CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 28-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.8114 |
0.8131 |
0.0017 |
0.2% |
0.8035 |
High |
0.8147 |
0.8137 |
-0.0010 |
-0.1% |
0.8159 |
Low |
0.8111 |
0.8099 |
-0.0012 |
-0.1% |
0.8009 |
Close |
0.8125 |
0.8102 |
-0.0023 |
-0.3% |
0.8125 |
Range |
0.0036 |
0.0038 |
0.0003 |
7.0% |
0.0150 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
20 |
38 |
18 |
90.0% |
228 |
|
Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8227 |
0.8202 |
0.8123 |
|
R3 |
0.8189 |
0.8164 |
0.8112 |
|
R2 |
0.8151 |
0.8151 |
0.8109 |
|
R1 |
0.8126 |
0.8126 |
0.8105 |
0.8120 |
PP |
0.8113 |
0.8113 |
0.8113 |
0.8109 |
S1 |
0.8088 |
0.8088 |
0.8099 |
0.8082 |
S2 |
0.8075 |
0.8075 |
0.8095 |
|
S3 |
0.8037 |
0.8050 |
0.8092 |
|
S4 |
0.7999 |
0.8012 |
0.8081 |
|
|
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 |
0.8063 |
0.0096 |
1.2% |
0.0044 |
0.5% |
41% |
False |
False |
42 |
10 |
0.8241 |
0.8009 |
0.0232 |
2.9% |
0.0060 |
0.7% |
40% |
False |
False |
72 |
20 |
0.8324 |
0.8009 |
0.0315 |
3.9% |
0.0051 |
0.6% |
30% |
False |
False |
210 |
40 |
0.8324 |
0.8009 |
0.0315 |
3.9% |
0.0049 |
0.6% |
30% |
False |
False |
152 |
60 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0047 |
0.6% |
47% |
False |
False |
115 |
80 |
0.8324 |
0.7858 |
0.0466 |
5.8% |
0.0047 |
0.6% |
52% |
False |
False |
102 |
100 |
0.8324 |
0.7791 |
0.0533 |
6.6% |
0.0046 |
0.6% |
58% |
False |
False |
94 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8299 |
2.618 |
0.8236 |
1.618 |
0.8198 |
1.000 |
0.8175 |
0.618 |
0.8160 |
HIGH |
0.8137 |
0.618 |
0.8122 |
0.500 |
0.8118 |
0.382 |
0.8114 |
LOW |
0.8099 |
0.618 |
0.8076 |
1.000 |
0.8061 |
1.618 |
0.8038 |
2.618 |
0.8000 |
4.250 |
0.7938 |
|
|
Fisher Pivots for day following 28-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8118 |
0.8123 |
PP |
0.8113 |
0.8116 |
S1 |
0.8107 |
0.8109 |
|