CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 08-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8282 |
0.8275 |
-0.0007 |
-0.1% |
0.8280 |
| High |
0.8293 |
0.8284 |
-0.0010 |
-0.1% |
0.8328 |
| Low |
0.8260 |
0.8252 |
-0.0008 |
-0.1% |
0.8242 |
| Close |
0.8284 |
0.8261 |
-0.0024 |
-0.3% |
0.8281 |
| Range |
0.0034 |
0.0032 |
-0.0002 |
-6.0% |
0.0086 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
9,516 |
50,022 |
40,506 |
425.7% |
26,293 |
|
| Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8360 |
0.8342 |
0.8278 |
|
| R3 |
0.8328 |
0.8310 |
0.8269 |
|
| R2 |
0.8297 |
0.8297 |
0.8266 |
|
| R1 |
0.8279 |
0.8279 |
0.8263 |
0.8272 |
| PP |
0.8265 |
0.8265 |
0.8265 |
0.8262 |
| S1 |
0.8247 |
0.8247 |
0.8258 |
0.8241 |
| S2 |
0.8234 |
0.8234 |
0.8255 |
|
| S3 |
0.8202 |
0.8216 |
0.8252 |
|
| S4 |
0.8171 |
0.8184 |
0.8243 |
|
|
| 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 |
0.8313 |
0.8242 |
0.0071 |
0.9% |
0.0042 |
0.5% |
26% |
False |
False |
15,400 |
| 10 |
0.8328 |
0.8236 |
0.0092 |
1.1% |
0.0045 |
0.5% |
27% |
False |
False |
9,144 |
| 20 |
0.8328 |
0.8194 |
0.0134 |
1.6% |
0.0049 |
0.6% |
50% |
False |
False |
4,843 |
| 40 |
0.8328 |
0.7905 |
0.0423 |
5.1% |
0.0050 |
0.6% |
84% |
False |
False |
2,576 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.1% |
0.0049 |
0.6% |
84% |
False |
False |
1,739 |
| 80 |
0.8328 |
0.7837 |
0.0491 |
5.9% |
0.0050 |
0.6% |
86% |
False |
False |
1,321 |
| 100 |
0.8328 |
0.7767 |
0.0561 |
6.8% |
0.0049 |
0.6% |
88% |
False |
False |
1,064 |
| 120 |
0.8328 |
0.7729 |
0.0599 |
7.2% |
0.0047 |
0.6% |
89% |
False |
False |
890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8417 |
|
2.618 |
0.8366 |
|
1.618 |
0.8334 |
|
1.000 |
0.8315 |
|
0.618 |
0.8303 |
|
HIGH |
0.8284 |
|
0.618 |
0.8271 |
|
0.500 |
0.8268 |
|
0.382 |
0.8264 |
|
LOW |
0.8252 |
|
0.618 |
0.8233 |
|
1.000 |
0.8221 |
|
1.618 |
0.8201 |
|
2.618 |
0.8170 |
|
4.250 |
0.8118 |
|
|
| Fisher Pivots for day following 08-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8268 |
0.8268 |
| PP |
0.8265 |
0.8265 |
| S1 |
0.8263 |
0.8263 |
|