CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 25-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2021 |
25-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.8130 |
0.8114 |
-0.0016 |
-0.2% |
0.8035 |
High |
0.8140 |
0.8147 |
0.0007 |
0.1% |
0.8159 |
Low |
0.8105 |
0.8111 |
0.0007 |
0.1% |
0.8009 |
Close |
0.8116 |
0.8125 |
0.0010 |
0.1% |
0.8125 |
Range |
0.0036 |
0.0036 |
0.0000 |
0.0% |
0.0150 |
ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
18 |
20 |
2 |
11.1% |
228 |
|
Daily Pivots for day following 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8234 |
0.8215 |
0.8145 |
|
R3 |
0.8199 |
0.8180 |
0.8135 |
|
R2 |
0.8163 |
0.8163 |
0.8132 |
|
R1 |
0.8144 |
0.8144 |
0.8128 |
0.8154 |
PP |
0.8128 |
0.8128 |
0.8128 |
0.8132 |
S1 |
0.8109 |
0.8109 |
0.8122 |
0.8118 |
S2 |
0.8092 |
0.8092 |
0.8118 |
|
S3 |
0.8057 |
0.8073 |
0.8115 |
|
S4 |
0.8021 |
0.8038 |
0.8105 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8548 |
0.8486 |
0.8208 |
|
R3 |
0.8398 |
0.8336 |
0.8166 |
|
R2 |
0.8248 |
0.8248 |
0.8153 |
|
R1 |
0.8186 |
0.8186 |
0.8139 |
0.8217 |
PP |
0.8098 |
0.8098 |
0.8098 |
0.8113 |
S1 |
0.8036 |
0.8036 |
0.8111 |
0.8067 |
S2 |
0.7948 |
0.7948 |
0.8098 |
|
S3 |
0.7798 |
0.7886 |
0.8084 |
|
S4 |
0.7648 |
0.7736 |
0.8043 |
|
|
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% |
0.0054 |
0.7% |
77% |
False |
False |
45 |
10 |
0.8243 |
0.8009 |
0.0234 |
2.9% |
0.0058 |
0.7% |
50% |
False |
False |
99 |
20 |
0.8324 |
0.8009 |
0.0315 |
3.9% |
0.0050 |
0.6% |
37% |
False |
False |
242 |
40 |
0.8324 |
0.8009 |
0.0315 |
3.9% |
0.0048 |
0.6% |
37% |
False |
False |
152 |
60 |
0.8324 |
0.7906 |
0.0418 |
5.1% |
0.0047 |
0.6% |
52% |
False |
False |
115 |
80 |
0.8324 |
0.7858 |
0.0466 |
5.7% |
0.0047 |
0.6% |
57% |
False |
False |
102 |
100 |
0.8324 |
0.7791 |
0.0533 |
6.6% |
0.0045 |
0.6% |
63% |
False |
False |
94 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8297 |
2.618 |
0.8239 |
1.618 |
0.8204 |
1.000 |
0.8182 |
0.618 |
0.8168 |
HIGH |
0.8147 |
0.618 |
0.8133 |
0.500 |
0.8129 |
0.382 |
0.8125 |
LOW |
0.8111 |
0.618 |
0.8089 |
1.000 |
0.8076 |
1.618 |
0.8054 |
2.618 |
0.8018 |
4.250 |
0.7960 |
|
|
Fisher Pivots for day following 25-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8129 |
0.8132 |
PP |
0.8128 |
0.8130 |
S1 |
0.8126 |
0.8127 |
|