CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 24-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.8125 |
0.8130 |
0.0005 |
0.1% |
0.8223 |
High |
0.8159 |
0.8140 |
-0.0019 |
-0.2% |
0.8243 |
Low |
0.8112 |
0.8105 |
-0.0007 |
-0.1% |
0.8014 |
Close |
0.8127 |
0.8116 |
-0.0011 |
-0.1% |
0.8048 |
Range |
0.0048 |
0.0036 |
-0.0012 |
-25.3% |
0.0229 |
ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
91 |
18 |
-73 |
-80.2% |
768 |
|
Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8227 |
0.8207 |
0.8135 |
|
R3 |
0.8191 |
0.8171 |
0.8125 |
|
R2 |
0.8156 |
0.8156 |
0.8122 |
|
R1 |
0.8136 |
0.8136 |
0.8119 |
0.8128 |
PP |
0.8120 |
0.8120 |
0.8120 |
0.8116 |
S1 |
0.8100 |
0.8100 |
0.8112 |
0.8092 |
S2 |
0.8085 |
0.8085 |
0.8109 |
|
S3 |
0.8049 |
0.8065 |
0.8106 |
|
S4 |
0.8014 |
0.8029 |
0.8096 |
|
|
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% |
0.0064 |
0.8% |
71% |
False |
False |
68 |
10 |
0.8275 |
0.8009 |
0.0266 |
3.3% |
0.0061 |
0.8% |
40% |
False |
False |
126 |
20 |
0.8324 |
0.8009 |
0.0315 |
3.9% |
0.0051 |
0.6% |
34% |
False |
False |
245 |
40 |
0.8324 |
0.8009 |
0.0315 |
3.9% |
0.0048 |
0.6% |
34% |
False |
False |
152 |
60 |
0.8324 |
0.7906 |
0.0418 |
5.1% |
0.0048 |
0.6% |
50% |
False |
False |
116 |
80 |
0.8324 |
0.7858 |
0.0466 |
5.7% |
0.0047 |
0.6% |
55% |
False |
False |
103 |
100 |
0.8324 |
0.7778 |
0.0546 |
6.7% |
0.0045 |
0.6% |
62% |
False |
False |
94 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8291 |
2.618 |
0.8233 |
1.618 |
0.8197 |
1.000 |
0.8176 |
0.618 |
0.8162 |
HIGH |
0.8140 |
0.618 |
0.8126 |
0.500 |
0.8122 |
0.382 |
0.8118 |
LOW |
0.8105 |
0.618 |
0.8083 |
1.000 |
0.8069 |
1.618 |
0.8047 |
2.618 |
0.8012 |
4.250 |
0.7954 |
|
|
Fisher Pivots for day following 24-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8122 |
0.8114 |
PP |
0.8120 |
0.8113 |
S1 |
0.8118 |
0.8111 |
|