CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 08-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8283 |
0.8278 |
-0.0006 |
-0.1% |
0.8300 |
| High |
0.8291 |
0.8281 |
-0.0010 |
-0.1% |
0.8324 |
| Low |
0.8260 |
0.8252 |
-0.0008 |
-0.1% |
0.8242 |
| Close |
0.8283 |
0.8260 |
-0.0023 |
-0.3% |
0.8281 |
| Range |
0.0031 |
0.0029 |
-0.0003 |
-8.1% |
0.0082 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
570 |
135 |
-435 |
-76.3% |
506 |
|
| Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8350 |
0.8333 |
0.8275 |
|
| R3 |
0.8321 |
0.8305 |
0.8267 |
|
| R2 |
0.8293 |
0.8293 |
0.8265 |
|
| R1 |
0.8276 |
0.8276 |
0.8262 |
0.8270 |
| PP |
0.8264 |
0.8264 |
0.8264 |
0.8261 |
| S1 |
0.8248 |
0.8248 |
0.8257 |
0.8242 |
| S2 |
0.8236 |
0.8236 |
0.8254 |
|
| S3 |
0.8207 |
0.8219 |
0.8252 |
|
| S4 |
0.8179 |
0.8191 |
0.8244 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8528 |
0.8486 |
0.8326 |
|
| R3 |
0.8446 |
0.8404 |
0.8303 |
|
| R2 |
0.8364 |
0.8364 |
0.8296 |
|
| R1 |
0.8322 |
0.8322 |
0.8288 |
0.8302 |
| PP |
0.8282 |
0.8282 |
0.8282 |
0.8272 |
| S1 |
0.8240 |
0.8240 |
0.8273 |
0.8220 |
| S2 |
0.8200 |
0.8200 |
0.8265 |
|
| S3 |
0.8118 |
0.8158 |
0.8258 |
|
| S4 |
0.8036 |
0.8076 |
0.8235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8311 |
0.8242 |
0.0069 |
0.8% |
0.0040 |
0.5% |
26% |
False |
False |
232 |
| 10 |
0.8324 |
0.8236 |
0.0088 |
1.1% |
0.0043 |
0.5% |
27% |
False |
False |
204 |
| 20 |
0.8324 |
0.8197 |
0.0127 |
1.5% |
0.0046 |
0.6% |
49% |
False |
False |
126 |
| 40 |
0.8324 |
0.7906 |
0.0418 |
5.1% |
0.0047 |
0.6% |
85% |
False |
False |
95 |
| 60 |
0.8324 |
0.7906 |
0.0418 |
5.1% |
0.0045 |
0.5% |
85% |
False |
False |
71 |
| 80 |
0.8324 |
0.7842 |
0.0482 |
5.8% |
0.0046 |
0.6% |
87% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8402 |
|
2.618 |
0.8355 |
|
1.618 |
0.8327 |
|
1.000 |
0.8309 |
|
0.618 |
0.8298 |
|
HIGH |
0.8281 |
|
0.618 |
0.8270 |
|
0.500 |
0.8266 |
|
0.382 |
0.8263 |
|
LOW |
0.8252 |
|
0.618 |
0.8234 |
|
1.000 |
0.8224 |
|
1.618 |
0.8206 |
|
2.618 |
0.8177 |
|
4.250 |
0.8131 |
|
|
| Fisher Pivots for day following 08-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8266 |
0.8266 |
| PP |
0.8264 |
0.8264 |
| S1 |
0.8262 |
0.8262 |
|