CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 23-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2021 |
23-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8078 |
0.8125 |
0.0047 |
0.6% |
0.8223 |
| High |
0.8128 |
0.8159 |
0.0032 |
0.4% |
0.8243 |
| Low |
0.8063 |
0.8112 |
0.0049 |
0.6% |
0.8014 |
| Close |
0.8117 |
0.8127 |
0.0010 |
0.1% |
0.8048 |
| Range |
0.0065 |
0.0048 |
-0.0017 |
-26.4% |
0.0229 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
44 |
91 |
47 |
106.8% |
768 |
|
| Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8275 |
0.8248 |
0.8153 |
|
| R3 |
0.8227 |
0.8201 |
0.8140 |
|
| R2 |
0.8180 |
0.8180 |
0.8135 |
|
| R1 |
0.8153 |
0.8153 |
0.8131 |
0.8167 |
| PP |
0.8132 |
0.8132 |
0.8132 |
0.8139 |
| S1 |
0.8106 |
0.8106 |
0.8122 |
0.8119 |
| S2 |
0.8085 |
0.8085 |
0.8118 |
|
| S3 |
0.8037 |
0.8058 |
0.8113 |
|
| S4 |
0.7990 |
0.8011 |
0.8100 |
|
|
| 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 |
0.8159 |
0.8009 |
0.0150 |
1.8% |
0.0072 |
0.9% |
78% |
True |
False |
99 |
| 10 |
0.8283 |
0.8009 |
0.0274 |
3.4% |
0.0061 |
0.8% |
43% |
False |
False |
264 |
| 20 |
0.8324 |
0.8009 |
0.0315 |
3.9% |
0.0052 |
0.6% |
37% |
False |
False |
245 |
| 40 |
0.8324 |
0.8009 |
0.0315 |
3.9% |
0.0049 |
0.6% |
37% |
False |
False |
153 |
| 60 |
0.8324 |
0.7906 |
0.0418 |
5.1% |
0.0048 |
0.6% |
53% |
False |
False |
116 |
| 80 |
0.8324 |
0.7858 |
0.0466 |
5.7% |
0.0047 |
0.6% |
58% |
False |
False |
104 |
| 100 |
0.8324 |
0.7778 |
0.0546 |
6.7% |
0.0046 |
0.6% |
64% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8361 |
|
2.618 |
0.8283 |
|
1.618 |
0.8236 |
|
1.000 |
0.8207 |
|
0.618 |
0.8188 |
|
HIGH |
0.8159 |
|
0.618 |
0.8141 |
|
0.500 |
0.8135 |
|
0.382 |
0.8130 |
|
LOW |
0.8112 |
|
0.618 |
0.8082 |
|
1.000 |
0.8064 |
|
1.618 |
0.8035 |
|
2.618 |
0.7987 |
|
4.250 |
0.7910 |
|
|
| Fisher Pivots for day following 23-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8135 |
0.8112 |
| PP |
0.8132 |
0.8098 |
| S1 |
0.8129 |
0.8084 |
|