CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 20-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8290 |
0.8245 |
-0.0046 |
-0.5% |
0.8244 |
| High |
0.8296 |
0.8299 |
0.0003 |
0.0% |
0.8302 |
| Low |
0.8235 |
0.8234 |
-0.0001 |
0.0% |
0.8195 |
| Close |
0.8241 |
0.8292 |
0.0051 |
0.6% |
0.8256 |
| Range |
0.0061 |
0.0065 |
0.0004 |
6.6% |
0.0107 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.5% |
0.0000 |
| Volume |
90,723 |
68,428 |
-22,295 |
-24.6% |
393,408 |
|
| Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8470 |
0.8446 |
0.8328 |
|
| R3 |
0.8405 |
0.8381 |
0.8310 |
|
| R2 |
0.8340 |
0.8340 |
0.8304 |
|
| R1 |
0.8316 |
0.8316 |
0.8298 |
0.8328 |
| PP |
0.8275 |
0.8275 |
0.8275 |
0.8281 |
| S1 |
0.8251 |
0.8251 |
0.8286 |
0.8263 |
| S2 |
0.8210 |
0.8210 |
0.8280 |
|
| S3 |
0.8145 |
0.8186 |
0.8274 |
|
| S4 |
0.8080 |
0.8121 |
0.8256 |
|
|
| 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 |
0.8211 |
0.0114 |
1.4% |
0.0059 |
0.7% |
71% |
False |
False |
67,938 |
| 10 |
0.8325 |
0.8195 |
0.0130 |
1.6% |
0.0054 |
0.7% |
75% |
False |
False |
75,076 |
| 20 |
0.8325 |
0.7995 |
0.0330 |
4.0% |
0.0051 |
0.6% |
90% |
False |
False |
74,818 |
| 40 |
0.8325 |
0.7904 |
0.0421 |
5.1% |
0.0052 |
0.6% |
92% |
False |
False |
71,094 |
| 60 |
0.8325 |
0.7842 |
0.0483 |
5.8% |
0.0055 |
0.7% |
93% |
False |
False |
62,805 |
| 80 |
0.8325 |
0.7766 |
0.0559 |
6.7% |
0.0053 |
0.6% |
94% |
False |
False |
47,222 |
| 100 |
0.8325 |
0.7766 |
0.0559 |
6.7% |
0.0054 |
0.6% |
94% |
False |
False |
37,814 |
| 120 |
0.8325 |
0.7684 |
0.0641 |
7.7% |
0.0052 |
0.6% |
95% |
False |
False |
31,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8575 |
|
2.618 |
0.8469 |
|
1.618 |
0.8404 |
|
1.000 |
0.8364 |
|
0.618 |
0.8339 |
|
HIGH |
0.8299 |
|
0.618 |
0.8274 |
|
0.500 |
0.8267 |
|
0.382 |
0.8259 |
|
LOW |
0.8234 |
|
0.618 |
0.8194 |
|
1.000 |
0.8169 |
|
1.618 |
0.8129 |
|
2.618 |
0.8064 |
|
4.250 |
0.7958 |
|
|
| Fisher Pivots for day following 20-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8284 |
0.8288 |
| PP |
0.8275 |
0.8284 |
| S1 |
0.8267 |
0.8279 |
|