CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 19-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8285 |
0.8290 |
0.0005 |
0.1% |
0.8244 |
| High |
0.8325 |
0.8296 |
-0.0029 |
-0.3% |
0.8302 |
| Low |
0.8277 |
0.8235 |
-0.0042 |
-0.5% |
0.8195 |
| Close |
0.8293 |
0.8241 |
-0.0052 |
-0.6% |
0.8256 |
| Range |
0.0048 |
0.0061 |
0.0014 |
28.4% |
0.0107 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.0% |
0.0000 |
| Volume |
65,089 |
90,723 |
25,634 |
39.4% |
393,408 |
|
| Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8440 |
0.8402 |
0.8275 |
|
| R3 |
0.8379 |
0.8341 |
0.8258 |
|
| R2 |
0.8318 |
0.8318 |
0.8252 |
|
| R1 |
0.8280 |
0.8280 |
0.8247 |
0.8269 |
| PP |
0.8257 |
0.8257 |
0.8257 |
0.8252 |
| S1 |
0.8219 |
0.8219 |
0.8235 |
0.8208 |
| S2 |
0.8196 |
0.8196 |
0.8230 |
|
| S3 |
0.8135 |
0.8158 |
0.8224 |
|
| S4 |
0.8074 |
0.8097 |
0.8207 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8570 |
0.8519 |
0.8314 |
|
| R3 |
0.8464 |
0.8413 |
0.8285 |
|
| R2 |
0.8357 |
0.8357 |
0.8275 |
|
| R1 |
0.8306 |
0.8306 |
0.8265 |
0.8332 |
| PP |
0.8251 |
0.8251 |
0.8251 |
0.8263 |
| S1 |
0.8200 |
0.8200 |
0.8246 |
0.8225 |
| S2 |
0.8144 |
0.8144 |
0.8236 |
|
| S3 |
0.8038 |
0.8093 |
0.8226 |
|
| S4 |
0.7931 |
0.7987 |
0.8197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8325 |
0.8195 |
0.0130 |
1.6% |
0.0059 |
0.7% |
36% |
False |
False |
73,743 |
| 10 |
0.8325 |
0.8138 |
0.0187 |
2.3% |
0.0057 |
0.7% |
55% |
False |
False |
75,894 |
| 20 |
0.8325 |
0.7978 |
0.0347 |
4.2% |
0.0050 |
0.6% |
76% |
False |
False |
75,128 |
| 40 |
0.8325 |
0.7904 |
0.0421 |
5.1% |
0.0051 |
0.6% |
80% |
False |
False |
70,964 |
| 60 |
0.8325 |
0.7842 |
0.0483 |
5.9% |
0.0055 |
0.7% |
83% |
False |
False |
61,691 |
| 80 |
0.8325 |
0.7766 |
0.0559 |
6.8% |
0.0053 |
0.6% |
85% |
False |
False |
46,368 |
| 100 |
0.8325 |
0.7766 |
0.0559 |
6.8% |
0.0053 |
0.6% |
85% |
False |
False |
37,130 |
| 120 |
0.8325 |
0.7680 |
0.0645 |
7.8% |
0.0052 |
0.6% |
87% |
False |
False |
30,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8555 |
|
2.618 |
0.8456 |
|
1.618 |
0.8395 |
|
1.000 |
0.8357 |
|
0.618 |
0.8334 |
|
HIGH |
0.8296 |
|
0.618 |
0.8273 |
|
0.500 |
0.8266 |
|
0.382 |
0.8258 |
|
LOW |
0.8235 |
|
0.618 |
0.8197 |
|
1.000 |
0.8174 |
|
1.618 |
0.8136 |
|
2.618 |
0.8075 |
|
4.250 |
0.7976 |
|
|
| Fisher Pivots for day following 19-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8266 |
0.8280 |
| PP |
0.8257 |
0.8267 |
| S1 |
0.8249 |
0.8254 |
|