CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8283 |
0.8306 |
0.0023 |
0.3% |
0.8283 |
| High |
0.8313 |
0.8313 |
0.0000 |
0.0% |
0.8313 |
| Low |
0.8270 |
0.8250 |
-0.0020 |
-0.2% |
0.8236 |
| Close |
0.8308 |
0.8260 |
-0.0048 |
-0.6% |
0.8274 |
| Range |
0.0043 |
0.0063 |
0.0020 |
47.1% |
0.0077 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.8% |
0.0000 |
| Volume |
2,609 |
9,178 |
6,569 |
251.8% |
6,076 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8462 |
0.8423 |
0.8294 |
|
| R3 |
0.8399 |
0.8361 |
0.8277 |
|
| R2 |
0.8337 |
0.8337 |
0.8271 |
|
| R1 |
0.8298 |
0.8298 |
0.8266 |
0.8286 |
| PP |
0.8274 |
0.8274 |
0.8274 |
0.8268 |
| S1 |
0.8236 |
0.8236 |
0.8254 |
0.8224 |
| S2 |
0.8212 |
0.8212 |
0.8249 |
|
| S3 |
0.8149 |
0.8173 |
0.8243 |
|
| S4 |
0.8087 |
0.8111 |
0.8226 |
|
|
| 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% |
0.0052 |
0.6% |
27% |
False |
False |
4,803 |
| 10 |
0.8328 |
0.8235 |
0.0093 |
1.1% |
0.0049 |
0.6% |
27% |
False |
False |
2,739 |
| 20 |
0.8328 |
0.8139 |
0.0189 |
2.3% |
0.0052 |
0.6% |
64% |
False |
False |
1,689 |
| 40 |
0.8328 |
0.7905 |
0.0423 |
5.1% |
0.0051 |
0.6% |
84% |
False |
False |
949 |
| 60 |
0.8328 |
0.7886 |
0.0442 |
5.3% |
0.0050 |
0.6% |
85% |
False |
False |
657 |
| 80 |
0.8328 |
0.7836 |
0.0492 |
6.0% |
0.0050 |
0.6% |
86% |
False |
False |
506 |
| 100 |
0.8328 |
0.7767 |
0.0561 |
6.8% |
0.0049 |
0.6% |
88% |
False |
False |
413 |
| 120 |
0.8328 |
0.7729 |
0.0599 |
7.2% |
0.0047 |
0.6% |
89% |
False |
False |
346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8578 |
|
2.618 |
0.8476 |
|
1.618 |
0.8414 |
|
1.000 |
0.8375 |
|
0.618 |
0.8351 |
|
HIGH |
0.8313 |
|
0.618 |
0.8289 |
|
0.500 |
0.8281 |
|
0.382 |
0.8274 |
|
LOW |
0.8250 |
|
0.618 |
0.8211 |
|
1.000 |
0.8188 |
|
1.618 |
0.8149 |
|
2.618 |
0.8086 |
|
4.250 |
0.7984 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8281 |
0.8289 |
| PP |
0.8274 |
0.8279 |
| S1 |
0.8267 |
0.8270 |
|