CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 26-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7960 |
0.7958 |
-0.0002 |
0.0% |
0.7927 |
| High |
0.7965 |
0.7982 |
0.0018 |
0.2% |
0.7983 |
| Low |
0.7932 |
0.7942 |
0.0011 |
0.1% |
0.7808 |
| Close |
0.7952 |
0.7970 |
0.0018 |
0.2% |
0.7952 |
| Range |
0.0033 |
0.0040 |
0.0007 |
21.2% |
0.0176 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
47,159 |
52,782 |
5,623 |
11.9% |
452,551 |
|
| Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8085 |
0.8067 |
0.7992 |
|
| R3 |
0.8045 |
0.8027 |
0.7981 |
|
| R2 |
0.8005 |
0.8005 |
0.7977 |
|
| R1 |
0.7987 |
0.7987 |
0.7973 |
0.7996 |
| PP |
0.7965 |
0.7965 |
0.7965 |
0.7969 |
| S1 |
0.7947 |
0.7947 |
0.7966 |
0.7956 |
| S2 |
0.7925 |
0.7925 |
0.7962 |
|
| S3 |
0.7885 |
0.7907 |
0.7959 |
|
| S4 |
0.7845 |
0.7867 |
0.7948 |
|
|
| 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 |
0.7820 |
0.0163 |
2.0% |
0.0062 |
0.8% |
92% |
False |
False |
73,257 |
| 10 |
0.8048 |
0.7808 |
0.0240 |
3.0% |
0.0067 |
0.8% |
68% |
False |
False |
82,346 |
| 20 |
0.8139 |
0.7808 |
0.0331 |
4.2% |
0.0066 |
0.8% |
49% |
False |
False |
78,599 |
| 40 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0063 |
0.8% |
31% |
False |
False |
66,098 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0059 |
0.7% |
31% |
False |
False |
44,284 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0057 |
0.7% |
31% |
False |
False |
33,248 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0055 |
0.7% |
31% |
False |
False |
26,613 |
| 120 |
0.8328 |
0.7789 |
0.0539 |
6.8% |
0.0053 |
0.7% |
34% |
False |
False |
22,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8152 |
|
2.618 |
0.8087 |
|
1.618 |
0.8047 |
|
1.000 |
0.8022 |
|
0.618 |
0.8007 |
|
HIGH |
0.7982 |
|
0.618 |
0.7967 |
|
0.500 |
0.7962 |
|
0.382 |
0.7957 |
|
LOW |
0.7942 |
|
0.618 |
0.7917 |
|
1.000 |
0.7902 |
|
1.618 |
0.7877 |
|
2.618 |
0.7837 |
|
4.250 |
0.7772 |
|
|
| Fisher Pivots for day following 26-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7967 |
0.7965 |
| PP |
0.7965 |
0.7961 |
| S1 |
0.7962 |
0.7957 |
|