CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 17-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8208 |
0.8146 |
-0.0062 |
-0.7% |
0.8282 |
| High |
0.8226 |
0.8155 |
-0.0071 |
-0.9% |
0.8293 |
| Low |
0.8141 |
0.8079 |
-0.0063 |
-0.8% |
0.8100 |
| Close |
0.8153 |
0.8096 |
-0.0057 |
-0.7% |
0.8219 |
| Range |
0.0085 |
0.0076 |
-0.0009 |
-10.1% |
0.0193 |
| ATR |
0.0057 |
0.0059 |
0.0001 |
2.3% |
0.0000 |
| Volume |
88,058 |
95,611 |
7,553 |
8.6% |
332,141 |
|
| Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8338 |
0.8293 |
0.8137 |
|
| R3 |
0.8262 |
0.8217 |
0.8116 |
|
| R2 |
0.8186 |
0.8186 |
0.8109 |
|
| R1 |
0.8141 |
0.8141 |
0.8102 |
0.8125 |
| PP |
0.8110 |
0.8110 |
0.8110 |
0.8102 |
| S1 |
0.8065 |
0.8065 |
0.8089 |
0.8049 |
| S2 |
0.8034 |
0.8034 |
0.8082 |
|
| S3 |
0.7958 |
0.7989 |
0.8075 |
|
| S4 |
0.7882 |
0.7913 |
0.8054 |
|
|
| 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 |
0.8278 |
0.8079 |
0.0199 |
2.5% |
0.0061 |
0.8% |
9% |
False |
True |
81,094 |
| 10 |
0.8293 |
0.8079 |
0.0215 |
2.6% |
0.0064 |
0.8% |
8% |
False |
True |
63,935 |
| 20 |
0.8328 |
0.8079 |
0.0249 |
3.1% |
0.0056 |
0.7% |
7% |
False |
True |
33,337 |
| 40 |
0.8328 |
0.7980 |
0.0348 |
4.3% |
0.0052 |
0.6% |
33% |
False |
False |
16,898 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.2% |
0.0051 |
0.6% |
45% |
False |
False |
11,301 |
| 80 |
0.8328 |
0.7843 |
0.0485 |
6.0% |
0.0053 |
0.7% |
52% |
False |
False |
8,496 |
| 100 |
0.8328 |
0.7767 |
0.0561 |
6.9% |
0.0051 |
0.6% |
59% |
False |
False |
6,802 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
6.9% |
0.0049 |
0.6% |
59% |
False |
False |
5,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8478 |
|
2.618 |
0.8353 |
|
1.618 |
0.8277 |
|
1.000 |
0.8231 |
|
0.618 |
0.8201 |
|
HIGH |
0.8155 |
|
0.618 |
0.8125 |
|
0.500 |
0.8117 |
|
0.382 |
0.8108 |
|
LOW |
0.8079 |
|
0.618 |
0.8032 |
|
1.000 |
0.8003 |
|
1.618 |
0.7956 |
|
2.618 |
0.7880 |
|
4.250 |
0.7756 |
|
|
| Fisher Pivots for day following 17-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8117 |
0.8162 |
| PP |
0.8110 |
0.8140 |
| S1 |
0.8103 |
0.8118 |
|