CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 30-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2021 |
30-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8104 |
0.8066 |
-0.0039 |
-0.5% |
0.8024 |
| High |
0.8110 |
0.8093 |
-0.0017 |
-0.2% |
0.8162 |
| Low |
0.8062 |
0.8049 |
-0.0014 |
-0.2% |
0.8008 |
| Close |
0.8070 |
0.8062 |
-0.0008 |
-0.1% |
0.8125 |
| Range |
0.0048 |
0.0045 |
-0.0003 |
-6.3% |
0.0154 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
51,983 |
72,112 |
20,129 |
38.7% |
308,434 |
|
| Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8201 |
0.8176 |
0.8086 |
|
| R3 |
0.8157 |
0.8132 |
0.8074 |
|
| R2 |
0.8112 |
0.8112 |
0.8070 |
|
| R1 |
0.8087 |
0.8087 |
0.8066 |
0.8078 |
| PP |
0.8068 |
0.8068 |
0.8068 |
0.8063 |
| S1 |
0.8043 |
0.8043 |
0.8058 |
0.8033 |
| S2 |
0.8023 |
0.8023 |
0.8054 |
|
| S3 |
0.7979 |
0.7998 |
0.8050 |
|
| S4 |
0.7934 |
0.7954 |
0.8038 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8560 |
0.8497 |
0.8210 |
|
| R3 |
0.8406 |
0.8343 |
0.8167 |
|
| R2 |
0.8252 |
0.8252 |
0.8153 |
|
| R1 |
0.8189 |
0.8189 |
0.8139 |
0.8221 |
| PP |
0.8098 |
0.8098 |
0.8098 |
0.8114 |
| S1 |
0.8035 |
0.8035 |
0.8111 |
0.8067 |
| S2 |
0.7944 |
0.7944 |
0.8097 |
|
| S3 |
0.7790 |
0.7881 |
0.8083 |
|
| S4 |
0.7636 |
0.7727 |
0.8040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8149 |
0.8049 |
0.0100 |
1.2% |
0.0042 |
0.5% |
14% |
False |
True |
54,376 |
| 10 |
0.8162 |
0.8008 |
0.0154 |
1.9% |
0.0058 |
0.7% |
35% |
False |
False |
68,469 |
| 20 |
0.8313 |
0.8008 |
0.0305 |
3.8% |
0.0060 |
0.7% |
18% |
False |
False |
61,880 |
| 40 |
0.8328 |
0.8008 |
0.0320 |
4.0% |
0.0056 |
0.7% |
17% |
False |
False |
31,560 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.2% |
0.0054 |
0.7% |
37% |
False |
False |
21,108 |
| 80 |
0.8328 |
0.7886 |
0.0442 |
5.5% |
0.0052 |
0.6% |
40% |
False |
False |
15,850 |
| 100 |
0.8328 |
0.7826 |
0.0502 |
6.2% |
0.0051 |
0.6% |
47% |
False |
False |
12,689 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
7.0% |
0.0051 |
0.6% |
53% |
False |
False |
10,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8282 |
|
2.618 |
0.8210 |
|
1.618 |
0.8165 |
|
1.000 |
0.8138 |
|
0.618 |
0.8121 |
|
HIGH |
0.8093 |
|
0.618 |
0.8076 |
|
0.500 |
0.8071 |
|
0.382 |
0.8065 |
|
LOW |
0.8049 |
|
0.618 |
0.8021 |
|
1.000 |
0.8004 |
|
1.618 |
0.7976 |
|
2.618 |
0.7932 |
|
4.250 |
0.7859 |
|
|
| Fisher Pivots for day following 30-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8071 |
0.8094 |
| PP |
0.8068 |
0.8083 |
| S1 |
0.8065 |
0.8073 |
|