CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 30-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7983 |
0.8034 |
0.0051 |
0.6% |
0.7958 |
| High |
0.8044 |
0.8050 |
0.0006 |
0.1% |
0.8050 |
| Low |
0.7980 |
0.8005 |
0.0025 |
0.3% |
0.7934 |
| Close |
0.8040 |
0.8013 |
-0.0027 |
-0.3% |
0.8013 |
| Range |
0.0064 |
0.0045 |
-0.0019 |
-29.9% |
0.0116 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
69,312 |
79,726 |
10,414 |
15.0% |
340,832 |
|
| Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8156 |
0.8129 |
0.8037 |
|
| R3 |
0.8112 |
0.8085 |
0.8025 |
|
| R2 |
0.8067 |
0.8067 |
0.8021 |
|
| R1 |
0.8040 |
0.8040 |
0.8017 |
0.8031 |
| PP |
0.8023 |
0.8023 |
0.8023 |
0.8018 |
| S1 |
0.7996 |
0.7996 |
0.8009 |
0.7987 |
| S2 |
0.7978 |
0.7978 |
0.8005 |
|
| S3 |
0.7934 |
0.7951 |
0.8001 |
|
| S4 |
0.7889 |
0.7907 |
0.7989 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8347 |
0.8296 |
0.8077 |
|
| R3 |
0.8231 |
0.8180 |
0.8045 |
|
| R2 |
0.8115 |
0.8115 |
0.8034 |
|
| R1 |
0.8064 |
0.8064 |
0.8024 |
0.8089 |
| PP |
0.7999 |
0.7999 |
0.7999 |
0.8011 |
| S1 |
0.7948 |
0.7948 |
0.8002 |
0.7973 |
| S2 |
0.7883 |
0.7883 |
0.7992 |
|
| S3 |
0.7767 |
0.7832 |
0.7981 |
|
| S4 |
0.7651 |
0.7716 |
0.7949 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8050 |
0.7934 |
0.0116 |
1.4% |
0.0049 |
0.6% |
69% |
True |
False |
68,166 |
| 10 |
0.8050 |
0.7808 |
0.0242 |
3.0% |
0.0064 |
0.8% |
85% |
True |
False |
79,338 |
| 20 |
0.8128 |
0.7808 |
0.0321 |
4.0% |
0.0067 |
0.8% |
64% |
False |
False |
81,559 |
| 40 |
0.8293 |
0.7808 |
0.0486 |
6.1% |
0.0064 |
0.8% |
42% |
False |
False |
72,739 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0060 |
0.7% |
40% |
False |
False |
49,056 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0057 |
0.7% |
40% |
False |
False |
36,844 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0055 |
0.7% |
40% |
False |
False |
29,490 |
| 120 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0054 |
0.7% |
40% |
False |
False |
24,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8239 |
|
2.618 |
0.8166 |
|
1.618 |
0.8122 |
|
1.000 |
0.8094 |
|
0.618 |
0.8077 |
|
HIGH |
0.8050 |
|
0.618 |
0.8033 |
|
0.500 |
0.8027 |
|
0.382 |
0.8022 |
|
LOW |
0.8005 |
|
0.618 |
0.7977 |
|
1.000 |
0.7961 |
|
1.618 |
0.7933 |
|
2.618 |
0.7888 |
|
4.250 |
0.7816 |
|
|
| Fisher Pivots for day following 30-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8027 |
0.8006 |
| PP |
0.8023 |
0.7999 |
| S1 |
0.8018 |
0.7992 |
|