CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 01-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8066 |
0.8064 |
-0.0002 |
0.0% |
0.8024 |
| High |
0.8093 |
0.8087 |
-0.0006 |
-0.1% |
0.8162 |
| Low |
0.8049 |
0.8034 |
-0.0015 |
-0.2% |
0.8008 |
| Close |
0.8062 |
0.8036 |
-0.0027 |
-0.3% |
0.8125 |
| Range |
0.0045 |
0.0054 |
0.0009 |
20.2% |
0.0154 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
72,112 |
49,948 |
-22,164 |
-30.7% |
308,434 |
|
| Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8213 |
0.8178 |
0.8065 |
|
| R3 |
0.8159 |
0.8124 |
0.8050 |
|
| R2 |
0.8106 |
0.8106 |
0.8045 |
|
| R1 |
0.8071 |
0.8071 |
0.8040 |
0.8061 |
| PP |
0.8052 |
0.8052 |
0.8052 |
0.8047 |
| S1 |
0.8017 |
0.8017 |
0.8031 |
0.8008 |
| S2 |
0.7999 |
0.7999 |
0.8026 |
|
| S3 |
0.7945 |
0.7964 |
0.8021 |
|
| S4 |
0.7892 |
0.7910 |
0.8006 |
|
|
| 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 |
0.8034 |
0.0115 |
1.4% |
0.0045 |
0.6% |
2% |
False |
True |
54,451 |
| 10 |
0.8162 |
0.8008 |
0.0154 |
1.9% |
0.0056 |
0.7% |
18% |
False |
False |
63,902 |
| 20 |
0.8293 |
0.8008 |
0.0285 |
3.5% |
0.0060 |
0.7% |
10% |
False |
False |
63,919 |
| 40 |
0.8328 |
0.8008 |
0.0320 |
4.0% |
0.0056 |
0.7% |
9% |
False |
False |
32,804 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.3% |
0.0054 |
0.7% |
31% |
False |
False |
21,939 |
| 80 |
0.8328 |
0.7886 |
0.0442 |
5.5% |
0.0052 |
0.7% |
34% |
False |
False |
16,473 |
| 100 |
0.8328 |
0.7836 |
0.0492 |
6.1% |
0.0052 |
0.6% |
41% |
False |
False |
13,189 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
7.0% |
0.0051 |
0.6% |
48% |
False |
False |
10,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8314 |
|
2.618 |
0.8227 |
|
1.618 |
0.8174 |
|
1.000 |
0.8141 |
|
0.618 |
0.8120 |
|
HIGH |
0.8087 |
|
0.618 |
0.8067 |
|
0.500 |
0.8060 |
|
0.382 |
0.8054 |
|
LOW |
0.8034 |
|
0.618 |
0.8000 |
|
1.000 |
0.7980 |
|
1.618 |
0.7947 |
|
2.618 |
0.7893 |
|
4.250 |
0.7806 |
|
|
| Fisher Pivots for day following 01-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8060 |
0.8072 |
| PP |
0.8052 |
0.8060 |
| S1 |
0.8044 |
0.8048 |
|