CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 09-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.8278 |
0.8270 |
-0.0008 |
-0.1% |
0.8300 |
High |
0.8281 |
0.8288 |
0.0008 |
0.1% |
0.8324 |
Low |
0.8252 |
0.8253 |
0.0001 |
0.0% |
0.8242 |
Close |
0.8260 |
0.8260 |
0.0000 |
0.0% |
0.8281 |
Range |
0.0029 |
0.0036 |
0.0007 |
24.6% |
0.0082 |
ATR |
0.0045 |
0.0045 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
135 |
280 |
145 |
107.4% |
506 |
|
Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8373 |
0.8352 |
0.8279 |
|
R3 |
0.8338 |
0.8316 |
0.8269 |
|
R2 |
0.8302 |
0.8302 |
0.8266 |
|
R1 |
0.8281 |
0.8281 |
0.8263 |
0.8274 |
PP |
0.8267 |
0.8267 |
0.8267 |
0.8263 |
S1 |
0.8245 |
0.8245 |
0.8256 |
0.8238 |
S2 |
0.8231 |
0.8231 |
0.8253 |
|
S3 |
0.8196 |
0.8210 |
0.8250 |
|
S4 |
0.8160 |
0.8174 |
0.8240 |
|
|
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% |
0.0039 |
0.5% |
26% |
False |
False |
251 |
10 |
0.8324 |
0.8236 |
0.0088 |
1.1% |
0.0044 |
0.5% |
27% |
False |
False |
226 |
20 |
0.8324 |
0.8197 |
0.0127 |
1.5% |
0.0046 |
0.6% |
49% |
False |
False |
136 |
40 |
0.8324 |
0.7906 |
0.0418 |
5.1% |
0.0046 |
0.6% |
85% |
False |
False |
101 |
60 |
0.8324 |
0.7906 |
0.0418 |
5.1% |
0.0045 |
0.5% |
85% |
False |
False |
76 |
80 |
0.8324 |
0.7850 |
0.0474 |
5.7% |
0.0046 |
0.6% |
86% |
False |
False |
81 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8439 |
2.618 |
0.8381 |
1.618 |
0.8345 |
1.000 |
0.8324 |
0.618 |
0.8310 |
HIGH |
0.8288 |
0.618 |
0.8274 |
0.500 |
0.8270 |
0.382 |
0.8266 |
LOW |
0.8253 |
0.618 |
0.8231 |
1.000 |
0.8217 |
1.618 |
0.8195 |
2.618 |
0.8160 |
4.250 |
0.8102 |
|
|
Fisher Pivots for day following 09-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8270 |
0.8271 |
PP |
0.8267 |
0.8267 |
S1 |
0.8263 |
0.8263 |
|