CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 28-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7971 |
0.7936 |
-0.0036 |
-0.4% |
0.7927 |
| High |
0.7976 |
0.7990 |
0.0015 |
0.2% |
0.7983 |
| Low |
0.7934 |
0.7934 |
0.0000 |
0.0% |
0.7808 |
| Close |
0.7942 |
0.7981 |
0.0039 |
0.5% |
0.7952 |
| Range |
0.0042 |
0.0057 |
0.0015 |
34.5% |
0.0176 |
| ATR |
0.0063 |
0.0062 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
61,284 |
77,728 |
16,444 |
26.8% |
452,551 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8138 |
0.8116 |
0.8012 |
|
| R3 |
0.8081 |
0.8059 |
0.7996 |
|
| R2 |
0.8025 |
0.8025 |
0.7991 |
|
| R1 |
0.8003 |
0.8003 |
0.7986 |
0.8014 |
| PP |
0.7968 |
0.7968 |
0.7968 |
0.7974 |
| S1 |
0.7946 |
0.7946 |
0.7975 |
0.7957 |
| S2 |
0.7912 |
0.7912 |
0.7970 |
|
| S3 |
0.7855 |
0.7890 |
0.7965 |
|
| S4 |
0.7799 |
0.7833 |
0.7949 |
|
|
| 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 |
0.7990 |
0.7932 |
0.0059 |
0.7% |
0.0043 |
0.5% |
84% |
True |
False |
61,987 |
| 10 |
0.7999 |
0.7808 |
0.0191 |
2.4% |
0.0064 |
0.8% |
91% |
False |
False |
81,522 |
| 20 |
0.8128 |
0.7808 |
0.0321 |
4.0% |
0.0067 |
0.8% |
54% |
False |
False |
80,210 |
| 40 |
0.8313 |
0.7808 |
0.0505 |
6.3% |
0.0063 |
0.8% |
34% |
False |
False |
69,307 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0059 |
0.7% |
33% |
False |
False |
46,591 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0057 |
0.7% |
33% |
False |
False |
34,982 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0055 |
0.7% |
33% |
False |
False |
28,001 |
| 120 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0054 |
0.7% |
33% |
False |
False |
23,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8230 |
|
2.618 |
0.8138 |
|
1.618 |
0.8081 |
|
1.000 |
0.8047 |
|
0.618 |
0.8025 |
|
HIGH |
0.7990 |
|
0.618 |
0.7968 |
|
0.500 |
0.7962 |
|
0.382 |
0.7955 |
|
LOW |
0.7934 |
|
0.618 |
0.7899 |
|
1.000 |
0.7877 |
|
1.618 |
0.7842 |
|
2.618 |
0.7786 |
|
4.250 |
0.7693 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7974 |
0.7974 |
| PP |
0.7968 |
0.7968 |
| S1 |
0.7962 |
0.7962 |
|