CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8280 |
0.8278 |
-0.0003 |
0.0% |
0.8283 |
| High |
0.8310 |
0.8311 |
0.0001 |
0.0% |
0.8311 |
| Low |
0.8270 |
0.8250 |
-0.0020 |
-0.2% |
0.8236 |
| Close |
0.8307 |
0.8259 |
-0.0048 |
-0.6% |
0.8272 |
| Range |
0.0041 |
0.0061 |
0.0020 |
49.4% |
0.0075 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.1% |
0.0000 |
| Volume |
184 |
134 |
-50 |
-27.2% |
848 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8455 |
0.8417 |
0.8292 |
|
| R3 |
0.8394 |
0.8357 |
0.8276 |
|
| R2 |
0.8334 |
0.8334 |
0.8270 |
|
| R1 |
0.8296 |
0.8296 |
0.8265 |
0.8285 |
| PP |
0.8273 |
0.8273 |
0.8273 |
0.8267 |
| S1 |
0.8236 |
0.8236 |
0.8253 |
0.8224 |
| S2 |
0.8213 |
0.8213 |
0.8248 |
|
| S3 |
0.8152 |
0.8175 |
0.8242 |
|
| S4 |
0.8092 |
0.8115 |
0.8226 |
|
|
| 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% |
0.0049 |
0.6% |
26% |
False |
False |
224 |
| 10 |
0.8324 |
0.8235 |
0.0089 |
1.1% |
0.0046 |
0.6% |
28% |
False |
False |
134 |
| 20 |
0.8324 |
0.8140 |
0.0184 |
2.2% |
0.0049 |
0.6% |
65% |
False |
False |
98 |
| 40 |
0.8324 |
0.7906 |
0.0418 |
5.1% |
0.0046 |
0.6% |
85% |
False |
False |
75 |
| 60 |
0.8324 |
0.7886 |
0.0438 |
5.3% |
0.0046 |
0.6% |
85% |
False |
False |
67 |
| 80 |
0.8324 |
0.7840 |
0.0484 |
5.9% |
0.0046 |
0.6% |
87% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8568 |
|
2.618 |
0.8469 |
|
1.618 |
0.8408 |
|
1.000 |
0.8371 |
|
0.618 |
0.8348 |
|
HIGH |
0.8311 |
|
0.618 |
0.8287 |
|
0.500 |
0.8280 |
|
0.382 |
0.8273 |
|
LOW |
0.8250 |
|
0.618 |
0.8213 |
|
1.000 |
0.8190 |
|
1.618 |
0.8152 |
|
2.618 |
0.8092 |
|
4.250 |
0.7993 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8280 |
0.8287 |
| PP |
0.8273 |
0.8278 |
| S1 |
0.8266 |
0.8268 |
|