CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 21-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8100 |
0.8035 |
-0.0065 |
-0.8% |
0.8223 |
| High |
0.8103 |
0.8094 |
-0.0009 |
-0.1% |
0.8243 |
| Low |
0.8014 |
0.8009 |
-0.0005 |
-0.1% |
0.8014 |
| Close |
0.8048 |
0.8092 |
0.0044 |
0.5% |
0.8048 |
| Range |
0.0090 |
0.0085 |
-0.0005 |
-5.0% |
0.0229 |
| ATR |
0.0051 |
0.0054 |
0.0002 |
4.7% |
0.0000 |
| Volume |
134 |
55 |
-79 |
-59.0% |
768 |
|
| Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8320 |
0.8291 |
0.8138 |
|
| R3 |
0.8235 |
0.8206 |
0.8115 |
|
| R2 |
0.8150 |
0.8150 |
0.8107 |
|
| R1 |
0.8121 |
0.8121 |
0.8099 |
0.8135 |
| PP |
0.8065 |
0.8065 |
0.8065 |
0.8072 |
| S1 |
0.8036 |
0.8036 |
0.8084 |
0.8050 |
| S2 |
0.7980 |
0.7980 |
0.8076 |
|
| S3 |
0.7895 |
0.7951 |
0.8068 |
|
| S4 |
0.7810 |
0.7866 |
0.8045 |
|
|
| 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 |
0.8241 |
0.8009 |
0.0232 |
2.9% |
0.0075 |
0.9% |
36% |
False |
True |
102 |
| 10 |
0.8288 |
0.8009 |
0.0279 |
3.4% |
0.0056 |
0.7% |
30% |
False |
True |
292 |
| 20 |
0.8324 |
0.8009 |
0.0315 |
3.9% |
0.0050 |
0.6% |
26% |
False |
True |
242 |
| 40 |
0.8324 |
0.8009 |
0.0315 |
3.9% |
0.0048 |
0.6% |
26% |
False |
True |
150 |
| 60 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0047 |
0.6% |
44% |
False |
False |
115 |
| 80 |
0.8324 |
0.7850 |
0.0474 |
5.9% |
0.0047 |
0.6% |
51% |
False |
False |
105 |
| 100 |
0.8324 |
0.7776 |
0.0548 |
6.8% |
0.0046 |
0.6% |
58% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8455 |
|
2.618 |
0.8317 |
|
1.618 |
0.8232 |
|
1.000 |
0.8179 |
|
0.618 |
0.8147 |
|
HIGH |
0.8094 |
|
0.618 |
0.8062 |
|
0.500 |
0.8052 |
|
0.382 |
0.8041 |
|
LOW |
0.8009 |
|
0.618 |
0.7956 |
|
1.000 |
0.7924 |
|
1.618 |
0.7871 |
|
2.618 |
0.7786 |
|
4.250 |
0.7648 |
|
|
| Fisher Pivots for day following 21-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8078 |
0.8088 |
| PP |
0.8065 |
0.8085 |
| S1 |
0.8052 |
0.8081 |
|