CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7927 |
0.7844 |
-0.0083 |
-1.0% |
0.8032 |
| High |
0.7931 |
0.7889 |
-0.0042 |
-0.5% |
0.8048 |
| Low |
0.7808 |
0.7820 |
0.0013 |
0.2% |
0.7923 |
| Close |
0.7837 |
0.7877 |
0.0040 |
0.5% |
0.7932 |
| Range |
0.0123 |
0.0069 |
-0.0054 |
-43.9% |
0.0125 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.3% |
0.0000 |
| Volume |
139,044 |
106,210 |
-32,834 |
-23.6% |
368,411 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8069 |
0.8042 |
0.7915 |
|
| R3 |
0.8000 |
0.7973 |
0.7896 |
|
| R2 |
0.7931 |
0.7931 |
0.7890 |
|
| R1 |
0.7904 |
0.7904 |
0.7883 |
0.7918 |
| PP |
0.7862 |
0.7862 |
0.7862 |
0.7869 |
| S1 |
0.7835 |
0.7835 |
0.7871 |
0.7849 |
| S2 |
0.7793 |
0.7793 |
0.7864 |
|
| S3 |
0.7724 |
0.7766 |
0.7858 |
|
| S4 |
0.7655 |
0.7697 |
0.7839 |
|
|
| 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 |
0.7808 |
0.0240 |
3.0% |
0.0073 |
0.9% |
29% |
False |
False |
99,069 |
| 10 |
0.8050 |
0.7808 |
0.0242 |
3.1% |
0.0068 |
0.9% |
29% |
False |
False |
87,582 |
| 20 |
0.8162 |
0.7808 |
0.0355 |
4.5% |
0.0064 |
0.8% |
20% |
False |
False |
77,281 |
| 40 |
0.8328 |
0.7808 |
0.0520 |
6.6% |
0.0062 |
0.8% |
13% |
False |
False |
59,703 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.6% |
0.0058 |
0.7% |
13% |
False |
False |
39,963 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.6% |
0.0056 |
0.7% |
13% |
False |
False |
29,999 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.6% |
0.0055 |
0.7% |
13% |
False |
False |
24,016 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
7.1% |
0.0054 |
0.7% |
20% |
False |
False |
20,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8182 |
|
2.618 |
0.8070 |
|
1.618 |
0.8001 |
|
1.000 |
0.7958 |
|
0.618 |
0.7932 |
|
HIGH |
0.7889 |
|
0.618 |
0.7863 |
|
0.500 |
0.7855 |
|
0.382 |
0.7846 |
|
LOW |
0.7820 |
|
0.618 |
0.7777 |
|
1.000 |
0.7751 |
|
1.618 |
0.7708 |
|
2.618 |
0.7639 |
|
4.250 |
0.7527 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7870 |
0.7884 |
| PP |
0.7862 |
0.7882 |
| S1 |
0.7855 |
0.7879 |
|