CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 18-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2021 |
18-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8147 |
0.8100 |
-0.0048 |
-0.6% |
0.8223 |
| High |
0.8154 |
0.8103 |
-0.0051 |
-0.6% |
0.8243 |
| Low |
0.8081 |
0.8014 |
-0.0068 |
-0.8% |
0.8014 |
| Close |
0.8095 |
0.8048 |
-0.0048 |
-0.6% |
0.8048 |
| Range |
0.0073 |
0.0090 |
0.0017 |
23.4% |
0.0229 |
| ATR |
0.0048 |
0.0051 |
0.0003 |
6.0% |
0.0000 |
| Volume |
172 |
134 |
-38 |
-22.1% |
768 |
|
| Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8323 |
0.8275 |
0.8097 |
|
| R3 |
0.8234 |
0.8185 |
0.8072 |
|
| R2 |
0.8144 |
0.8144 |
0.8064 |
|
| R1 |
0.8096 |
0.8096 |
0.8056 |
0.8075 |
| PP |
0.8055 |
0.8055 |
0.8055 |
0.8044 |
| S1 |
0.8006 |
0.8006 |
0.8039 |
0.7986 |
| S2 |
0.7965 |
0.7965 |
0.8031 |
|
| S3 |
0.7876 |
0.7917 |
0.8023 |
|
| S4 |
0.7786 |
0.7827 |
0.7998 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8788 |
0.8647 |
0.8173 |
|
| R3 |
0.8559 |
0.8418 |
0.8110 |
|
| R2 |
0.8330 |
0.8330 |
0.8089 |
|
| R1 |
0.8189 |
0.8189 |
0.8068 |
0.8145 |
| PP |
0.8101 |
0.8101 |
0.8101 |
0.8079 |
| S1 |
0.7960 |
0.7960 |
0.8027 |
0.7916 |
| S2 |
0.7872 |
0.7872 |
0.8006 |
|
| S3 |
0.7643 |
0.7731 |
0.7985 |
|
| S4 |
0.7414 |
0.7502 |
0.7922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8243 |
0.8014 |
0.0229 |
2.8% |
0.0063 |
0.8% |
15% |
False |
True |
153 |
| 10 |
0.8291 |
0.8014 |
0.0277 |
3.4% |
0.0051 |
0.6% |
12% |
False |
True |
343 |
| 20 |
0.8324 |
0.8014 |
0.0310 |
3.9% |
0.0048 |
0.6% |
11% |
False |
True |
245 |
| 40 |
0.8324 |
0.7998 |
0.0326 |
4.1% |
0.0046 |
0.6% |
15% |
False |
False |
150 |
| 60 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0046 |
0.6% |
34% |
False |
False |
114 |
| 80 |
0.8324 |
0.7850 |
0.0474 |
5.9% |
0.0047 |
0.6% |
42% |
False |
False |
105 |
| 100 |
0.8324 |
0.7776 |
0.0548 |
6.8% |
0.0046 |
0.6% |
50% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8483 |
|
2.618 |
0.8337 |
|
1.618 |
0.8248 |
|
1.000 |
0.8193 |
|
0.618 |
0.8158 |
|
HIGH |
0.8103 |
|
0.618 |
0.8069 |
|
0.500 |
0.8058 |
|
0.382 |
0.8048 |
|
LOW |
0.8014 |
|
0.618 |
0.7958 |
|
1.000 |
0.7924 |
|
1.618 |
0.7869 |
|
2.618 |
0.7779 |
|
4.250 |
0.7633 |
|
|
| Fisher Pivots for day following 18-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8058 |
0.8118 |
| PP |
0.8055 |
0.8095 |
| S1 |
0.8051 |
0.8071 |
|