CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 22-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2021 |
22-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8035 |
0.8078 |
0.0043 |
0.5% |
0.8223 |
| High |
0.8094 |
0.8128 |
0.0034 |
0.4% |
0.8243 |
| Low |
0.8009 |
0.8063 |
0.0054 |
0.7% |
0.8014 |
| Close |
0.8092 |
0.8117 |
0.0025 |
0.3% |
0.8048 |
| Range |
0.0085 |
0.0065 |
-0.0021 |
-24.1% |
0.0229 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.4% |
0.0000 |
| Volume |
55 |
44 |
-11 |
-20.0% |
768 |
|
| Daily Pivots for day following 22-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8296 |
0.8271 |
0.8152 |
|
| R3 |
0.8231 |
0.8206 |
0.8134 |
|
| R2 |
0.8167 |
0.8167 |
0.8128 |
|
| R1 |
0.8142 |
0.8142 |
0.8122 |
0.8154 |
| PP |
0.8102 |
0.8102 |
0.8102 |
0.8109 |
| S1 |
0.8077 |
0.8077 |
0.8111 |
0.8090 |
| S2 |
0.8038 |
0.8038 |
0.8105 |
|
| S3 |
0.7973 |
0.8013 |
0.8099 |
|
| S4 |
0.7909 |
0.7948 |
0.8081 |
|
|
| 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 |
0.8223 |
0.8009 |
0.0214 |
2.6% |
0.0079 |
1.0% |
50% |
False |
False |
108 |
| 10 |
0.8288 |
0.8009 |
0.0279 |
3.4% |
0.0060 |
0.7% |
39% |
False |
False |
283 |
| 20 |
0.8324 |
0.8009 |
0.0315 |
3.9% |
0.0052 |
0.6% |
34% |
False |
False |
243 |
| 40 |
0.8324 |
0.8009 |
0.0315 |
3.9% |
0.0048 |
0.6% |
34% |
False |
False |
151 |
| 60 |
0.8324 |
0.7906 |
0.0418 |
5.1% |
0.0047 |
0.6% |
50% |
False |
False |
115 |
| 80 |
0.8324 |
0.7854 |
0.0470 |
5.8% |
0.0047 |
0.6% |
56% |
False |
False |
104 |
| 100 |
0.8324 |
0.7778 |
0.0546 |
6.7% |
0.0046 |
0.6% |
62% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8402 |
|
2.618 |
0.8296 |
|
1.618 |
0.8232 |
|
1.000 |
0.8192 |
|
0.618 |
0.8167 |
|
HIGH |
0.8128 |
|
0.618 |
0.8103 |
|
0.500 |
0.8095 |
|
0.382 |
0.8088 |
|
LOW |
0.8063 |
|
0.618 |
0.8023 |
|
1.000 |
0.7999 |
|
1.618 |
0.7959 |
|
2.618 |
0.7894 |
|
4.250 |
0.7789 |
|
|
| Fisher Pivots for day following 22-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8109 |
0.8100 |
| PP |
0.8102 |
0.8084 |
| S1 |
0.8095 |
0.8068 |
|