CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 21-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7844 |
0.7887 |
0.0043 |
0.5% |
0.8032 |
| High |
0.7889 |
0.7983 |
0.0094 |
1.2% |
0.8048 |
| Low |
0.7820 |
0.7855 |
0.0035 |
0.4% |
0.7923 |
| Close |
0.7877 |
0.7961 |
0.0084 |
1.1% |
0.7932 |
| Range |
0.0069 |
0.0128 |
0.0059 |
85.5% |
0.0125 |
| ATR |
0.0066 |
0.0071 |
0.0004 |
6.6% |
0.0000 |
| Volume |
106,210 |
89,156 |
-17,054 |
-16.1% |
368,411 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8317 |
0.8267 |
0.8031 |
|
| R3 |
0.8189 |
0.8139 |
0.7996 |
|
| R2 |
0.8061 |
0.8061 |
0.7984 |
|
| R1 |
0.8011 |
0.8011 |
0.7973 |
0.8036 |
| PP |
0.7933 |
0.7933 |
0.7933 |
0.7946 |
| S1 |
0.7883 |
0.7883 |
0.7949 |
0.7908 |
| S2 |
0.7805 |
0.7805 |
0.7938 |
|
| S3 |
0.7677 |
0.7755 |
0.7926 |
|
| S4 |
0.7549 |
0.7627 |
0.7891 |
|
|
| 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 |
0.7999 |
0.7808 |
0.0191 |
2.4% |
0.0086 |
1.1% |
80% |
False |
False |
101,057 |
| 10 |
0.8048 |
0.7808 |
0.0240 |
3.0% |
0.0074 |
0.9% |
64% |
False |
False |
88,485 |
| 20 |
0.8162 |
0.7808 |
0.0355 |
4.5% |
0.0067 |
0.8% |
43% |
False |
False |
78,310 |
| 40 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0064 |
0.8% |
30% |
False |
False |
61,920 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0059 |
0.7% |
30% |
False |
False |
41,443 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0057 |
0.7% |
30% |
False |
False |
31,114 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0056 |
0.7% |
30% |
False |
False |
24,906 |
| 120 |
0.8328 |
0.7771 |
0.0557 |
7.0% |
0.0054 |
0.7% |
34% |
False |
False |
20,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8527 |
|
2.618 |
0.8318 |
|
1.618 |
0.8190 |
|
1.000 |
0.8111 |
|
0.618 |
0.8062 |
|
HIGH |
0.7983 |
|
0.618 |
0.7934 |
|
0.500 |
0.7919 |
|
0.382 |
0.7904 |
|
LOW |
0.7855 |
|
0.618 |
0.7776 |
|
1.000 |
0.7727 |
|
1.618 |
0.7648 |
|
2.618 |
0.7520 |
|
4.250 |
0.7311 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7947 |
0.7939 |
| PP |
0.7933 |
0.7917 |
| S1 |
0.7919 |
0.7895 |
|