CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 16-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8235 |
0.8208 |
-0.0028 |
-0.3% |
0.8282 |
| High |
0.8245 |
0.8226 |
-0.0019 |
-0.2% |
0.8293 |
| Low |
0.8194 |
0.8141 |
-0.0053 |
-0.6% |
0.8100 |
| Close |
0.8204 |
0.8153 |
-0.0051 |
-0.6% |
0.8219 |
| Range |
0.0051 |
0.0085 |
0.0034 |
67.3% |
0.0193 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
3.8% |
0.0000 |
| Volume |
61,677 |
88,058 |
26,381 |
42.8% |
332,141 |
|
| Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8427 |
0.8374 |
0.8199 |
|
| R3 |
0.8342 |
0.8290 |
0.8176 |
|
| R2 |
0.8258 |
0.8258 |
0.8168 |
|
| R1 |
0.8205 |
0.8205 |
0.8160 |
0.8189 |
| PP |
0.8173 |
0.8173 |
0.8173 |
0.8165 |
| S1 |
0.8121 |
0.8121 |
0.8145 |
0.8105 |
| S2 |
0.8089 |
0.8089 |
0.8137 |
|
| S3 |
0.8004 |
0.8036 |
0.8129 |
|
| S4 |
0.7920 |
0.7952 |
0.8106 |
|
|
| 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 |
0.8285 |
0.8100 |
0.0185 |
2.3% |
0.0083 |
1.0% |
28% |
False |
False |
79,168 |
| 10 |
0.8313 |
0.8100 |
0.0213 |
2.6% |
0.0063 |
0.8% |
25% |
False |
False |
55,292 |
| 20 |
0.8328 |
0.8100 |
0.0228 |
2.8% |
0.0055 |
0.7% |
23% |
False |
False |
28,569 |
| 40 |
0.8328 |
0.7905 |
0.0423 |
5.2% |
0.0053 |
0.7% |
59% |
False |
False |
14,513 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.2% |
0.0051 |
0.6% |
59% |
False |
False |
9,709 |
| 80 |
0.8328 |
0.7843 |
0.0485 |
5.9% |
0.0052 |
0.6% |
64% |
False |
False |
7,301 |
| 100 |
0.8328 |
0.7767 |
0.0561 |
6.9% |
0.0051 |
0.6% |
69% |
False |
False |
5,846 |
| 120 |
0.8328 |
0.7756 |
0.0572 |
7.0% |
0.0049 |
0.6% |
69% |
False |
False |
4,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8585 |
|
2.618 |
0.8447 |
|
1.618 |
0.8362 |
|
1.000 |
0.8310 |
|
0.618 |
0.8278 |
|
HIGH |
0.8226 |
|
0.618 |
0.8193 |
|
0.500 |
0.8183 |
|
0.382 |
0.8173 |
|
LOW |
0.8141 |
|
0.618 |
0.8089 |
|
1.000 |
0.8057 |
|
1.618 |
0.8004 |
|
2.618 |
0.7920 |
|
4.250 |
0.7782 |
|
|
| Fisher Pivots for day following 16-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8183 |
0.8193 |
| PP |
0.8173 |
0.8180 |
| S1 |
0.8163 |
0.8166 |
|