CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 16-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7990 |
0.7941 |
-0.0050 |
-0.6% |
0.8032 |
| High |
0.7999 |
0.7961 |
-0.0038 |
-0.5% |
0.8048 |
| Low |
0.7928 |
0.7923 |
-0.0005 |
-0.1% |
0.7923 |
| Close |
0.7931 |
0.7932 |
0.0001 |
0.0% |
0.7932 |
| Range |
0.0071 |
0.0038 |
-0.0034 |
-47.2% |
0.0125 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
97,477 |
73,401 |
-24,076 |
-24.7% |
368,411 |
|
| Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8051 |
0.8029 |
0.7953 |
|
| R3 |
0.8014 |
0.7992 |
0.7942 |
|
| R2 |
0.7976 |
0.7976 |
0.7939 |
|
| R1 |
0.7954 |
0.7954 |
0.7935 |
0.7946 |
| PP |
0.7939 |
0.7939 |
0.7939 |
0.7935 |
| S1 |
0.7917 |
0.7917 |
0.7929 |
0.7909 |
| S2 |
0.7901 |
0.7901 |
0.7925 |
|
| S3 |
0.7864 |
0.7879 |
0.7922 |
|
| S4 |
0.7826 |
0.7842 |
0.7911 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8341 |
0.8261 |
0.8000 |
|
| R3 |
0.8217 |
0.8137 |
0.7966 |
|
| R2 |
0.8092 |
0.8092 |
0.7955 |
|
| R1 |
0.8012 |
0.8012 |
0.7943 |
0.7990 |
| PP |
0.7968 |
0.7968 |
0.7968 |
0.7956 |
| S1 |
0.7888 |
0.7888 |
0.7921 |
0.7865 |
| S2 |
0.7843 |
0.7843 |
0.7909 |
|
| S3 |
0.7719 |
0.7763 |
0.7898 |
|
| S4 |
0.7594 |
0.7639 |
0.7864 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8048 |
0.7923 |
0.0125 |
1.6% |
0.0056 |
0.7% |
7% |
False |
True |
73,682 |
| 10 |
0.8128 |
0.7923 |
0.0205 |
2.6% |
0.0070 |
0.9% |
4% |
False |
True |
83,780 |
| 20 |
0.8162 |
0.7923 |
0.0239 |
3.0% |
0.0063 |
0.8% |
4% |
False |
True |
73,841 |
| 40 |
0.8328 |
0.7923 |
0.0405 |
5.1% |
0.0060 |
0.8% |
2% |
False |
True |
53,589 |
| 60 |
0.8328 |
0.7923 |
0.0405 |
5.1% |
0.0056 |
0.7% |
2% |
False |
True |
35,879 |
| 80 |
0.8328 |
0.7905 |
0.0423 |
5.3% |
0.0054 |
0.7% |
7% |
False |
False |
26,936 |
| 100 |
0.8328 |
0.7843 |
0.0485 |
6.1% |
0.0055 |
0.7% |
18% |
False |
False |
21,565 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
7.1% |
0.0053 |
0.7% |
30% |
False |
False |
17,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8120 |
|
2.618 |
0.8059 |
|
1.618 |
0.8021 |
|
1.000 |
0.7998 |
|
0.618 |
0.7984 |
|
HIGH |
0.7961 |
|
0.618 |
0.7946 |
|
0.500 |
0.7942 |
|
0.382 |
0.7937 |
|
LOW |
0.7923 |
|
0.618 |
0.7900 |
|
1.000 |
0.7886 |
|
1.618 |
0.7862 |
|
2.618 |
0.7825 |
|
4.250 |
0.7764 |
|
|
| Fisher Pivots for day following 16-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7942 |
0.7985 |
| PP |
0.7939 |
0.7968 |
| S1 |
0.7935 |
0.7950 |
|