CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8300 |
0.8280 |
-0.0020 |
-0.2% |
0.8283 |
| High |
0.8324 |
0.8310 |
-0.0014 |
-0.2% |
0.8311 |
| Low |
0.8269 |
0.8270 |
0.0001 |
0.0% |
0.8236 |
| Close |
0.8292 |
0.8307 |
0.0015 |
0.2% |
0.8272 |
| Range |
0.0055 |
0.0041 |
-0.0014 |
-25.7% |
0.0075 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
48 |
184 |
136 |
283.3% |
848 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8417 |
0.8402 |
0.8329 |
|
| R3 |
0.8376 |
0.8362 |
0.8318 |
|
| R2 |
0.8336 |
0.8336 |
0.8314 |
|
| R1 |
0.8321 |
0.8321 |
0.8310 |
0.8329 |
| PP |
0.8295 |
0.8295 |
0.8295 |
0.8299 |
| S1 |
0.8281 |
0.8281 |
0.8303 |
0.8288 |
| S2 |
0.8255 |
0.8255 |
0.8299 |
|
| S3 |
0.8214 |
0.8240 |
0.8295 |
|
| S4 |
0.8174 |
0.8200 |
0.8284 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8496 |
0.8459 |
0.8313 |
|
| R3 |
0.8422 |
0.8384 |
0.8292 |
|
| R2 |
0.8347 |
0.8347 |
0.8286 |
|
| R1 |
0.8310 |
0.8310 |
0.8279 |
0.8291 |
| PP |
0.8273 |
0.8273 |
0.8273 |
0.8264 |
| S1 |
0.8235 |
0.8235 |
0.8265 |
0.8217 |
| S2 |
0.8198 |
0.8198 |
0.8258 |
|
| S3 |
0.8124 |
0.8161 |
0.8252 |
|
| S4 |
0.8049 |
0.8086 |
0.8231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8324 |
0.8236 |
0.0088 |
1.1% |
0.0048 |
0.6% |
81% |
False |
False |
200 |
| 10 |
0.8324 |
0.8235 |
0.0089 |
1.1% |
0.0046 |
0.6% |
81% |
False |
False |
124 |
| 20 |
0.8324 |
0.8132 |
0.0192 |
2.3% |
0.0047 |
0.6% |
91% |
False |
False |
99 |
| 40 |
0.8324 |
0.7906 |
0.0418 |
5.0% |
0.0046 |
0.6% |
96% |
False |
False |
72 |
| 60 |
0.8324 |
0.7886 |
0.0438 |
5.3% |
0.0045 |
0.5% |
96% |
False |
False |
67 |
| 80 |
0.8324 |
0.7829 |
0.0495 |
6.0% |
0.0045 |
0.5% |
97% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8482 |
|
2.618 |
0.8416 |
|
1.618 |
0.8376 |
|
1.000 |
0.8351 |
|
0.618 |
0.8335 |
|
HIGH |
0.8310 |
|
0.618 |
0.8295 |
|
0.500 |
0.8290 |
|
0.382 |
0.8285 |
|
LOW |
0.8270 |
|
0.618 |
0.8244 |
|
1.000 |
0.8229 |
|
1.618 |
0.8204 |
|
2.618 |
0.8163 |
|
4.250 |
0.8097 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8301 |
0.8300 |
| PP |
0.8295 |
0.8293 |
| S1 |
0.8290 |
0.8286 |
|