CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8287 |
0.8280 |
-0.0007 |
-0.1% |
0.8283 |
| High |
0.8288 |
0.8328 |
0.0040 |
0.5% |
0.8313 |
| Low |
0.8250 |
0.8270 |
0.0020 |
0.2% |
0.8236 |
| Close |
0.8274 |
0.8293 |
0.0020 |
0.2% |
0.8274 |
| Range |
0.0038 |
0.0058 |
0.0020 |
52.6% |
0.0077 |
| ATR |
0.0050 |
0.0050 |
0.0001 |
1.2% |
0.0000 |
| Volume |
1,812 |
8,830 |
7,018 |
387.3% |
6,076 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8471 |
0.8440 |
0.8325 |
|
| R3 |
0.8413 |
0.8382 |
0.8309 |
|
| R2 |
0.8355 |
0.8355 |
0.8304 |
|
| R1 |
0.8324 |
0.8324 |
0.8298 |
0.8339 |
| PP |
0.8297 |
0.8297 |
0.8297 |
0.8304 |
| S1 |
0.8266 |
0.8266 |
0.8288 |
0.8281 |
| S2 |
0.8239 |
0.8239 |
0.8282 |
|
| S3 |
0.8181 |
0.8208 |
0.8277 |
|
| S4 |
0.8123 |
0.8150 |
0.8261 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8505 |
0.8466 |
0.8316 |
|
| R3 |
0.8428 |
0.8389 |
0.8295 |
|
| R2 |
0.8351 |
0.8351 |
0.8288 |
|
| R1 |
0.8312 |
0.8312 |
0.8281 |
0.8293 |
| PP |
0.8274 |
0.8274 |
0.8274 |
0.8264 |
| S1 |
0.8235 |
0.8235 |
0.8266 |
0.8216 |
| S2 |
0.8197 |
0.8197 |
0.8259 |
|
| S3 |
0.8120 |
0.8158 |
0.8252 |
|
| S4 |
0.8043 |
0.8081 |
0.8231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8328 |
0.8236 |
0.0092 |
1.1% |
0.0049 |
0.6% |
63% |
True |
False |
2,889 |
| 10 |
0.8328 |
0.8235 |
0.0093 |
1.1% |
0.0049 |
0.6% |
63% |
True |
False |
1,625 |
| 20 |
0.8328 |
0.8097 |
0.0231 |
2.8% |
0.0051 |
0.6% |
85% |
True |
False |
1,157 |
| 40 |
0.8328 |
0.7905 |
0.0423 |
5.1% |
0.0050 |
0.6% |
92% |
True |
False |
657 |
| 60 |
0.8328 |
0.7875 |
0.0453 |
5.5% |
0.0050 |
0.6% |
92% |
True |
False |
464 |
| 80 |
0.8328 |
0.7811 |
0.0517 |
6.2% |
0.0049 |
0.6% |
93% |
True |
False |
360 |
| 100 |
0.8328 |
0.7767 |
0.0561 |
6.8% |
0.0048 |
0.6% |
94% |
True |
False |
295 |
| 120 |
0.8328 |
0.7729 |
0.0599 |
7.2% |
0.0047 |
0.6% |
94% |
True |
False |
249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8574 |
|
2.618 |
0.8479 |
|
1.618 |
0.8421 |
|
1.000 |
0.8386 |
|
0.618 |
0.8363 |
|
HIGH |
0.8328 |
|
0.618 |
0.8305 |
|
0.500 |
0.8299 |
|
0.382 |
0.8292 |
|
LOW |
0.8270 |
|
0.618 |
0.8234 |
|
1.000 |
0.8212 |
|
1.618 |
0.8176 |
|
2.618 |
0.8118 |
|
4.250 |
0.8023 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8299 |
0.8289 |
| PP |
0.8297 |
0.8285 |
| S1 |
0.8295 |
0.8282 |
|