CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8296 |
0.8259 |
-0.0037 |
-0.4% |
0.8301 |
| High |
0.8310 |
0.8311 |
0.0001 |
0.0% |
0.8310 |
| Low |
0.8271 |
0.8257 |
-0.0014 |
-0.2% |
0.8244 |
| Close |
0.8308 |
0.8259 |
-0.0049 |
-0.6% |
0.8272 |
| Range |
0.0039 |
0.0054 |
0.0015 |
38.5% |
0.0066 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.1% |
0.0000 |
| Volume |
7 |
0 |
-7 |
-100.0% |
26 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8437 |
0.8402 |
0.8289 |
|
| R3 |
0.8383 |
0.8348 |
0.8274 |
|
| R2 |
0.8329 |
0.8329 |
0.8269 |
|
| R1 |
0.8294 |
0.8294 |
0.8264 |
0.8286 |
| PP |
0.8275 |
0.8275 |
0.8275 |
0.8271 |
| S1 |
0.8240 |
0.8240 |
0.8254 |
0.8232 |
| S2 |
0.8221 |
0.8221 |
0.8249 |
|
| S3 |
0.8167 |
0.8186 |
0.8244 |
|
| S4 |
0.8113 |
0.8132 |
0.8229 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8473 |
0.8439 |
0.8308 |
|
| R3 |
0.8407 |
0.8373 |
0.8290 |
|
| R2 |
0.8341 |
0.8341 |
0.8284 |
|
| R1 |
0.8307 |
0.8307 |
0.8278 |
0.8291 |
| PP |
0.8275 |
0.8275 |
0.8275 |
0.8267 |
| S1 |
0.8241 |
0.8241 |
0.8266 |
0.8225 |
| S2 |
0.8209 |
0.8209 |
0.8260 |
|
| S3 |
0.8143 |
0.8175 |
0.8254 |
|
| S4 |
0.8077 |
0.8109 |
0.8236 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8540 |
|
2.618 |
0.8452 |
|
1.618 |
0.8398 |
|
1.000 |
0.8365 |
|
0.618 |
0.8344 |
|
HIGH |
0.8311 |
|
0.618 |
0.8290 |
|
0.500 |
0.8284 |
|
0.382 |
0.8277 |
|
LOW |
0.8257 |
|
0.618 |
0.8223 |
|
1.000 |
0.8203 |
|
1.618 |
0.8169 |
|
2.618 |
0.8115 |
|
4.250 |
0.8027 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8284 |
0.8288 |
| PP |
0.8275 |
0.8278 |
| S1 |
0.8267 |
0.8269 |
|