CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 18-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2021 |
18-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8146 |
0.8094 |
-0.0053 |
-0.6% |
0.8220 |
| High |
0.8155 |
0.8105 |
-0.0050 |
-0.6% |
0.8246 |
| Low |
0.8079 |
0.8013 |
-0.0066 |
-0.8% |
0.8013 |
| Close |
0.8096 |
0.8048 |
-0.0048 |
-0.6% |
0.8048 |
| Range |
0.0076 |
0.0092 |
0.0016 |
21.1% |
0.0233 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
4.1% |
0.0000 |
| Volume |
95,611 |
101,743 |
6,132 |
6.4% |
403,281 |
|
| Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8331 |
0.8282 |
0.8099 |
|
| R3 |
0.8239 |
0.8190 |
0.8073 |
|
| R2 |
0.8147 |
0.8147 |
0.8065 |
|
| R1 |
0.8098 |
0.8098 |
0.8056 |
0.8076 |
| PP |
0.8055 |
0.8055 |
0.8055 |
0.8044 |
| S1 |
0.8006 |
0.8006 |
0.8040 |
0.7984 |
| S2 |
0.7963 |
0.7963 |
0.8031 |
|
| S3 |
0.7871 |
0.7914 |
0.8023 |
|
| S4 |
0.7779 |
0.7822 |
0.7997 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8801 |
0.8658 |
0.8176 |
|
| R3 |
0.8568 |
0.8425 |
0.8112 |
|
| R2 |
0.8335 |
0.8335 |
0.8091 |
|
| R1 |
0.8192 |
0.8192 |
0.8069 |
0.8147 |
| PP |
0.8102 |
0.8102 |
0.8102 |
0.8080 |
| S1 |
0.7959 |
0.7959 |
0.8027 |
0.7914 |
| S2 |
0.7869 |
0.7869 |
0.8005 |
|
| S3 |
0.7636 |
0.7726 |
0.7984 |
|
| S4 |
0.7403 |
0.7493 |
0.7920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8246 |
0.8013 |
0.0233 |
2.9% |
0.0067 |
0.8% |
15% |
False |
True |
80,656 |
| 10 |
0.8293 |
0.8013 |
0.0281 |
3.5% |
0.0069 |
0.9% |
13% |
False |
True |
73,542 |
| 20 |
0.8328 |
0.8013 |
0.0315 |
3.9% |
0.0058 |
0.7% |
11% |
False |
True |
38,399 |
| 40 |
0.8328 |
0.7996 |
0.0332 |
4.1% |
0.0054 |
0.7% |
16% |
False |
False |
19,438 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.3% |
0.0052 |
0.6% |
34% |
False |
False |
12,995 |
| 80 |
0.8328 |
0.7843 |
0.0485 |
6.0% |
0.0053 |
0.7% |
42% |
False |
False |
9,767 |
| 100 |
0.8328 |
0.7767 |
0.0561 |
7.0% |
0.0051 |
0.6% |
50% |
False |
False |
7,819 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
7.0% |
0.0050 |
0.6% |
50% |
False |
False |
6,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8496 |
|
2.618 |
0.8345 |
|
1.618 |
0.8253 |
|
1.000 |
0.8197 |
|
0.618 |
0.8161 |
|
HIGH |
0.8105 |
|
0.618 |
0.8069 |
|
0.500 |
0.8059 |
|
0.382 |
0.8048 |
|
LOW |
0.8013 |
|
0.618 |
0.7956 |
|
1.000 |
0.7921 |
|
1.618 |
0.7864 |
|
2.618 |
0.7772 |
|
4.250 |
0.7622 |
|
|
| Fisher Pivots for day following 18-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8059 |
0.8119 |
| PP |
0.8055 |
0.8095 |
| S1 |
0.8052 |
0.8072 |
|