CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8256 |
0.8256 |
0.0000 |
0.0% |
0.8282 |
| High |
0.8293 |
0.8285 |
-0.0008 |
-0.1% |
0.8328 |
| Low |
0.8252 |
0.8247 |
-0.0006 |
-0.1% |
0.8242 |
| Close |
0.8261 |
0.8273 |
0.0012 |
0.1% |
0.8282 |
| Range |
0.0041 |
0.0039 |
-0.0003 |
-6.1% |
0.0086 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
126,272 |
121,307 |
-4,965 |
-3.9% |
295,145 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8384 |
0.8367 |
0.8294 |
|
| R3 |
0.8345 |
0.8328 |
0.8283 |
|
| R2 |
0.8307 |
0.8307 |
0.8280 |
|
| R1 |
0.8290 |
0.8290 |
0.8276 |
0.8298 |
| PP |
0.8268 |
0.8268 |
0.8268 |
0.8272 |
| S1 |
0.8251 |
0.8251 |
0.8269 |
0.8260 |
| S2 |
0.8230 |
0.8230 |
0.8265 |
|
| S3 |
0.8191 |
0.8213 |
0.8262 |
|
| S4 |
0.8153 |
0.8174 |
0.8251 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8542 |
0.8498 |
0.8329 |
|
| R3 |
0.8456 |
0.8412 |
0.8305 |
|
| R2 |
0.8370 |
0.8370 |
0.8297 |
|
| R1 |
0.8326 |
0.8326 |
0.8289 |
0.8305 |
| PP |
0.8284 |
0.8284 |
0.8284 |
0.8273 |
| S1 |
0.8240 |
0.8240 |
0.8274 |
0.8219 |
| S2 |
0.8198 |
0.8198 |
0.8266 |
|
| S3 |
0.8112 |
0.8154 |
0.8258 |
|
| S4 |
0.8026 |
0.8068 |
0.8234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8294 |
0.8242 |
0.0052 |
0.6% |
0.0037 |
0.5% |
59% |
False |
False |
92,570 |
| 10 |
0.8328 |
0.8235 |
0.0093 |
1.1% |
0.0045 |
0.5% |
40% |
False |
False |
81,341 |
| 20 |
0.8328 |
0.8195 |
0.0133 |
1.6% |
0.0049 |
0.6% |
58% |
False |
False |
74,720 |
| 40 |
0.8328 |
0.7904 |
0.0425 |
5.1% |
0.0051 |
0.6% |
87% |
False |
False |
75,682 |
| 60 |
0.8328 |
0.7904 |
0.0425 |
5.1% |
0.0051 |
0.6% |
87% |
False |
False |
72,413 |
| 80 |
0.8328 |
0.7842 |
0.0486 |
5.9% |
0.0052 |
0.6% |
89% |
False |
False |
60,397 |
| 100 |
0.8328 |
0.7766 |
0.0563 |
6.8% |
0.0052 |
0.6% |
90% |
False |
False |
48,366 |
| 120 |
0.8328 |
0.7723 |
0.0605 |
7.3% |
0.0052 |
0.6% |
91% |
False |
False |
40,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8449 |
|
2.618 |
0.8386 |
|
1.618 |
0.8347 |
|
1.000 |
0.8324 |
|
0.618 |
0.8309 |
|
HIGH |
0.8285 |
|
0.618 |
0.8270 |
|
0.500 |
0.8266 |
|
0.382 |
0.8261 |
|
LOW |
0.8247 |
|
0.618 |
0.8223 |
|
1.000 |
0.8208 |
|
1.618 |
0.8184 |
|
2.618 |
0.8146 |
|
4.250 |
0.8083 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8270 |
0.8272 |
| PP |
0.8268 |
0.8271 |
| S1 |
0.8266 |
0.8270 |
|