CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 17-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8209 |
0.8147 |
-0.0062 |
-0.8% |
0.8283 |
| High |
0.8223 |
0.8154 |
-0.0070 |
-0.8% |
0.8291 |
| Low |
0.8141 |
0.8081 |
-0.0060 |
-0.7% |
0.8213 |
| Close |
0.8152 |
0.8095 |
-0.0057 |
-0.7% |
0.8218 |
| Range |
0.0082 |
0.0073 |
-0.0010 |
-11.6% |
0.0078 |
| ATR |
0.0047 |
0.0048 |
0.0002 |
4.0% |
0.0000 |
| Volume |
137 |
172 |
35 |
25.5% |
2,670 |
|
| Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8327 |
0.8284 |
0.8135 |
|
| R3 |
0.8255 |
0.8211 |
0.8115 |
|
| R2 |
0.8182 |
0.8182 |
0.8108 |
|
| R1 |
0.8139 |
0.8139 |
0.8102 |
0.8124 |
| PP |
0.8110 |
0.8110 |
0.8110 |
0.8103 |
| S1 |
0.8066 |
0.8066 |
0.8088 |
0.8052 |
| S2 |
0.8037 |
0.8037 |
0.8082 |
|
| S3 |
0.7965 |
0.7994 |
0.8075 |
|
| S4 |
0.7892 |
0.7921 |
0.8055 |
|
|
| 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 |
0.8275 |
0.8081 |
0.0194 |
2.4% |
0.0058 |
0.7% |
7% |
False |
True |
185 |
| 10 |
0.8291 |
0.8081 |
0.0210 |
2.6% |
0.0046 |
0.6% |
7% |
False |
True |
344 |
| 20 |
0.8324 |
0.8081 |
0.0243 |
3.0% |
0.0046 |
0.6% |
6% |
False |
True |
239 |
| 40 |
0.8324 |
0.7983 |
0.0341 |
4.2% |
0.0045 |
0.6% |
33% |
False |
False |
147 |
| 60 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0045 |
0.6% |
45% |
False |
False |
112 |
| 80 |
0.8324 |
0.7850 |
0.0474 |
5.9% |
0.0047 |
0.6% |
52% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8462 |
|
2.618 |
0.8343 |
|
1.618 |
0.8271 |
|
1.000 |
0.8226 |
|
0.618 |
0.8198 |
|
HIGH |
0.8154 |
|
0.618 |
0.8126 |
|
0.500 |
0.8117 |
|
0.382 |
0.8109 |
|
LOW |
0.8081 |
|
0.618 |
0.8036 |
|
1.000 |
0.8009 |
|
1.618 |
0.7964 |
|
2.618 |
0.7891 |
|
4.250 |
0.7773 |
|
|
| Fisher Pivots for day following 17-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8117 |
0.8161 |
| PP |
0.8110 |
0.8139 |
| S1 |
0.8102 |
0.8117 |
|