CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 22-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2021 |
22-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8024 |
0.8090 |
0.0066 |
0.8% |
0.8220 |
| High |
0.8096 |
0.8129 |
0.0033 |
0.4% |
0.8246 |
| Low |
0.8008 |
0.8063 |
0.0055 |
0.7% |
0.8013 |
| Close |
0.8092 |
0.8117 |
0.0025 |
0.3% |
0.8048 |
| Range |
0.0088 |
0.0066 |
-0.0022 |
-24.6% |
0.0233 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.3% |
0.0000 |
| Volume |
74,714 |
68,573 |
-6,141 |
-8.2% |
403,281 |
|
| Daily Pivots for day following 22-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8301 |
0.8275 |
0.8153 |
|
| R3 |
0.8235 |
0.8209 |
0.8135 |
|
| R2 |
0.8169 |
0.8169 |
0.8129 |
|
| R1 |
0.8143 |
0.8143 |
0.8123 |
0.8156 |
| PP |
0.8103 |
0.8103 |
0.8103 |
0.8109 |
| S1 |
0.8077 |
0.8077 |
0.8110 |
0.8090 |
| S2 |
0.8037 |
0.8037 |
0.8104 |
|
| S3 |
0.7971 |
0.8011 |
0.8098 |
|
| S4 |
0.7905 |
0.7945 |
0.8080 |
|
|
| 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 |
0.8226 |
0.8008 |
0.0218 |
2.7% |
0.0081 |
1.0% |
50% |
False |
False |
85,739 |
| 10 |
0.8293 |
0.8008 |
0.0285 |
3.5% |
0.0078 |
1.0% |
38% |
False |
False |
81,917 |
| 20 |
0.8328 |
0.8008 |
0.0320 |
3.9% |
0.0062 |
0.8% |
34% |
False |
False |
45,530 |
| 40 |
0.8328 |
0.8008 |
0.0320 |
3.9% |
0.0055 |
0.7% |
34% |
False |
False |
23,009 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.2% |
0.0054 |
0.7% |
50% |
False |
False |
15,381 |
| 80 |
0.8328 |
0.7853 |
0.0475 |
5.8% |
0.0053 |
0.7% |
56% |
False |
False |
11,555 |
| 100 |
0.8328 |
0.7771 |
0.0557 |
6.9% |
0.0052 |
0.6% |
62% |
False |
False |
9,251 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
6.9% |
0.0051 |
0.6% |
62% |
False |
False |
7,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8409 |
|
2.618 |
0.8301 |
|
1.618 |
0.8235 |
|
1.000 |
0.8195 |
|
0.618 |
0.8169 |
|
HIGH |
0.8129 |
|
0.618 |
0.8103 |
|
0.500 |
0.8096 |
|
0.382 |
0.8088 |
|
LOW |
0.8063 |
|
0.618 |
0.8022 |
|
1.000 |
0.7997 |
|
1.618 |
0.7956 |
|
2.618 |
0.7890 |
|
4.250 |
0.7782 |
|
|
| Fisher Pivots for day following 22-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8110 |
0.8100 |
| PP |
0.8103 |
0.8084 |
| S1 |
0.8096 |
0.8068 |
|