CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 15-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.8220 |
0.8235 |
0.0016 |
0.2% |
0.8282 |
High |
0.8246 |
0.8245 |
-0.0001 |
0.0% |
0.8293 |
Low |
0.8216 |
0.8194 |
-0.0022 |
-0.3% |
0.8100 |
Close |
0.8234 |
0.8204 |
-0.0030 |
-0.4% |
0.8219 |
Range |
0.0030 |
0.0051 |
0.0021 |
71.2% |
0.0193 |
ATR |
0.0056 |
0.0055 |
0.0000 |
-0.7% |
0.0000 |
Volume |
56,192 |
61,677 |
5,485 |
9.8% |
332,141 |
|
Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8366 |
0.8335 |
0.8231 |
|
R3 |
0.8315 |
0.8285 |
0.8217 |
|
R2 |
0.8265 |
0.8265 |
0.8213 |
|
R1 |
0.8234 |
0.8234 |
0.8208 |
0.8224 |
PP |
0.8214 |
0.8214 |
0.8214 |
0.8209 |
S1 |
0.8184 |
0.8184 |
0.8199 |
0.8174 |
S2 |
0.8164 |
0.8164 |
0.8194 |
|
S3 |
0.8113 |
0.8133 |
0.8190 |
|
S4 |
0.8063 |
0.8083 |
0.8176 |
|
|
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 |
2.4% |
0.0074 |
0.9% |
54% |
False |
False |
78,094 |
10 |
0.8313 |
0.8100 |
0.0213 |
2.6% |
0.0058 |
0.7% |
49% |
False |
False |
46,747 |
20 |
0.8328 |
0.8100 |
0.0228 |
2.8% |
0.0053 |
0.7% |
45% |
False |
False |
24,186 |
40 |
0.8328 |
0.7905 |
0.0423 |
5.2% |
0.0054 |
0.7% |
71% |
False |
False |
12,323 |
60 |
0.8328 |
0.7905 |
0.0423 |
5.2% |
0.0050 |
0.6% |
71% |
False |
False |
8,242 |
80 |
0.8328 |
0.7843 |
0.0485 |
5.9% |
0.0052 |
0.6% |
74% |
False |
False |
6,200 |
100 |
0.8328 |
0.7767 |
0.0561 |
6.8% |
0.0050 |
0.6% |
78% |
False |
False |
4,967 |
120 |
0.8328 |
0.7748 |
0.0580 |
7.1% |
0.0048 |
0.6% |
79% |
False |
False |
4,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8459 |
2.618 |
0.8377 |
1.618 |
0.8326 |
1.000 |
0.8295 |
0.618 |
0.8276 |
HIGH |
0.8245 |
0.618 |
0.8225 |
0.500 |
0.8219 |
0.382 |
0.8213 |
LOW |
0.8194 |
0.618 |
0.8163 |
1.000 |
0.8144 |
1.618 |
0.8112 |
2.618 |
0.8062 |
4.250 |
0.7979 |
|
|
Fisher Pivots for day following 15-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8219 |
0.8236 |
PP |
0.8214 |
0.8225 |
S1 |
0.8209 |
0.8214 |
|