CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8280 |
0.8283 |
0.0003 |
0.0% |
0.8283 |
| High |
0.8328 |
0.8313 |
-0.0015 |
-0.2% |
0.8313 |
| Low |
0.8270 |
0.8270 |
0.0001 |
0.0% |
0.8236 |
| Close |
0.8293 |
0.8308 |
0.0015 |
0.2% |
0.8274 |
| Range |
0.0058 |
0.0043 |
-0.0016 |
-26.7% |
0.0077 |
| ATR |
0.0050 |
0.0050 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
8,830 |
2,609 |
-6,221 |
-70.5% |
6,076 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8424 |
0.8409 |
0.8331 |
|
| R3 |
0.8382 |
0.8366 |
0.8320 |
|
| R2 |
0.8339 |
0.8339 |
0.8316 |
|
| R1 |
0.8324 |
0.8324 |
0.8312 |
0.8332 |
| PP |
0.8297 |
0.8297 |
0.8297 |
0.8301 |
| S1 |
0.8281 |
0.8281 |
0.8304 |
0.8289 |
| S2 |
0.8254 |
0.8254 |
0.8300 |
|
| S3 |
0.8212 |
0.8239 |
0.8296 |
|
| S4 |
0.8169 |
0.8196 |
0.8285 |
|
|
| 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% |
0.0051 |
0.6% |
79% |
False |
False |
3,308 |
| 10 |
0.8328 |
0.8235 |
0.0093 |
1.1% |
0.0048 |
0.6% |
79% |
False |
False |
1,846 |
| 20 |
0.8328 |
0.8125 |
0.0203 |
2.4% |
0.0051 |
0.6% |
90% |
False |
False |
1,240 |
| 40 |
0.8328 |
0.7905 |
0.0423 |
5.1% |
0.0050 |
0.6% |
95% |
False |
False |
722 |
| 60 |
0.8328 |
0.7886 |
0.0442 |
5.3% |
0.0050 |
0.6% |
96% |
False |
False |
507 |
| 80 |
0.8328 |
0.7826 |
0.0502 |
6.0% |
0.0049 |
0.6% |
96% |
False |
False |
392 |
| 100 |
0.8328 |
0.7767 |
0.0561 |
6.8% |
0.0049 |
0.6% |
97% |
False |
False |
321 |
| 120 |
0.8328 |
0.7729 |
0.0599 |
7.2% |
0.0047 |
0.6% |
97% |
False |
False |
271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8493 |
|
2.618 |
0.8424 |
|
1.618 |
0.8381 |
|
1.000 |
0.8355 |
|
0.618 |
0.8339 |
|
HIGH |
0.8313 |
|
0.618 |
0.8296 |
|
0.500 |
0.8291 |
|
0.382 |
0.8286 |
|
LOW |
0.8270 |
|
0.618 |
0.8244 |
|
1.000 |
0.8228 |
|
1.618 |
0.8201 |
|
2.618 |
0.8159 |
|
4.250 |
0.8089 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8302 |
0.8302 |
| PP |
0.8297 |
0.8295 |
| S1 |
0.8291 |
0.8289 |
|