CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 01-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.8252 |
0.8300 |
0.0048 |
0.6% |
0.8283 |
High |
0.8286 |
0.8324 |
0.0038 |
0.5% |
0.8311 |
Low |
0.8249 |
0.8269 |
0.0020 |
0.2% |
0.8236 |
Close |
0.8272 |
0.8292 |
0.0020 |
0.2% |
0.8272 |
Range |
0.0037 |
0.0055 |
0.0018 |
49.3% |
0.0075 |
ATR |
0.0047 |
0.0048 |
0.0001 |
1.1% |
0.0000 |
Volume |
672 |
48 |
-624 |
-92.9% |
848 |
|
Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8458 |
0.8430 |
0.8322 |
|
R3 |
0.8404 |
0.8375 |
0.8307 |
|
R2 |
0.8349 |
0.8349 |
0.8302 |
|
R1 |
0.8321 |
0.8321 |
0.8297 |
0.8308 |
PP |
0.8295 |
0.8295 |
0.8295 |
0.8288 |
S1 |
0.8266 |
0.8266 |
0.8287 |
0.8253 |
S2 |
0.8240 |
0.8240 |
0.8282 |
|
S3 |
0.8186 |
0.8212 |
0.8277 |
|
S4 |
0.8131 |
0.8157 |
0.8262 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8496 |
0.8459 |
0.8313 |
|
R3 |
0.8422 |
0.8384 |
0.8292 |
|
R2 |
0.8347 |
0.8347 |
0.8286 |
|
R1 |
0.8310 |
0.8310 |
0.8279 |
0.8291 |
PP |
0.8273 |
0.8273 |
0.8273 |
0.8264 |
S1 |
0.8235 |
0.8235 |
0.8265 |
0.8217 |
S2 |
0.8198 |
0.8198 |
0.8258 |
|
S3 |
0.8124 |
0.8161 |
0.8252 |
|
S4 |
0.8049 |
0.8086 |
0.8231 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8324 |
0.8236 |
0.0088 |
1.1% |
0.0046 |
0.6% |
64% |
True |
False |
175 |
10 |
0.8324 |
0.8235 |
0.0089 |
1.1% |
0.0046 |
0.6% |
65% |
True |
False |
108 |
20 |
0.8324 |
0.8098 |
0.0226 |
2.7% |
0.0048 |
0.6% |
86% |
True |
False |
96 |
40 |
0.8324 |
0.7906 |
0.0418 |
5.0% |
0.0046 |
0.6% |
92% |
True |
False |
67 |
60 |
0.8324 |
0.7874 |
0.0450 |
5.4% |
0.0045 |
0.5% |
93% |
True |
False |
65 |
80 |
0.8324 |
0.7815 |
0.0509 |
6.1% |
0.0045 |
0.5% |
94% |
True |
False |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8555 |
2.618 |
0.8466 |
1.618 |
0.8412 |
1.000 |
0.8378 |
0.618 |
0.8357 |
HIGH |
0.8324 |
0.618 |
0.8303 |
0.500 |
0.8296 |
0.382 |
0.8290 |
LOW |
0.8269 |
0.618 |
0.8235 |
1.000 |
0.8215 |
1.618 |
0.8181 |
2.618 |
0.8126 |
4.250 |
0.8037 |
|
|
Fisher Pivots for day following 01-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8296 |
0.8288 |
PP |
0.8295 |
0.8284 |
S1 |
0.8293 |
0.8280 |
|