CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 21-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.8070 |
0.8067 |
-0.0003 |
0.0% |
0.8237 |
High |
0.8070 |
0.8093 |
0.0023 |
0.3% |
0.8238 |
Low |
0.8016 |
0.8012 |
-0.0004 |
0.0% |
0.8016 |
Close |
0.8049 |
0.8093 |
0.0044 |
0.5% |
0.8049 |
Range |
0.0055 |
0.0081 |
0.0027 |
48.6% |
0.0222 |
ATR |
0.0045 |
0.0048 |
0.0003 |
5.6% |
0.0000 |
Volume |
9 |
16 |
7 |
77.8% |
69 |
|
Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8309 |
0.8282 |
0.8137 |
|
R3 |
0.8228 |
0.8201 |
0.8115 |
|
R2 |
0.8147 |
0.8147 |
0.8107 |
|
R1 |
0.8120 |
0.8120 |
0.8100 |
0.8133 |
PP |
0.8066 |
0.8066 |
0.8066 |
0.8072 |
S1 |
0.8039 |
0.8039 |
0.8085 |
0.8052 |
S2 |
0.7985 |
0.7985 |
0.8078 |
|
S3 |
0.7904 |
0.7958 |
0.8070 |
|
S4 |
0.7823 |
0.7877 |
0.8048 |
|
|
Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8767 |
0.8630 |
0.8171 |
|
R3 |
0.8545 |
0.8408 |
0.8110 |
|
R2 |
0.8323 |
0.8323 |
0.8090 |
|
R1 |
0.8186 |
0.8186 |
0.8069 |
0.8143 |
PP |
0.8101 |
0.8101 |
0.8101 |
0.8079 |
S1 |
0.7964 |
0.7964 |
0.8029 |
0.7921 |
S2 |
0.7879 |
0.7879 |
0.8008 |
|
S3 |
0.7657 |
0.7742 |
0.7988 |
|
S4 |
0.7435 |
0.7520 |
0.7927 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8437 |
2.618 |
0.8305 |
1.618 |
0.8224 |
1.000 |
0.8174 |
0.618 |
0.8143 |
HIGH |
0.8093 |
0.618 |
0.8062 |
0.500 |
0.8052 |
0.382 |
0.8042 |
LOW |
0.8012 |
0.618 |
0.7961 |
1.000 |
0.7931 |
1.618 |
0.7880 |
2.618 |
0.7799 |
4.250 |
0.7667 |
|
|
Fisher Pivots for day following 21-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8079 |
0.8084 |
PP |
0.8066 |
0.8076 |
S1 |
0.8052 |
0.8068 |
|