CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 23-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2021 |
23-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8090 |
0.8126 |
0.0037 |
0.5% |
0.8220 |
| High |
0.8129 |
0.8162 |
0.0034 |
0.4% |
0.8246 |
| Low |
0.8063 |
0.8111 |
0.0049 |
0.6% |
0.8013 |
| Close |
0.8117 |
0.8127 |
0.0010 |
0.1% |
0.8048 |
| Range |
0.0066 |
0.0051 |
-0.0015 |
-22.7% |
0.0233 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
68,573 |
72,168 |
3,595 |
5.2% |
403,281 |
|
| Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8286 |
0.8257 |
0.8155 |
|
| R3 |
0.8235 |
0.8206 |
0.8141 |
|
| R2 |
0.8184 |
0.8184 |
0.8136 |
|
| R1 |
0.8155 |
0.8155 |
0.8131 |
0.8170 |
| PP |
0.8133 |
0.8133 |
0.8133 |
0.8140 |
| S1 |
0.8104 |
0.8104 |
0.8122 |
0.8119 |
| S2 |
0.8082 |
0.8082 |
0.8117 |
|
| S3 |
0.8031 |
0.8053 |
0.8112 |
|
| S4 |
0.7980 |
0.8002 |
0.8098 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8801 |
0.8658 |
0.8176 |
|
| R3 |
0.8568 |
0.8425 |
0.8112 |
|
| R2 |
0.8335 |
0.8335 |
0.8091 |
|
| R1 |
0.8192 |
0.8192 |
0.8069 |
0.8147 |
| PP |
0.8102 |
0.8102 |
0.8102 |
0.8080 |
| S1 |
0.7959 |
0.7959 |
0.8027 |
0.7914 |
| S2 |
0.7869 |
0.7869 |
0.8005 |
|
| S3 |
0.7636 |
0.7726 |
0.7984 |
|
| S4 |
0.7403 |
0.7493 |
0.7920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8162 |
0.8008 |
0.0154 |
1.9% |
0.0075 |
0.9% |
77% |
True |
False |
82,561 |
| 10 |
0.8285 |
0.8008 |
0.0277 |
3.4% |
0.0079 |
1.0% |
43% |
False |
False |
80,864 |
| 20 |
0.8328 |
0.8008 |
0.0320 |
3.9% |
0.0063 |
0.8% |
37% |
False |
False |
49,113 |
| 40 |
0.8328 |
0.8008 |
0.0320 |
3.9% |
0.0056 |
0.7% |
37% |
False |
False |
24,812 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.2% |
0.0054 |
0.7% |
52% |
False |
False |
16,584 |
| 80 |
0.8328 |
0.7853 |
0.0475 |
5.8% |
0.0053 |
0.7% |
58% |
False |
False |
12,457 |
| 100 |
0.8328 |
0.7774 |
0.0554 |
6.8% |
0.0051 |
0.6% |
64% |
False |
False |
9,972 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
6.9% |
0.0051 |
0.6% |
64% |
False |
False |
8,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8379 |
|
2.618 |
0.8296 |
|
1.618 |
0.8245 |
|
1.000 |
0.8213 |
|
0.618 |
0.8194 |
|
HIGH |
0.8162 |
|
0.618 |
0.8143 |
|
0.500 |
0.8137 |
|
0.382 |
0.8130 |
|
LOW |
0.8111 |
|
0.618 |
0.8079 |
|
1.000 |
0.8060 |
|
1.618 |
0.8028 |
|
2.618 |
0.7977 |
|
4.250 |
0.7894 |
|
|
| Fisher Pivots for day following 23-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8137 |
0.8113 |
| PP |
0.8133 |
0.8099 |
| S1 |
0.8130 |
0.8085 |
|