CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 29-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7936 |
0.7983 |
0.0048 |
0.6% |
0.7927 |
| High |
0.7990 |
0.8044 |
0.0054 |
0.7% |
0.7983 |
| Low |
0.7934 |
0.7980 |
0.0047 |
0.6% |
0.7808 |
| Close |
0.7981 |
0.8040 |
0.0059 |
0.7% |
0.7952 |
| Range |
0.0057 |
0.0064 |
0.0007 |
12.4% |
0.0176 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.1% |
0.0000 |
| Volume |
77,728 |
69,312 |
-8,416 |
-10.8% |
452,551 |
|
| Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8212 |
0.8189 |
0.8074 |
|
| R3 |
0.8148 |
0.8126 |
0.8057 |
|
| R2 |
0.8085 |
0.8085 |
0.8051 |
|
| R1 |
0.8062 |
0.8062 |
0.8045 |
0.8073 |
| PP |
0.8021 |
0.8021 |
0.8021 |
0.8027 |
| S1 |
0.7999 |
0.7999 |
0.8034 |
0.8010 |
| S2 |
0.7958 |
0.7958 |
0.8028 |
|
| S3 |
0.7894 |
0.7935 |
0.8022 |
|
| S4 |
0.7831 |
0.7872 |
0.8005 |
|
|
| 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 |
0.8044 |
0.7932 |
0.0112 |
1.4% |
0.0047 |
0.6% |
96% |
True |
False |
61,653 |
| 10 |
0.8044 |
0.7808 |
0.0236 |
2.9% |
0.0063 |
0.8% |
98% |
True |
False |
78,705 |
| 20 |
0.8128 |
0.7808 |
0.0321 |
4.0% |
0.0068 |
0.8% |
72% |
False |
False |
80,070 |
| 40 |
0.8313 |
0.7808 |
0.0505 |
6.3% |
0.0064 |
0.8% |
46% |
False |
False |
70,975 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0060 |
0.7% |
45% |
False |
False |
47,730 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0057 |
0.7% |
45% |
False |
False |
35,848 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0055 |
0.7% |
45% |
False |
False |
28,694 |
| 120 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0054 |
0.7% |
45% |
False |
False |
23,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8313 |
|
2.618 |
0.8210 |
|
1.618 |
0.8146 |
|
1.000 |
0.8107 |
|
0.618 |
0.8083 |
|
HIGH |
0.8044 |
|
0.618 |
0.8019 |
|
0.500 |
0.8012 |
|
0.382 |
0.8004 |
|
LOW |
0.7980 |
|
0.618 |
0.7941 |
|
1.000 |
0.7917 |
|
1.618 |
0.7877 |
|
2.618 |
0.7814 |
|
4.250 |
0.7710 |
|
|
| Fisher Pivots for day following 29-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8030 |
0.8023 |
| PP |
0.8021 |
0.8006 |
| S1 |
0.8012 |
0.7989 |
|