CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 25-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2021 |
25-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.8126 |
0.8116 |
-0.0010 |
-0.1% |
0.8024 |
High |
0.8141 |
0.8149 |
0.0008 |
0.1% |
0.8162 |
Low |
0.8103 |
0.8110 |
0.0007 |
0.1% |
0.8008 |
Close |
0.8116 |
0.8125 |
0.0010 |
0.1% |
0.8125 |
Range |
0.0038 |
0.0039 |
0.0001 |
1.3% |
0.0154 |
ATR |
0.0061 |
0.0059 |
-0.0002 |
-2.6% |
0.0000 |
Volume |
49,573 |
43,406 |
-6,167 |
-12.4% |
308,434 |
|
Daily Pivots for day following 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8243 |
0.8223 |
0.8146 |
|
R3 |
0.8205 |
0.8184 |
0.8136 |
|
R2 |
0.8166 |
0.8166 |
0.8132 |
|
R1 |
0.8146 |
0.8146 |
0.8129 |
0.8156 |
PP |
0.8128 |
0.8128 |
0.8128 |
0.8133 |
S1 |
0.8107 |
0.8107 |
0.8121 |
0.8118 |
S2 |
0.8089 |
0.8089 |
0.8118 |
|
S3 |
0.8051 |
0.8069 |
0.8114 |
|
S4 |
0.8012 |
0.8030 |
0.8104 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8560 |
0.8497 |
0.8210 |
|
R3 |
0.8406 |
0.8343 |
0.8167 |
|
R2 |
0.8252 |
0.8252 |
0.8153 |
|
R1 |
0.8189 |
0.8189 |
0.8139 |
0.8221 |
PP |
0.8098 |
0.8098 |
0.8098 |
0.8114 |
S1 |
0.8035 |
0.8035 |
0.8111 |
0.8067 |
S2 |
0.7944 |
0.7944 |
0.8097 |
|
S3 |
0.7790 |
0.7881 |
0.8083 |
|
S4 |
0.7636 |
0.7727 |
0.8040 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8162 |
0.8008 |
0.0154 |
1.9% |
0.0056 |
0.7% |
76% |
False |
False |
61,686 |
10 |
0.8246 |
0.8008 |
0.0238 |
2.9% |
0.0061 |
0.8% |
49% |
False |
False |
71,171 |
20 |
0.8328 |
0.8008 |
0.0320 |
3.9% |
0.0061 |
0.7% |
37% |
False |
False |
53,598 |
40 |
0.8328 |
0.8008 |
0.0320 |
3.9% |
0.0055 |
0.7% |
37% |
False |
False |
27,126 |
60 |
0.8328 |
0.7905 |
0.0423 |
5.2% |
0.0054 |
0.7% |
52% |
False |
False |
18,131 |
80 |
0.8328 |
0.7853 |
0.0475 |
5.8% |
0.0053 |
0.6% |
57% |
False |
False |
13,617 |
100 |
0.8328 |
0.7789 |
0.0539 |
6.6% |
0.0051 |
0.6% |
62% |
False |
False |
10,901 |
120 |
0.8328 |
0.7767 |
0.0561 |
6.9% |
0.0051 |
0.6% |
64% |
False |
False |
9,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8312 |
2.618 |
0.8249 |
1.618 |
0.8211 |
1.000 |
0.8187 |
0.618 |
0.8172 |
HIGH |
0.8149 |
0.618 |
0.8134 |
0.500 |
0.8129 |
0.382 |
0.8125 |
LOW |
0.8110 |
0.618 |
0.8086 |
1.000 |
0.8072 |
1.618 |
0.8048 |
2.618 |
0.8009 |
4.250 |
0.7946 |
|
|
Fisher Pivots for day following 25-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8129 |
0.8133 |
PP |
0.8128 |
0.8130 |
S1 |
0.8126 |
0.8128 |
|