CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 15-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7991 |
0.7990 |
-0.0001 |
0.0% |
0.8112 |
| High |
0.8048 |
0.7999 |
-0.0049 |
-0.6% |
0.8128 |
| Low |
0.7983 |
0.7928 |
-0.0056 |
-0.7% |
0.7942 |
| Close |
0.7994 |
0.7931 |
-0.0063 |
-0.8% |
0.8029 |
| Range |
0.0065 |
0.0071 |
0.0007 |
10.1% |
0.0186 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
0.9% |
0.0000 |
| Volume |
79,213 |
97,477 |
18,264 |
23.1% |
391,065 |
|
| Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8165 |
0.8119 |
0.7970 |
|
| R3 |
0.8094 |
0.8048 |
0.7951 |
|
| R2 |
0.8023 |
0.8023 |
0.7944 |
|
| R1 |
0.7977 |
0.7977 |
0.7938 |
0.7965 |
| PP |
0.7952 |
0.7952 |
0.7952 |
0.7946 |
| S1 |
0.7906 |
0.7906 |
0.7924 |
0.7894 |
| S2 |
0.7881 |
0.7881 |
0.7918 |
|
| S3 |
0.7810 |
0.7835 |
0.7911 |
|
| S4 |
0.7739 |
0.7764 |
0.7892 |
|
|
| 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 |
0.7928 |
0.0120 |
1.5% |
0.0063 |
0.8% |
3% |
False |
True |
74,091 |
| 10 |
0.8128 |
0.7928 |
0.0201 |
2.5% |
0.0072 |
0.9% |
2% |
False |
True |
81,435 |
| 20 |
0.8162 |
0.7928 |
0.0235 |
3.0% |
0.0065 |
0.8% |
1% |
False |
True |
74,952 |
| 40 |
0.8328 |
0.7928 |
0.0400 |
5.0% |
0.0060 |
0.8% |
1% |
False |
True |
51,760 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.3% |
0.0057 |
0.7% |
6% |
False |
False |
34,659 |
| 80 |
0.8328 |
0.7905 |
0.0423 |
5.3% |
0.0054 |
0.7% |
6% |
False |
False |
26,020 |
| 100 |
0.8328 |
0.7843 |
0.0485 |
6.1% |
0.0055 |
0.7% |
18% |
False |
False |
20,831 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
7.1% |
0.0053 |
0.7% |
29% |
False |
False |
17,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8300 |
|
2.618 |
0.8184 |
|
1.618 |
0.8113 |
|
1.000 |
0.8070 |
|
0.618 |
0.8042 |
|
HIGH |
0.7999 |
|
0.618 |
0.7971 |
|
0.500 |
0.7963 |
|
0.382 |
0.7955 |
|
LOW |
0.7928 |
|
0.618 |
0.7884 |
|
1.000 |
0.7857 |
|
1.618 |
0.7813 |
|
2.618 |
0.7742 |
|
4.250 |
0.7626 |
|
|
| Fisher Pivots for day following 15-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7963 |
0.7988 |
| PP |
0.7952 |
0.7969 |
| S1 |
0.7942 |
0.7950 |
|