CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 30-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2021 |
30-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8102 |
0.8068 |
-0.0034 |
-0.4% |
0.8035 |
| High |
0.8108 |
0.8091 |
-0.0017 |
-0.2% |
0.8159 |
| Low |
0.8063 |
0.8049 |
-0.0014 |
-0.2% |
0.8009 |
| Close |
0.8070 |
0.8062 |
-0.0008 |
-0.1% |
0.8125 |
| Range |
0.0045 |
0.0042 |
-0.0003 |
-6.7% |
0.0150 |
| ATR |
0.0050 |
0.0050 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
56 |
91 |
35 |
62.5% |
228 |
|
| Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8193 |
0.8169 |
0.8085 |
|
| R3 |
0.8151 |
0.8127 |
0.8073 |
|
| R2 |
0.8109 |
0.8109 |
0.8069 |
|
| R1 |
0.8085 |
0.8085 |
0.8065 |
0.8076 |
| PP |
0.8067 |
0.8067 |
0.8067 |
0.8062 |
| S1 |
0.8043 |
0.8043 |
0.8058 |
0.8034 |
| S2 |
0.8025 |
0.8025 |
0.8054 |
|
| S3 |
0.7983 |
0.8001 |
0.8050 |
|
| S4 |
0.7941 |
0.7959 |
0.8038 |
|
|
| 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 |
0.8147 |
0.8049 |
0.0098 |
1.2% |
0.0039 |
0.5% |
13% |
False |
True |
44 |
| 10 |
0.8159 |
0.8009 |
0.0150 |
1.9% |
0.0056 |
0.7% |
35% |
False |
False |
71 |
| 20 |
0.8311 |
0.8009 |
0.0302 |
3.7% |
0.0050 |
0.6% |
17% |
False |
False |
206 |
| 40 |
0.8324 |
0.8009 |
0.0315 |
3.9% |
0.0049 |
0.6% |
17% |
False |
False |
152 |
| 60 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0047 |
0.6% |
37% |
False |
False |
116 |
| 80 |
0.8324 |
0.7886 |
0.0438 |
5.4% |
0.0047 |
0.6% |
40% |
False |
False |
102 |
| 100 |
0.8324 |
0.7829 |
0.0495 |
6.1% |
0.0046 |
0.6% |
47% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8269 |
|
2.618 |
0.8200 |
|
1.618 |
0.8158 |
|
1.000 |
0.8133 |
|
0.618 |
0.8116 |
|
HIGH |
0.8091 |
|
0.618 |
0.8074 |
|
0.500 |
0.8070 |
|
0.382 |
0.8065 |
|
LOW |
0.8049 |
|
0.618 |
0.8023 |
|
1.000 |
0.8007 |
|
1.618 |
0.7981 |
|
2.618 |
0.7939 |
|
4.250 |
0.7870 |
|
|
| Fisher Pivots for day following 30-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8070 |
0.8093 |
| PP |
0.8067 |
0.8082 |
| S1 |
0.8064 |
0.8072 |
|