CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 29-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2021 |
29-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8134 |
0.8104 |
-0.0030 |
-0.4% |
0.8024 |
| High |
0.8139 |
0.8110 |
-0.0029 |
-0.4% |
0.8162 |
| Low |
0.8099 |
0.8062 |
-0.0037 |
-0.5% |
0.8008 |
| Close |
0.8102 |
0.8070 |
-0.0033 |
-0.4% |
0.8125 |
| Range |
0.0040 |
0.0048 |
0.0008 |
18.8% |
0.0154 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
54,809 |
51,983 |
-2,826 |
-5.2% |
308,434 |
|
| Daily Pivots for day following 29-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8223 |
0.8194 |
0.8096 |
|
| R3 |
0.8175 |
0.8146 |
0.8083 |
|
| R2 |
0.8128 |
0.8128 |
0.8078 |
|
| R1 |
0.8099 |
0.8099 |
0.8074 |
0.8090 |
| PP |
0.8080 |
0.8080 |
0.8080 |
0.8076 |
| S1 |
0.8051 |
0.8051 |
0.8065 |
0.8042 |
| S2 |
0.8033 |
0.8033 |
0.8061 |
|
| S3 |
0.7985 |
0.8004 |
0.8056 |
|
| S4 |
0.7938 |
0.7956 |
0.8043 |
|
|
| 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 |
0.8062 |
0.0100 |
1.2% |
0.0043 |
0.5% |
8% |
False |
True |
54,387 |
| 10 |
0.8226 |
0.8008 |
0.0218 |
2.7% |
0.0062 |
0.8% |
28% |
False |
False |
70,063 |
| 20 |
0.8313 |
0.8008 |
0.0305 |
3.8% |
0.0060 |
0.7% |
20% |
False |
False |
58,405 |
| 40 |
0.8328 |
0.8008 |
0.0320 |
4.0% |
0.0056 |
0.7% |
19% |
False |
False |
29,781 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.2% |
0.0054 |
0.7% |
39% |
False |
False |
19,906 |
| 80 |
0.8328 |
0.7875 |
0.0453 |
5.6% |
0.0052 |
0.6% |
43% |
False |
False |
14,949 |
| 100 |
0.8328 |
0.7811 |
0.0517 |
6.4% |
0.0051 |
0.6% |
50% |
False |
False |
11,969 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
7.0% |
0.0050 |
0.6% |
54% |
False |
False |
9,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8311 |
|
2.618 |
0.8234 |
|
1.618 |
0.8186 |
|
1.000 |
0.8157 |
|
0.618 |
0.8139 |
|
HIGH |
0.8110 |
|
0.618 |
0.8091 |
|
0.500 |
0.8086 |
|
0.382 |
0.8080 |
|
LOW |
0.8062 |
|
0.618 |
0.8033 |
|
1.000 |
0.8015 |
|
1.618 |
0.7985 |
|
2.618 |
0.7938 |
|
4.250 |
0.7860 |
|
|
| Fisher Pivots for day following 29-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8086 |
0.8105 |
| PP |
0.8080 |
0.8093 |
| S1 |
0.8075 |
0.8081 |
|