CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8257 |
0.8255 |
-0.0002 |
0.0% |
0.8280 |
| High |
0.8293 |
0.8285 |
-0.0008 |
-0.1% |
0.8328 |
| Low |
0.8253 |
0.8100 |
-0.0153 |
-1.8% |
0.8242 |
| Close |
0.8261 |
0.8273 |
0.0012 |
0.1% |
0.8281 |
| Range |
0.0041 |
0.0185 |
0.0145 |
356.8% |
0.0086 |
| ATR |
0.0047 |
0.0057 |
0.0010 |
20.9% |
0.0000 |
| Volume |
82,690 |
85,981 |
3,291 |
4.0% |
26,293 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8774 |
0.8708 |
0.8374 |
|
| R3 |
0.8589 |
0.8523 |
0.8323 |
|
| R2 |
0.8404 |
0.8404 |
0.8306 |
|
| R1 |
0.8338 |
0.8338 |
0.8289 |
0.8371 |
| PP |
0.8219 |
0.8219 |
0.8219 |
0.8236 |
| S1 |
0.8153 |
0.8153 |
0.8256 |
0.8186 |
| S2 |
0.8034 |
0.8034 |
0.8239 |
|
| S3 |
0.7849 |
0.7968 |
0.8222 |
|
| S4 |
0.7664 |
0.7783 |
0.8171 |
|
|
| 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 |
0.8293 |
0.8100 |
0.0193 |
2.3% |
0.0066 |
0.8% |
89% |
False |
True |
46,777 |
| 10 |
0.8328 |
0.8100 |
0.0228 |
2.8% |
0.0059 |
0.7% |
76% |
False |
True |
25,790 |
| 20 |
0.8328 |
0.8100 |
0.0228 |
2.8% |
0.0055 |
0.7% |
76% |
False |
True |
13,242 |
| 40 |
0.8328 |
0.7905 |
0.0423 |
5.1% |
0.0053 |
0.6% |
87% |
False |
False |
6,788 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.1% |
0.0051 |
0.6% |
87% |
False |
False |
4,549 |
| 80 |
0.8328 |
0.7843 |
0.0485 |
5.9% |
0.0051 |
0.6% |
89% |
False |
False |
3,428 |
| 100 |
0.8328 |
0.7767 |
0.0561 |
6.8% |
0.0050 |
0.6% |
90% |
False |
False |
2,750 |
| 120 |
0.8328 |
0.7729 |
0.0599 |
7.2% |
0.0048 |
0.6% |
91% |
False |
False |
2,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9071 |
|
2.618 |
0.8769 |
|
1.618 |
0.8584 |
|
1.000 |
0.8470 |
|
0.618 |
0.8399 |
|
HIGH |
0.8285 |
|
0.618 |
0.8214 |
|
0.500 |
0.8193 |
|
0.382 |
0.8171 |
|
LOW |
0.8100 |
|
0.618 |
0.7986 |
|
1.000 |
0.7915 |
|
1.618 |
0.7801 |
|
2.618 |
0.7616 |
|
4.250 |
0.7314 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8246 |
0.8247 |
| PP |
0.8219 |
0.8222 |
| S1 |
0.8193 |
0.8197 |
|