CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 28-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8116 |
0.8134 |
0.0019 |
0.2% |
0.8024 |
| High |
0.8149 |
0.8139 |
-0.0010 |
-0.1% |
0.8162 |
| Low |
0.8110 |
0.8099 |
-0.0012 |
-0.1% |
0.8008 |
| Close |
0.8125 |
0.8102 |
-0.0023 |
-0.3% |
0.8125 |
| Range |
0.0039 |
0.0040 |
0.0002 |
3.9% |
0.0154 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
43,406 |
54,809 |
11,403 |
26.3% |
308,434 |
|
| Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8233 |
0.8208 |
0.8124 |
|
| R3 |
0.8193 |
0.8168 |
0.8113 |
|
| R2 |
0.8153 |
0.8153 |
0.8109 |
|
| R1 |
0.8128 |
0.8128 |
0.8106 |
0.8120 |
| PP |
0.8113 |
0.8113 |
0.8113 |
0.8109 |
| S1 |
0.8088 |
0.8088 |
0.8098 |
0.8080 |
| S2 |
0.8073 |
0.8073 |
0.8095 |
|
| S3 |
0.8033 |
0.8048 |
0.8091 |
|
| S4 |
0.7993 |
0.8008 |
0.8080 |
|
|
| 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 |
0.8063 |
0.0100 |
1.2% |
0.0047 |
0.6% |
40% |
False |
False |
57,705 |
| 10 |
0.8245 |
0.8008 |
0.0237 |
2.9% |
0.0062 |
0.8% |
40% |
False |
False |
71,033 |
| 20 |
0.8328 |
0.8008 |
0.0320 |
3.9% |
0.0061 |
0.7% |
29% |
False |
False |
56,247 |
| 40 |
0.8328 |
0.8008 |
0.0320 |
3.9% |
0.0055 |
0.7% |
29% |
False |
False |
28,485 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.2% |
0.0054 |
0.7% |
47% |
False |
False |
19,041 |
| 80 |
0.8328 |
0.7853 |
0.0475 |
5.9% |
0.0052 |
0.6% |
52% |
False |
False |
14,300 |
| 100 |
0.8328 |
0.7789 |
0.0539 |
6.6% |
0.0051 |
0.6% |
58% |
False |
False |
11,449 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
6.9% |
0.0050 |
0.6% |
60% |
False |
False |
9,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8309 |
|
2.618 |
0.8243 |
|
1.618 |
0.8203 |
|
1.000 |
0.8179 |
|
0.618 |
0.8163 |
|
HIGH |
0.8139 |
|
0.618 |
0.8123 |
|
0.500 |
0.8119 |
|
0.382 |
0.8114 |
|
LOW |
0.8099 |
|
0.618 |
0.8074 |
|
1.000 |
0.8059 |
|
1.618 |
0.8034 |
|
2.618 |
0.7994 |
|
4.250 |
0.7929 |
|
|
| Fisher Pivots for day following 28-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8119 |
0.8124 |
| PP |
0.8113 |
0.8116 |
| S1 |
0.8108 |
0.8109 |
|