CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8270 |
0.8250 |
-0.0020 |
-0.2% |
0.8300 |
| High |
0.8288 |
0.8283 |
-0.0006 |
-0.1% |
0.8324 |
| Low |
0.8253 |
0.8247 |
-0.0006 |
-0.1% |
0.8242 |
| Close |
0.8260 |
0.8272 |
0.0012 |
0.1% |
0.8281 |
| Range |
0.0036 |
0.0036 |
0.0000 |
0.0% |
0.0082 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
280 |
1,393 |
1,113 |
397.5% |
506 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8374 |
0.8358 |
0.8291 |
|
| R3 |
0.8338 |
0.8323 |
0.8281 |
|
| R2 |
0.8303 |
0.8303 |
0.8278 |
|
| R1 |
0.8287 |
0.8287 |
0.8275 |
0.8295 |
| PP |
0.8267 |
0.8267 |
0.8267 |
0.8271 |
| S1 |
0.8252 |
0.8252 |
0.8268 |
0.8259 |
| S2 |
0.8232 |
0.8232 |
0.8265 |
|
| S3 |
0.8196 |
0.8216 |
0.8262 |
|
| S4 |
0.8161 |
0.8181 |
0.8252 |
|
|
| 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 |
0.8291 |
0.8242 |
0.0049 |
0.6% |
0.0034 |
0.4% |
61% |
False |
False |
503 |
| 10 |
0.8324 |
0.8236 |
0.0088 |
1.1% |
0.0042 |
0.5% |
41% |
False |
False |
363 |
| 20 |
0.8324 |
0.8197 |
0.0127 |
1.5% |
0.0045 |
0.5% |
59% |
False |
False |
201 |
| 40 |
0.8324 |
0.7906 |
0.0418 |
5.0% |
0.0046 |
0.6% |
88% |
False |
False |
132 |
| 60 |
0.8324 |
0.7906 |
0.0418 |
5.0% |
0.0045 |
0.5% |
88% |
False |
False |
99 |
| 80 |
0.8324 |
0.7850 |
0.0474 |
5.7% |
0.0046 |
0.6% |
89% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8433 |
|
2.618 |
0.8375 |
|
1.618 |
0.8340 |
|
1.000 |
0.8318 |
|
0.618 |
0.8304 |
|
HIGH |
0.8283 |
|
0.618 |
0.8269 |
|
0.500 |
0.8265 |
|
0.382 |
0.8261 |
|
LOW |
0.8247 |
|
0.618 |
0.8225 |
|
1.000 |
0.8212 |
|
1.618 |
0.8190 |
|
2.618 |
0.8154 |
|
4.250 |
0.8096 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8269 |
0.8270 |
| PP |
0.8267 |
0.8269 |
| S1 |
0.8265 |
0.8268 |
|