CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8288 |
0.8250 |
-0.0038 |
-0.5% |
0.8260 |
| High |
0.8303 |
0.8294 |
-0.0009 |
-0.1% |
0.8325 |
| Low |
0.8246 |
0.8235 |
-0.0011 |
-0.1% |
0.8234 |
| Close |
0.8255 |
0.8288 |
0.0033 |
0.4% |
0.8290 |
| Range |
0.0058 |
0.0059 |
0.0002 |
2.6% |
0.0091 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.0% |
0.0000 |
| Volume |
67,964 |
64,646 |
-3,318 |
-4.9% |
348,335 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8449 |
0.8427 |
0.8320 |
|
| R3 |
0.8390 |
0.8368 |
0.8304 |
|
| R2 |
0.8331 |
0.8331 |
0.8298 |
|
| R1 |
0.8309 |
0.8309 |
0.8293 |
0.8320 |
| PP |
0.8272 |
0.8272 |
0.8272 |
0.8278 |
| S1 |
0.8250 |
0.8250 |
0.8282 |
0.8261 |
| S2 |
0.8213 |
0.8213 |
0.8277 |
|
| S3 |
0.8154 |
0.8191 |
0.8271 |
|
| S4 |
0.8095 |
0.8132 |
0.8255 |
|
|
| 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 |
0.8235 |
0.0079 |
1.0% |
0.0045 |
0.5% |
66% |
False |
True |
61,698 |
| 10 |
0.8325 |
0.8211 |
0.0114 |
1.4% |
0.0052 |
0.6% |
67% |
False |
False |
64,818 |
| 20 |
0.8325 |
0.8096 |
0.0229 |
2.8% |
0.0051 |
0.6% |
84% |
False |
False |
72,246 |
| 40 |
0.8325 |
0.7904 |
0.0421 |
5.1% |
0.0052 |
0.6% |
91% |
False |
False |
70,739 |
| 60 |
0.8325 |
0.7852 |
0.0473 |
5.7% |
0.0053 |
0.6% |
92% |
False |
False |
67,739 |
| 80 |
0.8325 |
0.7787 |
0.0538 |
6.5% |
0.0052 |
0.6% |
93% |
False |
False |
51,062 |
| 100 |
0.8325 |
0.7766 |
0.0559 |
6.7% |
0.0054 |
0.6% |
93% |
False |
False |
40,894 |
| 120 |
0.8325 |
0.7723 |
0.0602 |
7.3% |
0.0052 |
0.6% |
94% |
False |
False |
34,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8545 |
|
2.618 |
0.8448 |
|
1.618 |
0.8389 |
|
1.000 |
0.8353 |
|
0.618 |
0.8330 |
|
HIGH |
0.8294 |
|
0.618 |
0.8271 |
|
0.500 |
0.8265 |
|
0.382 |
0.8258 |
|
LOW |
0.8235 |
|
0.618 |
0.8199 |
|
1.000 |
0.8176 |
|
1.618 |
0.8140 |
|
2.618 |
0.8081 |
|
4.250 |
0.7984 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8280 |
0.8283 |
| PP |
0.8272 |
0.8279 |
| S1 |
0.8265 |
0.8274 |
|