CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8237 |
0.8200 |
-0.0037 |
-0.4% |
0.8278 |
| High |
0.8238 |
0.8236 |
-0.0002 |
0.0% |
0.8286 |
| Low |
0.8234 |
0.8200 |
-0.0034 |
-0.4% |
0.8215 |
| Close |
0.8234 |
0.8204 |
-0.0030 |
-0.4% |
0.8218 |
| Range |
0.0004 |
0.0036 |
0.0032 |
914.3% |
0.0071 |
| ATR |
0.0039 |
0.0038 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
5 |
3 |
-2 |
-40.0% |
80 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8320 |
0.8297 |
0.8224 |
|
| R3 |
0.8284 |
0.8262 |
0.8214 |
|
| R2 |
0.8249 |
0.8249 |
0.8211 |
|
| R1 |
0.8226 |
0.8226 |
0.8207 |
0.8238 |
| PP |
0.8213 |
0.8213 |
0.8213 |
0.8219 |
| S1 |
0.8191 |
0.8191 |
0.8201 |
0.8202 |
| S2 |
0.8178 |
0.8178 |
0.8197 |
|
| S3 |
0.8142 |
0.8155 |
0.8194 |
|
| S4 |
0.8107 |
0.8120 |
0.8184 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8453 |
0.8406 |
0.8257 |
|
| R3 |
0.8382 |
0.8335 |
0.8238 |
|
| R2 |
0.8311 |
0.8311 |
0.8231 |
|
| R1 |
0.8264 |
0.8264 |
0.8225 |
0.8252 |
| PP |
0.8240 |
0.8240 |
0.8240 |
0.8234 |
| S1 |
0.8193 |
0.8193 |
0.8211 |
0.8181 |
| S2 |
0.8169 |
0.8169 |
0.8205 |
|
| S3 |
0.8098 |
0.8122 |
0.8198 |
|
| S4 |
0.8027 |
0.8051 |
0.8179 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8386 |
|
2.618 |
0.8328 |
|
1.618 |
0.8293 |
|
1.000 |
0.8271 |
|
0.618 |
0.8257 |
|
HIGH |
0.8236 |
|
0.618 |
0.8222 |
|
0.500 |
0.8218 |
|
0.382 |
0.8214 |
|
LOW |
0.8200 |
|
0.618 |
0.8178 |
|
1.000 |
0.8165 |
|
1.618 |
0.8143 |
|
2.618 |
0.8107 |
|
4.250 |
0.8049 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8218 |
0.8238 |
| PP |
0.8213 |
0.8227 |
| S1 |
0.8209 |
0.8215 |
|