CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 29-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2021 |
29-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.8131 |
0.8102 |
-0.0030 |
-0.4% |
0.8035 |
High |
0.8137 |
0.8108 |
-0.0030 |
-0.4% |
0.8159 |
Low |
0.8099 |
0.8063 |
-0.0037 |
-0.5% |
0.8009 |
Close |
0.8102 |
0.8070 |
-0.0033 |
-0.4% |
0.8125 |
Range |
0.0038 |
0.0045 |
0.0007 |
18.4% |
0.0150 |
ATR |
0.0051 |
0.0050 |
0.0000 |
-0.8% |
0.0000 |
Volume |
38 |
56 |
18 |
47.4% |
228 |
|
Daily Pivots for day following 29-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8215 |
0.8187 |
0.8094 |
|
R3 |
0.8170 |
0.8142 |
0.8082 |
|
R2 |
0.8125 |
0.8125 |
0.8078 |
|
R1 |
0.8097 |
0.8097 |
0.8074 |
0.8089 |
PP |
0.8080 |
0.8080 |
0.8080 |
0.8076 |
S1 |
0.8052 |
0.8052 |
0.8065 |
0.8044 |
S2 |
0.8035 |
0.8035 |
0.8061 |
|
S3 |
0.7990 |
0.8007 |
0.8057 |
|
S4 |
0.7945 |
0.7962 |
0.8045 |
|
|
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 |
0.0097 |
1.2% |
0.0040 |
0.5% |
7% |
False |
True |
44 |
10 |
0.8223 |
0.8009 |
0.0214 |
2.7% |
0.0060 |
0.7% |
28% |
False |
False |
76 |
20 |
0.8311 |
0.8009 |
0.0302 |
3.7% |
0.0050 |
0.6% |
20% |
False |
False |
210 |
40 |
0.8324 |
0.8009 |
0.0315 |
3.9% |
0.0049 |
0.6% |
19% |
False |
False |
153 |
60 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0047 |
0.6% |
39% |
False |
False |
115 |
80 |
0.8324 |
0.7874 |
0.0450 |
5.6% |
0.0047 |
0.6% |
43% |
False |
False |
102 |
100 |
0.8324 |
0.7815 |
0.0509 |
6.3% |
0.0046 |
0.6% |
50% |
False |
False |
94 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8299 |
2.618 |
0.8225 |
1.618 |
0.8180 |
1.000 |
0.8153 |
0.618 |
0.8135 |
HIGH |
0.8108 |
0.618 |
0.8090 |
0.500 |
0.8085 |
0.382 |
0.8080 |
LOW |
0.8063 |
0.618 |
0.8035 |
1.000 |
0.8018 |
1.618 |
0.7990 |
2.618 |
0.7945 |
4.250 |
0.7871 |
|
|
Fisher Pivots for day following 29-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8085 |
0.8105 |
PP |
0.8080 |
0.8093 |
S1 |
0.8075 |
0.8081 |
|