CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 24-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8126 |
0.8126 |
-0.0001 |
0.0% |
0.8220 |
| High |
0.8162 |
0.8141 |
-0.0021 |
-0.3% |
0.8246 |
| Low |
0.8111 |
0.8103 |
-0.0008 |
-0.1% |
0.8013 |
| Close |
0.8127 |
0.8116 |
-0.0011 |
-0.1% |
0.8048 |
| Range |
0.0051 |
0.0038 |
-0.0013 |
-25.5% |
0.0233 |
| ATR |
0.0062 |
0.0061 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
72,168 |
49,573 |
-22,595 |
-31.3% |
403,281 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8234 |
0.8213 |
0.8136 |
|
| R3 |
0.8196 |
0.8175 |
0.8126 |
|
| R2 |
0.8158 |
0.8158 |
0.8122 |
|
| R1 |
0.8137 |
0.8137 |
0.8119 |
0.8128 |
| PP |
0.8120 |
0.8120 |
0.8120 |
0.8116 |
| S1 |
0.8099 |
0.8099 |
0.8112 |
0.8090 |
| S2 |
0.8082 |
0.8082 |
0.8109 |
|
| S3 |
0.8044 |
0.8061 |
0.8105 |
|
| S4 |
0.8006 |
0.8023 |
0.8095 |
|
|
| 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% |
0.0067 |
0.8% |
70% |
False |
False |
73,354 |
| 10 |
0.8278 |
0.8008 |
0.0270 |
3.3% |
0.0064 |
0.8% |
40% |
False |
False |
77,224 |
| 20 |
0.8328 |
0.8008 |
0.0320 |
3.9% |
0.0062 |
0.8% |
34% |
False |
False |
51,507 |
| 40 |
0.8328 |
0.8008 |
0.0320 |
3.9% |
0.0055 |
0.7% |
34% |
False |
False |
26,047 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.2% |
0.0054 |
0.7% |
50% |
False |
False |
17,410 |
| 80 |
0.8328 |
0.7853 |
0.0475 |
5.8% |
0.0053 |
0.6% |
55% |
False |
False |
13,075 |
| 100 |
0.8328 |
0.7775 |
0.0553 |
6.8% |
0.0051 |
0.6% |
62% |
False |
False |
10,468 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
6.9% |
0.0051 |
0.6% |
62% |
False |
False |
8,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8303 |
|
2.618 |
0.8240 |
|
1.618 |
0.8202 |
|
1.000 |
0.8179 |
|
0.618 |
0.8164 |
|
HIGH |
0.8141 |
|
0.618 |
0.8126 |
|
0.500 |
0.8122 |
|
0.382 |
0.8118 |
|
LOW |
0.8103 |
|
0.618 |
0.8080 |
|
1.000 |
0.8065 |
|
1.618 |
0.8042 |
|
2.618 |
0.8004 |
|
4.250 |
0.7942 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8122 |
0.8114 |
| PP |
0.8120 |
0.8113 |
| S1 |
0.8118 |
0.8112 |
|