 |
0.0588 |
7.2% |
0.0052 |
0.6% |
81% |
False |
False |
40,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8435 |
|
2.618 |
0.8361 |
|
1.618 |
0.8316 |
|
1.000 |
0.8289 |
|
0.618 |
0.8271 |
|
HIGH |
0.8244 |
|
0.618 |
0.8226 |
|
0.500 |
0.8221 |
|
0.382 |
0.8216 |
|
LOW |
0.8199 |
|
0.618 |
0.8171 |
|
1.000 |
0.8154 |
|
1.618 |
0.8126 |
|
2.618 |
0.8081 |
|
4.250 |
0.8007 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8221 |
0.8238 |
| PP |
0.8219 |
0.8230 |
| S1 |
0.8217 |
0.8222 |
|