CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 27-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7958 |
0.7971 |
0.0013 |
0.2% |
0.7927 |
| High |
0.7982 |
0.7976 |
-0.0007 |
-0.1% |
0.7983 |
| Low |
0.7942 |
0.7934 |
-0.0009 |
-0.1% |
0.7808 |
| Close |
0.7970 |
0.7942 |
-0.0028 |
-0.4% |
0.7952 |
| Range |
0.0040 |
0.0042 |
0.0002 |
5.0% |
0.0176 |
| ATR |
0.0064 |
0.0063 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
52,782 |
61,284 |
8,502 |
16.1% |
452,551 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8076 |
0.8051 |
0.7965 |
|
| R3 |
0.8034 |
0.8009 |
0.7953 |
|
| R2 |
0.7992 |
0.7992 |
0.7949 |
|
| R1 |
0.7967 |
0.7967 |
0.7945 |
0.7959 |
| PP |
0.7950 |
0.7950 |
0.7950 |
0.7946 |
| S1 |
0.7925 |
0.7925 |
0.7938 |
0.7917 |
| S2 |
0.7908 |
0.7908 |
0.7934 |
|
| S3 |
0.7866 |
0.7883 |
0.7930 |
|
| S4 |
0.7824 |
0.7841 |
0.7918 |
|
|
| 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 |
0.7855 |
0.0128 |
1.6% |
0.0057 |
0.7% |
68% |
False |
False |
64,272 |
| 10 |
0.8048 |
0.7808 |
0.0240 |
3.0% |
0.0065 |
0.8% |
56% |
False |
False |
81,670 |
| 20 |
0.8128 |
0.7808 |
0.0321 |
4.0% |
0.0066 |
0.8% |
42% |
False |
False |
78,923 |
| 40 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0063 |
0.8% |
26% |
False |
False |
67,585 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0059 |
0.7% |
26% |
False |
False |
45,298 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0057 |
0.7% |
26% |
False |
False |
34,012 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0055 |
0.7% |
26% |
False |
False |
27,225 |
| 120 |
0.8328 |
0.7789 |
0.0539 |
6.8% |
0.0054 |
0.7% |
28% |
False |
False |
22,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8154 |
|
2.618 |
0.8085 |
|
1.618 |
0.8043 |
|
1.000 |
0.8018 |
|
0.618 |
0.8001 |
|
HIGH |
0.7976 |
|
0.618 |
0.7959 |
|
0.500 |
0.7955 |
|
0.382 |
0.7950 |
|
LOW |
0.7934 |
|
0.618 |
0.7908 |
|
1.000 |
0.7892 |
|
1.618 |
0.7866 |
|
2.618 |
0.7824 |
|
4.250 |
0.7755 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7955 |
0.7957 |
| PP |
0.7950 |
0.7952 |
| S1 |
0.7946 |
0.7947 |
|