CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 21-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2021 |
21-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8245 |
0.8293 |
0.0048 |
0.6% |
0.8260 |
| High |
0.8299 |
0.8314 |
0.0015 |
0.2% |
0.8325 |
| Low |
0.8234 |
0.8268 |
0.0034 |
0.4% |
0.8234 |
| Close |
0.8292 |
0.8290 |
-0.0003 |
0.0% |
0.8290 |
| Range |
0.0065 |
0.0046 |
-0.0019 |
-29.2% |
0.0091 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
68,428 |
70,998 |
2,570 |
3.8% |
348,335 |
|
| Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8429 |
0.8405 |
0.8315 |
|
| R3 |
0.8383 |
0.8359 |
0.8302 |
|
| R2 |
0.8337 |
0.8337 |
0.8298 |
|
| R1 |
0.8313 |
0.8313 |
0.8294 |
0.8302 |
| PP |
0.8291 |
0.8291 |
0.8291 |
0.8285 |
| S1 |
0.8267 |
0.8267 |
0.8285 |
0.8256 |
| S2 |
0.8245 |
0.8245 |
0.8281 |
|
| S3 |
0.8199 |
0.8221 |
0.8277 |
|
| S4 |
0.8153 |
0.8175 |
0.8264 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8554 |
0.8512 |
0.8339 |
|
| R3 |
0.8464 |
0.8422 |
0.8314 |
|
| R2 |
0.8373 |
0.8373 |
0.8306 |
|
| R1 |
0.8331 |
0.8331 |
0.8298 |
0.8352 |
| PP |
0.8283 |
0.8283 |
0.8283 |
0.8293 |
| S1 |
0.8241 |
0.8241 |
0.8281 |
0.8262 |
| S2 |
0.8192 |
0.8192 |
0.8273 |
|
| S3 |
0.8102 |
0.8150 |
0.8265 |
|
| S4 |
0.8011 |
0.8060 |
0.8240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8325 |
0.8234 |
0.0091 |
1.1% |
0.0054 |
0.7% |
61% |
False |
False |
69,667 |
| 10 |
0.8325 |
0.8195 |
0.0130 |
1.6% |
0.0054 |
0.6% |
73% |
False |
False |
74,174 |
| 20 |
0.8325 |
0.8007 |
0.0318 |
3.8% |
0.0052 |
0.6% |
89% |
False |
False |
75,300 |
| 40 |
0.8325 |
0.7904 |
0.0421 |
5.1% |
0.0052 |
0.6% |
92% |
False |
False |
70,901 |
| 60 |
0.8325 |
0.7842 |
0.0483 |
5.8% |
0.0054 |
0.7% |
93% |
False |
False |
63,946 |
| 80 |
0.8325 |
0.7766 |
0.0559 |
6.7% |
0.0053 |
0.6% |
94% |
False |
False |
48,106 |
| 100 |
0.8325 |
0.7766 |
0.0559 |
6.7% |
0.0054 |
0.7% |
94% |
False |
False |
38,523 |
| 120 |
0.8325 |
0.7697 |
0.0628 |
7.6% |
0.0052 |
0.6% |
94% |
False |
False |
32,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8510 |
|
2.618 |
0.8434 |
|
1.618 |
0.8388 |
|
1.000 |
0.8360 |
|
0.618 |
0.8342 |
|
HIGH |
0.8314 |
|
0.618 |
0.8296 |
|
0.500 |
0.8291 |
|
0.382 |
0.8286 |
|
LOW |
0.8268 |
|
0.618 |
0.8240 |
|
1.000 |
0.8222 |
|
1.618 |
0.8194 |
|
2.618 |
0.8148 |
|
4.250 |
0.8073 |
|
|
| Fisher Pivots for day following 21-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8291 |
0.8284 |
| PP |
0.8291 |
0.8279 |
| S1 |
0.8290 |
0.8274 |
|