CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 09-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8275 |
0.8257 |
-0.0019 |
-0.2% |
0.8280 |
| High |
0.8284 |
0.8293 |
0.0010 |
0.1% |
0.8328 |
| Low |
0.8252 |
0.8253 |
0.0001 |
0.0% |
0.8242 |
| Close |
0.8261 |
0.8261 |
0.0000 |
0.0% |
0.8281 |
| Range |
0.0032 |
0.0041 |
0.0009 |
28.6% |
0.0086 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
50,022 |
82,690 |
32,668 |
65.3% |
26,293 |
|
| Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8390 |
0.8366 |
0.8283 |
|
| R3 |
0.8350 |
0.8325 |
0.8272 |
|
| R2 |
0.8309 |
0.8309 |
0.8268 |
|
| R1 |
0.8285 |
0.8285 |
0.8264 |
0.8297 |
| PP |
0.8269 |
0.8269 |
0.8269 |
0.8275 |
| S1 |
0.8244 |
0.8244 |
0.8257 |
0.8257 |
| S2 |
0.8228 |
0.8228 |
0.8253 |
|
| S3 |
0.8188 |
0.8204 |
0.8249 |
|
| S4 |
0.8147 |
0.8163 |
0.8238 |
|
|
| 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 |
31,416 |
| 10 |
0.8328 |
0.8236 |
0.0092 |
1.1% |
0.0046 |
0.6% |
27% |
False |
False |
17,362 |
| 20 |
0.8328 |
0.8194 |
0.0134 |
1.6% |
0.0049 |
0.6% |
50% |
False |
False |
8,960 |
| 40 |
0.8328 |
0.7905 |
0.0423 |
5.1% |
0.0050 |
0.6% |
84% |
False |
False |
4,641 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.1% |
0.0049 |
0.6% |
84% |
False |
False |
3,117 |
| 80 |
0.8328 |
0.7843 |
0.0485 |
5.9% |
0.0050 |
0.6% |
86% |
False |
False |
2,354 |
| 100 |
0.8328 |
0.7767 |
0.0561 |
6.8% |
0.0049 |
0.6% |
88% |
False |
False |
1,890 |
| 120 |
0.8328 |
0.7729 |
0.0599 |
7.2% |
0.0047 |
0.6% |
89% |
False |
False |
1,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8465 |
|
2.618 |
0.8399 |
|
1.618 |
0.8359 |
|
1.000 |
0.8334 |
|
0.618 |
0.8318 |
|
HIGH |
0.8293 |
|
0.618 |
0.8278 |
|
0.500 |
0.8273 |
|
0.382 |
0.8268 |
|
LOW |
0.8253 |
|
0.618 |
0.8227 |
|
1.000 |
0.8212 |
|
1.618 |
0.8187 |
|
2.618 |
0.8146 |
|
4.250 |
0.8080 |
|
|
| Fisher Pivots for day following 09-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8273 |
0.8273 |
| PP |
0.8269 |
0.8269 |
| S1 |
0.8265 |
0.8265 |
|