CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 02-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2021 |
02-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8064 |
0.8038 |
-0.0026 |
-0.3% |
0.8134 |
| High |
0.8087 |
0.8124 |
0.0037 |
0.5% |
0.8139 |
| Low |
0.8034 |
0.8032 |
-0.0002 |
0.0% |
0.8032 |
| Close |
0.8036 |
0.8101 |
0.0066 |
0.8% |
0.8101 |
| Range |
0.0054 |
0.0092 |
0.0038 |
71.0% |
0.0107 |
| ATR |
0.0056 |
0.0058 |
0.0003 |
4.6% |
0.0000 |
| Volume |
49,948 |
78,327 |
28,379 |
56.8% |
307,179 |
|
| Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8360 |
0.8322 |
0.8151 |
|
| R3 |
0.8269 |
0.8231 |
0.8126 |
|
| R2 |
0.8177 |
0.8177 |
0.8118 |
|
| R1 |
0.8139 |
0.8139 |
0.8109 |
0.8158 |
| PP |
0.8086 |
0.8086 |
0.8086 |
0.8095 |
| S1 |
0.8048 |
0.8048 |
0.8093 |
0.8067 |
| S2 |
0.7994 |
0.7994 |
0.8084 |
|
| S3 |
0.7903 |
0.7956 |
0.8076 |
|
| S4 |
0.7811 |
0.7865 |
0.8051 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8410 |
0.8362 |
0.8160 |
|
| R3 |
0.8304 |
0.8256 |
0.8130 |
|
| R2 |
0.8197 |
0.8197 |
0.8121 |
|
| R1 |
0.8149 |
0.8149 |
0.8111 |
0.8120 |
| PP |
0.8091 |
0.8091 |
0.8091 |
0.8076 |
| S1 |
0.8043 |
0.8043 |
0.8091 |
0.8013 |
| S2 |
0.7984 |
0.7984 |
0.8081 |
|
| S3 |
0.7878 |
0.7936 |
0.8072 |
|
| S4 |
0.7771 |
0.7830 |
0.8042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8139 |
0.8032 |
0.0107 |
1.3% |
0.0055 |
0.7% |
65% |
False |
True |
61,435 |
| 10 |
0.8162 |
0.8008 |
0.0154 |
1.9% |
0.0056 |
0.7% |
60% |
False |
False |
61,561 |
| 20 |
0.8293 |
0.8008 |
0.0285 |
3.5% |
0.0062 |
0.8% |
33% |
False |
False |
67,551 |
| 40 |
0.8328 |
0.8008 |
0.0320 |
3.9% |
0.0056 |
0.7% |
29% |
False |
False |
34,746 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.2% |
0.0055 |
0.7% |
46% |
False |
False |
23,243 |
| 80 |
0.8328 |
0.7905 |
0.0423 |
5.2% |
0.0053 |
0.7% |
46% |
False |
False |
17,451 |
| 100 |
0.8328 |
0.7837 |
0.0491 |
6.1% |
0.0052 |
0.6% |
54% |
False |
False |
13,972 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
6.9% |
0.0051 |
0.6% |
60% |
False |
False |
11,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8512 |
|
2.618 |
0.8363 |
|
1.618 |
0.8272 |
|
1.000 |
0.8215 |
|
0.618 |
0.8180 |
|
HIGH |
0.8124 |
|
0.618 |
0.8089 |
|
0.500 |
0.8078 |
|
0.382 |
0.8067 |
|
LOW |
0.8032 |
|
0.618 |
0.7975 |
|
1.000 |
0.7941 |
|
1.618 |
0.7884 |
|
2.618 |
0.7792 |
|
4.250 |
0.7643 |
|
|
| Fisher Pivots for day following 02-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8093 |
0.8093 |
| PP |
0.8086 |
0.8086 |
| S1 |
0.8078 |
0.8078 |
|