CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 12-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7980 |
0.8032 |
0.0052 |
0.7% |
0.8112 |
| High |
0.8036 |
0.8035 |
-0.0002 |
0.0% |
0.8128 |
| Low |
0.7964 |
0.7991 |
0.0027 |
0.3% |
0.7942 |
| Close |
0.8029 |
0.8022 |
-0.0008 |
-0.1% |
0.8029 |
| Range |
0.0072 |
0.0044 |
-0.0029 |
-39.6% |
0.0186 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
75,447 |
50,280 |
-25,167 |
-33.4% |
391,065 |
|
| Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8146 |
0.8127 |
0.8045 |
|
| R3 |
0.8103 |
0.8084 |
0.8033 |
|
| R2 |
0.8059 |
0.8059 |
0.8029 |
|
| R1 |
0.8040 |
0.8040 |
0.8025 |
0.8028 |
| PP |
0.8016 |
0.8016 |
0.8016 |
0.8010 |
| S1 |
0.7997 |
0.7997 |
0.8018 |
0.7985 |
| S2 |
0.7972 |
0.7972 |
0.8014 |
|
| S3 |
0.7929 |
0.7953 |
0.8010 |
|
| S4 |
0.7885 |
0.7910 |
0.7998 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8591 |
0.8496 |
0.8131 |
|
| R3 |
0.8405 |
0.8310 |
0.8080 |
|
| R2 |
0.8219 |
0.8219 |
0.8063 |
|
| R1 |
0.8124 |
0.8124 |
0.8046 |
0.8079 |
| PP |
0.8033 |
0.8033 |
0.8033 |
0.8010 |
| S1 |
0.7938 |
0.7938 |
0.8012 |
0.7893 |
| S2 |
0.7847 |
0.7847 |
0.7995 |
|
| S3 |
0.7661 |
0.7752 |
0.7978 |
|
| S4 |
0.7475 |
0.7566 |
0.7927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8128 |
0.7942 |
0.0186 |
2.3% |
0.0075 |
0.9% |
43% |
False |
False |
88,269 |
| 10 |
0.8139 |
0.7942 |
0.0197 |
2.4% |
0.0065 |
0.8% |
40% |
False |
False |
74,852 |
| 20 |
0.8246 |
0.7942 |
0.0304 |
3.8% |
0.0063 |
0.8% |
26% |
False |
False |
73,011 |
| 40 |
0.8328 |
0.7942 |
0.0386 |
4.8% |
0.0059 |
0.7% |
21% |
False |
False |
45,680 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.3% |
0.0057 |
0.7% |
28% |
False |
False |
30,594 |
| 80 |
0.8328 |
0.7905 |
0.0423 |
5.3% |
0.0054 |
0.7% |
28% |
False |
False |
22,963 |
| 100 |
0.8328 |
0.7843 |
0.0485 |
6.0% |
0.0054 |
0.7% |
37% |
False |
False |
18,384 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
7.0% |
0.0053 |
0.7% |
45% |
False |
False |
15,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8219 |
|
2.618 |
0.8148 |
|
1.618 |
0.8105 |
|
1.000 |
0.8078 |
|
0.618 |
0.8061 |
|
HIGH |
0.8035 |
|
0.618 |
0.8018 |
|
0.500 |
0.8013 |
|
0.382 |
0.8008 |
|
LOW |
0.7991 |
|
0.618 |
0.7964 |
|
1.000 |
0.7948 |
|
1.618 |
0.7921 |
|
2.618 |
0.7877 |
|
4.250 |
0.7806 |
|
|
| Fisher Pivots for day following 12-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8019 |
0.8011 |
| PP |
0.8016 |
0.8000 |
| S1 |
0.8013 |
0.7989 |
|