CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 22-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7887 |
0.7961 |
0.0074 |
0.9% |
0.8032 |
| High |
0.7983 |
0.7981 |
-0.0002 |
0.0% |
0.8048 |
| Low |
0.7855 |
0.7939 |
0.0084 |
1.1% |
0.7923 |
| Close |
0.7961 |
0.7964 |
0.0003 |
0.0% |
0.7932 |
| Range |
0.0128 |
0.0042 |
-0.0086 |
-67.2% |
0.0125 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
89,156 |
70,982 |
-18,174 |
-20.4% |
368,411 |
|
| Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8087 |
0.8067 |
0.7987 |
|
| R3 |
0.8045 |
0.8025 |
0.7975 |
|
| R2 |
0.8003 |
0.8003 |
0.7971 |
|
| R1 |
0.7983 |
0.7983 |
0.7967 |
0.7993 |
| PP |
0.7961 |
0.7961 |
0.7961 |
0.7966 |
| S1 |
0.7941 |
0.7941 |
0.7960 |
0.7951 |
| S2 |
0.7919 |
0.7919 |
0.7956 |
|
| S3 |
0.7877 |
0.7899 |
0.7952 |
|
| S4 |
0.7835 |
0.7857 |
0.7940 |
|
|
| 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 |
0.7983 |
0.7808 |
0.0176 |
2.2% |
0.0080 |
1.0% |
89% |
False |
False |
95,758 |
| 10 |
0.8048 |
0.7808 |
0.0240 |
3.0% |
0.0071 |
0.9% |
65% |
False |
False |
84,925 |
| 20 |
0.8149 |
0.7808 |
0.0341 |
4.3% |
0.0066 |
0.8% |
46% |
False |
False |
78,251 |
| 40 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0064 |
0.8% |
30% |
False |
False |
63,682 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0059 |
0.7% |
30% |
False |
False |
42,625 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0057 |
0.7% |
30% |
False |
False |
32,000 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0056 |
0.7% |
30% |
False |
False |
25,616 |
| 120 |
0.8328 |
0.7774 |
0.0554 |
7.0% |
0.0054 |
0.7% |
34% |
False |
False |
21,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8160 |
|
2.618 |
0.8091 |
|
1.618 |
0.8049 |
|
1.000 |
0.8023 |
|
0.618 |
0.8007 |
|
HIGH |
0.7981 |
|
0.618 |
0.7965 |
|
0.500 |
0.7960 |
|
0.382 |
0.7955 |
|
LOW |
0.7939 |
|
0.618 |
0.7913 |
|
1.000 |
0.7897 |
|
1.618 |
0.7871 |
|
2.618 |
0.7829 |
|
4.250 |
0.7761 |
|
|
| Fisher Pivots for day following 22-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7962 |
0.7943 |
| PP |
0.7961 |
0.7922 |
| S1 |
0.7960 |
0.7902 |
|