CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 14-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8270 |
0.8220 |
-0.0051 |
-0.6% |
0.8282 |
| High |
0.8278 |
0.8246 |
-0.0032 |
-0.4% |
0.8293 |
| Low |
0.8212 |
0.8216 |
0.0005 |
0.1% |
0.8100 |
| Close |
0.8219 |
0.8234 |
0.0015 |
0.2% |
0.8219 |
| Range |
0.0066 |
0.0030 |
-0.0037 |
-55.3% |
0.0193 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
103,932 |
56,192 |
-47,740 |
-45.9% |
332,141 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8320 |
0.8306 |
0.8250 |
|
| R3 |
0.8291 |
0.8277 |
0.8242 |
|
| R2 |
0.8261 |
0.8261 |
0.8239 |
|
| R1 |
0.8247 |
0.8247 |
0.8236 |
0.8254 |
| PP |
0.8232 |
0.8232 |
0.8232 |
0.8235 |
| S1 |
0.8218 |
0.8218 |
0.8231 |
0.8225 |
| S2 |
0.8202 |
0.8202 |
0.8228 |
|
| S3 |
0.8173 |
0.8188 |
0.8225 |
|
| S4 |
0.8143 |
0.8159 |
0.8217 |
|
|
| 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% |
69% |
False |
False |
75,763 |
| 10 |
0.8328 |
0.8100 |
0.0228 |
2.8% |
0.0059 |
0.7% |
59% |
False |
False |
41,462 |
| 20 |
0.8328 |
0.8100 |
0.0228 |
2.8% |
0.0053 |
0.6% |
59% |
False |
False |
21,113 |
| 40 |
0.8328 |
0.7905 |
0.0423 |
5.1% |
0.0053 |
0.6% |
78% |
False |
False |
10,788 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.1% |
0.0050 |
0.6% |
78% |
False |
False |
7,215 |
| 80 |
0.8328 |
0.7843 |
0.0485 |
5.9% |
0.0052 |
0.6% |
81% |
False |
False |
5,429 |
| 100 |
0.8328 |
0.7767 |
0.0561 |
6.8% |
0.0050 |
0.6% |
83% |
False |
False |
4,350 |
| 120 |
0.8328 |
0.7729 |
0.0599 |
7.3% |
0.0049 |
0.6% |
84% |
False |
False |
3,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8371 |
|
2.618 |
0.8323 |
|
1.618 |
0.8293 |
|
1.000 |
0.8275 |
|
0.618 |
0.8264 |
|
HIGH |
0.8246 |
|
0.618 |
0.8234 |
|
0.500 |
0.8231 |
|
0.382 |
0.8227 |
|
LOW |
0.8216 |
|
0.618 |
0.8198 |
|
1.000 |
0.8187 |
|
1.618 |
0.8168 |
|
2.618 |
0.8139 |
|
4.250 |
0.8091 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8233 |
0.8220 |
| PP |
0.8232 |
0.8206 |
| S1 |
0.8231 |
0.8193 |
|