CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 04-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8306 |
0.8259 |
-0.0048 |
-0.6% |
0.8280 |
| High |
0.8313 |
0.8284 |
-0.0029 |
-0.3% |
0.8328 |
| Low |
0.8250 |
0.8242 |
-0.0008 |
-0.1% |
0.8242 |
| Close |
0.8260 |
0.8281 |
0.0021 |
0.3% |
0.8281 |
| Range |
0.0063 |
0.0042 |
-0.0021 |
-33.6% |
0.0086 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
9,178 |
5,676 |
-3,502 |
-38.2% |
26,293 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8393 |
0.8379 |
0.8304 |
|
| R3 |
0.8352 |
0.8337 |
0.8292 |
|
| R2 |
0.8310 |
0.8310 |
0.8289 |
|
| R1 |
0.8296 |
0.8296 |
0.8285 |
0.8303 |
| PP |
0.8269 |
0.8269 |
0.8269 |
0.8273 |
| S1 |
0.8254 |
0.8254 |
0.8277 |
0.8262 |
| S2 |
0.8227 |
0.8227 |
0.8273 |
|
| S3 |
0.8186 |
0.8213 |
0.8270 |
|
| S4 |
0.8144 |
0.8171 |
0.8258 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8540 |
0.8496 |
0.8328 |
|
| R3 |
0.8455 |
0.8411 |
0.8305 |
|
| R2 |
0.8369 |
0.8369 |
0.8297 |
|
| R1 |
0.8325 |
0.8325 |
0.8289 |
0.8347 |
| PP |
0.8284 |
0.8284 |
0.8284 |
0.8295 |
| S1 |
0.8240 |
0.8240 |
0.8273 |
0.8262 |
| S2 |
0.8198 |
0.8198 |
0.8265 |
|
| S3 |
0.8113 |
0.8154 |
0.8257 |
|
| S4 |
0.8027 |
0.8069 |
0.8234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8328 |
0.8242 |
0.0086 |
1.0% |
0.0049 |
0.6% |
46% |
False |
True |
5,621 |
| 10 |
0.8328 |
0.8236 |
0.0092 |
1.1% |
0.0046 |
0.6% |
49% |
False |
False |
3,256 |
| 20 |
0.8328 |
0.8194 |
0.0134 |
1.6% |
0.0049 |
0.6% |
65% |
False |
False |
1,940 |
| 40 |
0.8328 |
0.7905 |
0.0423 |
5.1% |
0.0051 |
0.6% |
89% |
False |
False |
1,089 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.1% |
0.0050 |
0.6% |
89% |
False |
False |
750 |
| 80 |
0.8328 |
0.7837 |
0.0491 |
5.9% |
0.0050 |
0.6% |
91% |
False |
False |
577 |
| 100 |
0.8328 |
0.7767 |
0.0561 |
6.8% |
0.0049 |
0.6% |
92% |
False |
False |
469 |
| 120 |
0.8328 |
0.7729 |
0.0599 |
7.2% |
0.0047 |
0.6% |
92% |
False |
False |
394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8460 |
|
2.618 |
0.8392 |
|
1.618 |
0.8351 |
|
1.000 |
0.8325 |
|
0.618 |
0.8309 |
|
HIGH |
0.8284 |
|
0.618 |
0.8268 |
|
0.500 |
0.8263 |
|
0.382 |
0.8258 |
|
LOW |
0.8242 |
|
0.618 |
0.8216 |
|
1.000 |
0.8201 |
|
1.618 |
0.8175 |
|
2.618 |
0.8133 |
|
4.250 |
0.8066 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8275 |
0.8280 |
| PP |
0.8269 |
0.8279 |
| S1 |
0.8263 |
0.8277 |
|