CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8250 |
0.8272 |
0.0022 |
0.3% |
0.8283 |
| High |
0.8283 |
0.8275 |
-0.0008 |
-0.1% |
0.8291 |
| Low |
0.8247 |
0.8213 |
-0.0034 |
-0.4% |
0.8213 |
| Close |
0.8272 |
0.8218 |
-0.0054 |
-0.6% |
0.8218 |
| Range |
0.0036 |
0.0062 |
0.0027 |
74.6% |
0.0078 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
3.0% |
0.0000 |
| Volume |
1,393 |
292 |
-1,101 |
-79.0% |
2,670 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8421 |
0.8382 |
0.8252 |
|
| R3 |
0.8359 |
0.8320 |
0.8235 |
|
| R2 |
0.8297 |
0.8297 |
0.8229 |
|
| R1 |
0.8258 |
0.8258 |
0.8224 |
0.8247 |
| PP |
0.8235 |
0.8235 |
0.8235 |
0.8230 |
| S1 |
0.8196 |
0.8196 |
0.8212 |
0.8185 |
| S2 |
0.8173 |
0.8173 |
0.8207 |
|
| S3 |
0.8111 |
0.8134 |
0.8201 |
|
| S4 |
0.8049 |
0.8072 |
0.8184 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8473 |
0.8423 |
0.8261 |
|
| R3 |
0.8396 |
0.8346 |
0.8239 |
|
| R2 |
0.8318 |
0.8318 |
0.8232 |
|
| R1 |
0.8268 |
0.8268 |
0.8225 |
0.8254 |
| PP |
0.8241 |
0.8241 |
0.8241 |
0.8234 |
| S1 |
0.8191 |
0.8191 |
0.8211 |
0.8177 |
| S2 |
0.8163 |
0.8163 |
0.8204 |
|
| S3 |
0.8086 |
0.8113 |
0.8197 |
|
| S4 |
0.8008 |
0.8036 |
0.8175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8291 |
0.8213 |
0.0078 |
0.9% |
0.0039 |
0.5% |
6% |
False |
True |
534 |
| 10 |
0.8324 |
0.8213 |
0.0111 |
1.3% |
0.0043 |
0.5% |
5% |
False |
True |
384 |
| 20 |
0.8324 |
0.8212 |
0.0112 |
1.4% |
0.0046 |
0.6% |
5% |
False |
False |
212 |
| 40 |
0.8324 |
0.7906 |
0.0418 |
5.1% |
0.0046 |
0.6% |
75% |
False |
False |
138 |
| 60 |
0.8324 |
0.7906 |
0.0418 |
5.1% |
0.0045 |
0.6% |
75% |
False |
False |
104 |
| 80 |
0.8324 |
0.7850 |
0.0474 |
5.8% |
0.0046 |
0.6% |
78% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8539 |
|
2.618 |
0.8437 |
|
1.618 |
0.8375 |
|
1.000 |
0.8337 |
|
0.618 |
0.8313 |
|
HIGH |
0.8275 |
|
0.618 |
0.8251 |
|
0.500 |
0.8244 |
|
0.382 |
0.8237 |
|
LOW |
0.8213 |
|
0.618 |
0.8175 |
|
1.000 |
0.8151 |
|
1.618 |
0.8113 |
|
2.618 |
0.8051 |
|
4.250 |
0.7950 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8244 |
0.8251 |
| PP |
0.8235 |
0.8240 |
| S1 |
0.8227 |
0.8229 |
|