CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 14-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2021 |
14-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8030 |
0.7991 |
-0.0039 |
-0.5% |
0.8112 |
| High |
0.8037 |
0.8048 |
0.0011 |
0.1% |
0.8128 |
| Low |
0.7974 |
0.7983 |
0.0009 |
0.1% |
0.7942 |
| Close |
0.7989 |
0.7994 |
0.0005 |
0.1% |
0.8029 |
| Range |
0.0063 |
0.0065 |
0.0002 |
2.4% |
0.0186 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.2% |
0.0000 |
| Volume |
68,040 |
79,213 |
11,173 |
16.4% |
391,065 |
|
| Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8202 |
0.8162 |
0.8029 |
|
| R3 |
0.8137 |
0.8098 |
0.8011 |
|
| R2 |
0.8073 |
0.8073 |
0.8005 |
|
| R1 |
0.8033 |
0.8033 |
0.7999 |
0.8053 |
| PP |
0.8008 |
0.8008 |
0.8008 |
0.8018 |
| S1 |
0.7969 |
0.7969 |
0.7988 |
0.7988 |
| S2 |
0.7944 |
0.7944 |
0.7982 |
|
| S3 |
0.7879 |
0.7904 |
0.7976 |
|
| S4 |
0.7815 |
0.7840 |
0.7958 |
|
|
| 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 |
0.8048 |
0.7942 |
0.0106 |
1.3% |
0.0063 |
0.8% |
49% |
True |
False |
75,914 |
| 10 |
0.8128 |
0.7942 |
0.0186 |
2.3% |
0.0069 |
0.9% |
28% |
False |
False |
78,898 |
| 20 |
0.8226 |
0.7942 |
0.0284 |
3.5% |
0.0066 |
0.8% |
18% |
False |
False |
74,481 |
| 40 |
0.8328 |
0.7942 |
0.0386 |
4.8% |
0.0060 |
0.7% |
13% |
False |
False |
49,333 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.3% |
0.0058 |
0.7% |
21% |
False |
False |
33,042 |
| 80 |
0.8328 |
0.7905 |
0.0423 |
5.3% |
0.0054 |
0.7% |
21% |
False |
False |
24,802 |
| 100 |
0.8328 |
0.7843 |
0.0485 |
6.1% |
0.0054 |
0.7% |
31% |
False |
False |
19,856 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
7.0% |
0.0053 |
0.7% |
40% |
False |
False |
16,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8322 |
|
2.618 |
0.8216 |
|
1.618 |
0.8152 |
|
1.000 |
0.8112 |
|
0.618 |
0.8087 |
|
HIGH |
0.8048 |
|
0.618 |
0.8023 |
|
0.500 |
0.8015 |
|
0.382 |
0.8008 |
|
LOW |
0.7983 |
|
0.618 |
0.7943 |
|
1.000 |
0.7919 |
|
1.618 |
0.7879 |
|
2.618 |
0.7814 |
|
4.250 |
0.7709 |
|
|
| Fisher Pivots for day following 14-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8015 |
0.8011 |
| PP |
0.8008 |
0.8005 |
| S1 |
0.8001 |
0.7999 |
|