CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 13-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2021 |
13-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8032 |
0.8030 |
-0.0003 |
0.0% |
0.8112 |
| High |
0.8035 |
0.8037 |
0.0003 |
0.0% |
0.8128 |
| Low |
0.7991 |
0.7974 |
-0.0017 |
-0.2% |
0.7942 |
| Close |
0.8022 |
0.7989 |
-0.0033 |
-0.4% |
0.8029 |
| Range |
0.0044 |
0.0063 |
0.0020 |
44.8% |
0.0186 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.0% |
0.0000 |
| Volume |
50,280 |
68,040 |
17,760 |
35.3% |
391,065 |
|
| Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8189 |
0.8152 |
0.8023 |
|
| R3 |
0.8126 |
0.8089 |
0.8006 |
|
| R2 |
0.8063 |
0.8063 |
0.8000 |
|
| R1 |
0.8026 |
0.8026 |
0.7994 |
0.8013 |
| PP |
0.8000 |
0.8000 |
0.8000 |
0.7993 |
| S1 |
0.7963 |
0.7963 |
0.7983 |
0.7950 |
| S2 |
0.7937 |
0.7937 |
0.7977 |
|
| S3 |
0.7874 |
0.7900 |
0.7971 |
|
| S4 |
0.7811 |
0.7837 |
0.7954 |
|
|
| 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 |
0.8050 |
0.7942 |
0.0108 |
1.3% |
0.0063 |
0.8% |
43% |
False |
False |
76,095 |
| 10 |
0.8128 |
0.7942 |
0.0186 |
2.3% |
0.0068 |
0.8% |
25% |
False |
False |
76,175 |
| 20 |
0.8245 |
0.7942 |
0.0303 |
3.8% |
0.0065 |
0.8% |
15% |
False |
False |
73,604 |
| 40 |
0.8328 |
0.7942 |
0.0386 |
4.8% |
0.0059 |
0.7% |
12% |
False |
False |
47,358 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.3% |
0.0057 |
0.7% |
20% |
False |
False |
31,727 |
| 80 |
0.8328 |
0.7905 |
0.0423 |
5.3% |
0.0054 |
0.7% |
20% |
False |
False |
23,812 |
| 100 |
0.8328 |
0.7843 |
0.0485 |
6.1% |
0.0054 |
0.7% |
30% |
False |
False |
19,064 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
7.0% |
0.0053 |
0.7% |
40% |
False |
False |
15,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8305 |
|
2.618 |
0.8202 |
|
1.618 |
0.8139 |
|
1.000 |
0.8100 |
|
0.618 |
0.8076 |
|
HIGH |
0.8037 |
|
0.618 |
0.8013 |
|
0.500 |
0.8006 |
|
0.382 |
0.7998 |
|
LOW |
0.7974 |
|
0.618 |
0.7935 |
|
1.000 |
0.7911 |
|
1.618 |
0.7872 |
|
2.618 |
0.7809 |
|
4.250 |
0.7706 |
|
|
| Fisher Pivots for day following 13-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8006 |
0.8001 |
| PP |
0.8000 |
0.7997 |
| S1 |
0.7994 |
0.7993 |
|