CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 12-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8262 |
0.8267 |
0.0005 |
0.1% |
0.8141 |
| High |
0.8280 |
0.8302 |
0.0022 |
0.3% |
0.8248 |
| Low |
0.8247 |
0.8239 |
-0.0009 |
-0.1% |
0.8096 |
| Close |
0.8272 |
0.8261 |
-0.0011 |
-0.1% |
0.8237 |
| Range |
0.0033 |
0.0063 |
0.0030 |
90.9% |
0.0153 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.7% |
0.0000 |
| Volume |
76,577 |
88,749 |
12,172 |
15.9% |
363,801 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8456 |
0.8421 |
0.8295 |
|
| R3 |
0.8393 |
0.8358 |
0.8278 |
|
| R2 |
0.8330 |
0.8330 |
0.8272 |
|
| R1 |
0.8295 |
0.8295 |
0.8266 |
0.8281 |
| PP |
0.8267 |
0.8267 |
0.8267 |
0.8260 |
| S1 |
0.8232 |
0.8232 |
0.8255 |
0.8218 |
| S2 |
0.8204 |
0.8204 |
0.8249 |
|
| S3 |
0.8141 |
0.8169 |
0.8243 |
|
| S4 |
0.8078 |
0.8106 |
0.8226 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8651 |
0.8597 |
0.8321 |
|
| R3 |
0.8499 |
0.8444 |
0.8279 |
|
| R2 |
0.8346 |
0.8346 |
0.8265 |
|
| R1 |
0.8292 |
0.8292 |
0.8251 |
0.8319 |
| PP |
0.8194 |
0.8194 |
0.8194 |
0.8207 |
| S1 |
0.8139 |
0.8139 |
0.8223 |
0.8166 |
| S2 |
0.8041 |
0.8041 |
0.8209 |
|
| S3 |
0.7889 |
0.7987 |
0.8195 |
|
| S4 |
0.7736 |
0.7834 |
0.8153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8302 |
0.8138 |
0.0164 |
2.0% |
0.0056 |
0.7% |
75% |
True |
False |
78,046 |
| 10 |
0.8302 |
0.8096 |
0.0206 |
2.5% |
0.0047 |
0.6% |
80% |
True |
False |
78,173 |
| 20 |
0.8302 |
0.7904 |
0.0398 |
4.8% |
0.0053 |
0.6% |
90% |
True |
False |
76,643 |
| 40 |
0.8302 |
0.7904 |
0.0398 |
4.8% |
0.0052 |
0.6% |
90% |
True |
False |
71,260 |
| 60 |
0.8302 |
0.7842 |
0.0460 |
5.6% |
0.0054 |
0.6% |
91% |
True |
False |
55,622 |
| 80 |
0.8302 |
0.7766 |
0.0536 |
6.5% |
0.0053 |
0.6% |
92% |
True |
False |
41,778 |
| 100 |
0.8302 |
0.7723 |
0.0579 |
7.0% |
0.0053 |
0.6% |
93% |
True |
False |
33,447 |
| 120 |
0.8302 |
0.7626 |
0.0676 |
8.2% |
0.0051 |
0.6% |
94% |
True |
False |
27,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8569 |
|
2.618 |
0.8466 |
|
1.618 |
0.8403 |
|
1.000 |
0.8365 |
|
0.618 |
0.8340 |
|
HIGH |
0.8302 |
|
0.618 |
0.8277 |
|
0.500 |
0.8270 |
|
0.382 |
0.8263 |
|
LOW |
0.8239 |
|
0.618 |
0.8200 |
|
1.000 |
0.8176 |
|
1.618 |
0.8137 |
|
2.618 |
0.8074 |
|
4.250 |
0.7971 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8270 |
0.8270 |
| PP |
0.8267 |
0.8267 |
| S1 |
0.8264 |
0.8264 |
|