CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 23-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.7961 |
0.7960 |
-0.0001 |
0.0% |
0.7927 |
High |
0.7981 |
0.7965 |
-0.0017 |
-0.2% |
0.7983 |
Low |
0.7939 |
0.7932 |
-0.0008 |
-0.1% |
0.7808 |
Close |
0.7964 |
0.7952 |
-0.0012 |
-0.2% |
0.7952 |
Range |
0.0042 |
0.0033 |
-0.0009 |
-21.4% |
0.0176 |
ATR |
0.0069 |
0.0066 |
-0.0003 |
-3.7% |
0.0000 |
Volume |
70,982 |
47,159 |
-23,823 |
-33.6% |
452,551 |
|
Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8048 |
0.8033 |
0.7970 |
|
R3 |
0.8015 |
0.8000 |
0.7961 |
|
R2 |
0.7982 |
0.7982 |
0.7958 |
|
R1 |
0.7967 |
0.7967 |
0.7955 |
0.7958 |
PP |
0.7949 |
0.7949 |
0.7949 |
0.7945 |
S1 |
0.7934 |
0.7934 |
0.7948 |
0.7925 |
S2 |
0.7916 |
0.7916 |
0.7945 |
|
S3 |
0.7883 |
0.7901 |
0.7942 |
|
S4 |
0.7850 |
0.7868 |
0.7933 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8441 |
0.8372 |
0.8048 |
|
R3 |
0.8265 |
0.8196 |
0.8000 |
|
R2 |
0.8090 |
0.8090 |
0.7984 |
|
R1 |
0.8021 |
0.8021 |
0.7968 |
0.8055 |
PP |
0.7914 |
0.7914 |
0.7914 |
0.7931 |
S1 |
0.7845 |
0.7845 |
0.7935 |
0.7880 |
S2 |
0.7739 |
0.7739 |
0.7919 |
|
S3 |
0.7563 |
0.7670 |
0.7903 |
|
S4 |
0.7388 |
0.7494 |
0.7855 |
|
|
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% |
0.0079 |
1.0% |
82% |
False |
False |
90,510 |
10 |
0.8048 |
0.7808 |
0.0240 |
3.0% |
0.0067 |
0.8% |
60% |
False |
False |
82,096 |
20 |
0.8149 |
0.7808 |
0.0341 |
4.3% |
0.0066 |
0.8% |
42% |
False |
False |
78,130 |
40 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0064 |
0.8% |
28% |
False |
False |
64,818 |
60 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0059 |
0.7% |
28% |
False |
False |
43,408 |
80 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0057 |
0.7% |
28% |
False |
False |
32,590 |
100 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0055 |
0.7% |
28% |
False |
False |
26,086 |
120 |
0.8328 |
0.7775 |
0.0553 |
6.9% |
0.0054 |
0.7% |
32% |
False |
False |
21,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8105 |
2.618 |
0.8051 |
1.618 |
0.8018 |
1.000 |
0.7998 |
0.618 |
0.7985 |
HIGH |
0.7965 |
0.618 |
0.7952 |
0.500 |
0.7948 |
0.382 |
0.7944 |
LOW |
0.7932 |
0.618 |
0.7911 |
1.000 |
0.7899 |
1.618 |
0.7878 |
2.618 |
0.7845 |
4.250 |
0.7791 |
|
|
Fisher Pivots for day following 23-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7950 |
0.7941 |
PP |
0.7949 |
0.7930 |
S1 |
0.7948 |
0.7919 |
|