CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 16-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8203 |
0.8209 |
0.0006 |
0.1% |
0.8283 |
| High |
0.8241 |
0.8223 |
-0.0018 |
-0.2% |
0.8291 |
| Low |
0.8195 |
0.8141 |
-0.0054 |
-0.7% |
0.8213 |
| Close |
0.8203 |
0.8152 |
-0.0051 |
-0.6% |
0.8218 |
| Range |
0.0047 |
0.0082 |
0.0036 |
76.3% |
0.0078 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
6.2% |
0.0000 |
| Volume |
14 |
137 |
123 |
878.6% |
2,670 |
|
| Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8418 |
0.8367 |
0.8197 |
|
| R3 |
0.8336 |
0.8285 |
0.8175 |
|
| R2 |
0.8254 |
0.8254 |
0.8167 |
|
| R1 |
0.8203 |
0.8203 |
0.8160 |
0.8188 |
| PP |
0.8172 |
0.8172 |
0.8172 |
0.8164 |
| S1 |
0.8121 |
0.8121 |
0.8144 |
0.8106 |
| S2 |
0.8090 |
0.8090 |
0.8137 |
|
| S3 |
0.8008 |
0.8039 |
0.8129 |
|
| S4 |
0.7926 |
0.7957 |
0.8107 |
|
|
| 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 |
0.8283 |
0.8141 |
0.0142 |
1.7% |
0.0050 |
0.6% |
8% |
False |
True |
429 |
| 10 |
0.8311 |
0.8141 |
0.0170 |
2.1% |
0.0045 |
0.5% |
6% |
False |
True |
340 |
| 20 |
0.8324 |
0.8141 |
0.0183 |
2.2% |
0.0045 |
0.6% |
6% |
False |
True |
232 |
| 40 |
0.8324 |
0.7906 |
0.0418 |
5.1% |
0.0046 |
0.6% |
59% |
False |
False |
145 |
| 60 |
0.8324 |
0.7906 |
0.0418 |
5.1% |
0.0045 |
0.5% |
59% |
False |
False |
110 |
| 80 |
0.8324 |
0.7850 |
0.0474 |
5.8% |
0.0046 |
0.6% |
64% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8572 |
|
2.618 |
0.8438 |
|
1.618 |
0.8356 |
|
1.000 |
0.8305 |
|
0.618 |
0.8274 |
|
HIGH |
0.8223 |
|
0.618 |
0.8192 |
|
0.500 |
0.8182 |
|
0.382 |
0.8172 |
|
LOW |
0.8141 |
|
0.618 |
0.8090 |
|
1.000 |
0.8059 |
|
1.618 |
0.8008 |
|
2.618 |
0.7926 |
|
4.250 |
0.7793 |
|
|
| Fisher Pivots for day following 16-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8182 |
0.8192 |
| PP |
0.8172 |
0.8179 |
| S1 |
0.8162 |
0.8165 |
|