CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 21-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8094 |
0.8024 |
-0.0070 |
-0.9% |
0.8220 |
| High |
0.8105 |
0.8096 |
-0.0009 |
-0.1% |
0.8246 |
| Low |
0.8013 |
0.8008 |
-0.0005 |
-0.1% |
0.8013 |
| Close |
0.8048 |
0.8092 |
0.0044 |
0.5% |
0.8048 |
| Range |
0.0092 |
0.0088 |
-0.0005 |
-4.9% |
0.0233 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.1% |
0.0000 |
| Volume |
101,743 |
74,714 |
-27,029 |
-26.6% |
403,281 |
|
| Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8328 |
0.8297 |
0.8140 |
|
| R3 |
0.8240 |
0.8210 |
0.8116 |
|
| R2 |
0.8153 |
0.8153 |
0.8108 |
|
| R1 |
0.8122 |
0.8122 |
0.8100 |
0.8137 |
| PP |
0.8065 |
0.8065 |
0.8065 |
0.8073 |
| S1 |
0.8035 |
0.8035 |
0.8083 |
0.8050 |
| S2 |
0.7978 |
0.7978 |
0.8075 |
|
| S3 |
0.7890 |
0.7947 |
0.8067 |
|
| S4 |
0.7803 |
0.7860 |
0.8043 |
|
|
| 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 |
0.8245 |
0.8008 |
0.0237 |
2.9% |
0.0078 |
1.0% |
35% |
False |
True |
84,360 |
| 10 |
0.8293 |
0.8008 |
0.0285 |
3.5% |
0.0074 |
0.9% |
29% |
False |
True |
80,062 |
| 20 |
0.8328 |
0.8008 |
0.0320 |
3.9% |
0.0060 |
0.7% |
26% |
False |
True |
42,125 |
| 40 |
0.8328 |
0.8008 |
0.0320 |
3.9% |
0.0055 |
0.7% |
26% |
False |
True |
21,304 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.2% |
0.0053 |
0.7% |
44% |
False |
False |
14,239 |
| 80 |
0.8328 |
0.7843 |
0.0485 |
6.0% |
0.0053 |
0.7% |
51% |
False |
False |
10,700 |
| 100 |
0.8328 |
0.7767 |
0.0561 |
6.9% |
0.0051 |
0.6% |
58% |
False |
False |
8,566 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
6.9% |
0.0050 |
0.6% |
58% |
False |
False |
7,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8467 |
|
2.618 |
0.8325 |
|
1.618 |
0.8237 |
|
1.000 |
0.8183 |
|
0.618 |
0.8150 |
|
HIGH |
0.8096 |
|
0.618 |
0.8062 |
|
0.500 |
0.8052 |
|
0.382 |
0.8041 |
|
LOW |
0.8008 |
|
0.618 |
0.7954 |
|
1.000 |
0.7921 |
|
1.618 |
0.7866 |
|
2.618 |
0.7779 |
|
4.250 |
0.7636 |
|
|
| Fisher Pivots for day following 21-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8078 |
0.8088 |
| PP |
0.8065 |
0.8085 |
| S1 |
0.8052 |
0.8081 |
|