CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8255 |
0.8270 |
0.0015 |
0.2% |
0.8282 |
| High |
0.8285 |
0.8278 |
-0.0008 |
-0.1% |
0.8293 |
| Low |
0.8100 |
0.8212 |
0.0112 |
1.4% |
0.8100 |
| Close |
0.8273 |
0.8219 |
-0.0054 |
-0.7% |
0.8219 |
| Range |
0.0185 |
0.0066 |
-0.0119 |
-64.3% |
0.0193 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.1% |
0.0000 |
| Volume |
85,981 |
103,932 |
17,951 |
20.9% |
332,141 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8434 |
0.8392 |
0.8255 |
|
| R3 |
0.8368 |
0.8326 |
0.8237 |
|
| R2 |
0.8302 |
0.8302 |
0.8231 |
|
| R1 |
0.8260 |
0.8260 |
0.8225 |
0.8248 |
| PP |
0.8236 |
0.8236 |
0.8236 |
0.8230 |
| S1 |
0.8194 |
0.8194 |
0.8212 |
0.8182 |
| S2 |
0.8170 |
0.8170 |
0.8206 |
|
| S3 |
0.8104 |
0.8128 |
0.8200 |
|
| S4 |
0.8038 |
0.8062 |
0.8182 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8783 |
0.8694 |
0.8325 |
|
| R3 |
0.8590 |
0.8501 |
0.8272 |
|
| R2 |
0.8397 |
0.8397 |
0.8254 |
|
| R1 |
0.8308 |
0.8308 |
0.8236 |
0.8256 |
| PP |
0.8204 |
0.8204 |
0.8204 |
0.8178 |
| S1 |
0.8115 |
0.8115 |
0.8201 |
0.8063 |
| S2 |
0.8011 |
0.8011 |
0.8183 |
|
| S3 |
0.7818 |
0.7922 |
0.8165 |
|
| S4 |
0.7625 |
0.7729 |
0.8112 |
|
|
| 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% |
0.0071 |
0.9% |
61% |
False |
False |
66,428 |
| 10 |
0.8328 |
0.8100 |
0.0228 |
2.8% |
0.0060 |
0.7% |
52% |
False |
False |
36,024 |
| 20 |
0.8328 |
0.8100 |
0.0228 |
2.8% |
0.0055 |
0.7% |
52% |
False |
False |
18,349 |
| 40 |
0.8328 |
0.7905 |
0.0423 |
5.1% |
0.0054 |
0.7% |
74% |
False |
False |
9,386 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.1% |
0.0051 |
0.6% |
74% |
False |
False |
6,280 |
| 80 |
0.8328 |
0.7843 |
0.0485 |
5.9% |
0.0052 |
0.6% |
78% |
False |
False |
4,727 |
| 100 |
0.8328 |
0.7767 |
0.0561 |
6.8% |
0.0050 |
0.6% |
81% |
False |
False |
3,789 |
| 120 |
0.8328 |
0.7729 |
0.0599 |
7.3% |
0.0049 |
0.6% |
82% |
False |
False |
3,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8558 |
|
2.618 |
0.8450 |
|
1.618 |
0.8384 |
|
1.000 |
0.8344 |
|
0.618 |
0.8318 |
|
HIGH |
0.8278 |
|
0.618 |
0.8252 |
|
0.500 |
0.8245 |
|
0.382 |
0.8237 |
|
LOW |
0.8212 |
|
0.618 |
0.8171 |
|
1.000 |
0.8146 |
|
1.618 |
0.8105 |
|
2.618 |
0.8039 |
|
4.250 |
0.7931 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8245 |
0.8211 |
| PP |
0.8236 |
0.8204 |
| S1 |
0.8227 |
0.8197 |
|