CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 26-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8301 |
0.8288 |
-0.0014 |
-0.2% |
0.8260 |
| High |
0.8313 |
0.8303 |
-0.0010 |
-0.1% |
0.8325 |
| Low |
0.8280 |
0.8246 |
-0.0034 |
-0.4% |
0.8234 |
| Close |
0.8292 |
0.8255 |
-0.0038 |
-0.5% |
0.8290 |
| Range |
0.0034 |
0.0058 |
0.0024 |
71.6% |
0.0091 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.9% |
0.0000 |
| Volume |
59,315 |
67,964 |
8,649 |
14.6% |
348,335 |
|
| Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8440 |
0.8405 |
0.8286 |
|
| R3 |
0.8383 |
0.8347 |
0.8270 |
|
| R2 |
0.8325 |
0.8325 |
0.8265 |
|
| R1 |
0.8290 |
0.8290 |
0.8260 |
0.8279 |
| PP |
0.8268 |
0.8268 |
0.8268 |
0.8262 |
| S1 |
0.8232 |
0.8232 |
0.8249 |
0.8221 |
| S2 |
0.8210 |
0.8210 |
0.8244 |
|
| S3 |
0.8153 |
0.8175 |
0.8239 |
|
| S4 |
0.8095 |
0.8117 |
0.8223 |
|
|
| 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 |
0.8314 |
0.8234 |
0.0080 |
1.0% |
0.0047 |
0.6% |
26% |
False |
False |
62,454 |
| 10 |
0.8325 |
0.8195 |
0.0130 |
1.6% |
0.0053 |
0.6% |
46% |
False |
False |
68,099 |
| 20 |
0.8325 |
0.8096 |
0.0229 |
2.8% |
0.0050 |
0.6% |
69% |
False |
False |
73,136 |
| 40 |
0.8325 |
0.7904 |
0.0421 |
5.1% |
0.0052 |
0.6% |
83% |
False |
False |
71,084 |
| 60 |
0.8325 |
0.7852 |
0.0473 |
5.7% |
0.0052 |
0.6% |
85% |
False |
False |
66,692 |
| 80 |
0.8325 |
0.7772 |
0.0553 |
6.7% |
0.0052 |
0.6% |
87% |
False |
False |
50,260 |
| 100 |
0.8325 |
0.7766 |
0.0559 |
6.8% |
0.0054 |
0.7% |
87% |
False |
False |
40,249 |
| 120 |
0.8325 |
0.7723 |
0.0602 |
7.3% |
0.0052 |
0.6% |
88% |
False |
False |
33,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8547 |
|
2.618 |
0.8454 |
|
1.618 |
0.8396 |
|
1.000 |
0.8361 |
|
0.618 |
0.8339 |
|
HIGH |
0.8303 |
|
0.618 |
0.8281 |
|
0.500 |
0.8274 |
|
0.382 |
0.8267 |
|
LOW |
0.8246 |
|
0.618 |
0.8210 |
|
1.000 |
0.8188 |
|
1.618 |
0.8152 |
|
2.618 |
0.8095 |
|
4.250 |
0.8001 |
|
|
| Fisher Pivots for day following 26-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8274 |
0.8279 |
| PP |
0.8268 |
0.8271 |
| S1 |
0.8261 |
0.8263 |
|