CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 02-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2021 |
02-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8034 |
0.8015 |
-0.0019 |
-0.2% |
0.7958 |
| High |
0.8050 |
0.8030 |
-0.0020 |
-0.2% |
0.8050 |
| Low |
0.8005 |
0.7990 |
-0.0015 |
-0.2% |
0.7934 |
| Close |
0.8013 |
0.7994 |
-0.0019 |
-0.2% |
0.8013 |
| Range |
0.0045 |
0.0040 |
-0.0005 |
-10.1% |
0.0116 |
| ATR |
0.0061 |
0.0060 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
79,726 |
51,081 |
-28,645 |
-35.9% |
340,832 |
|
| Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8125 |
0.8099 |
0.8016 |
|
| R3 |
0.8085 |
0.8059 |
0.8005 |
|
| R2 |
0.8045 |
0.8045 |
0.8001 |
|
| R1 |
0.8019 |
0.8019 |
0.7998 |
0.8012 |
| PP |
0.8005 |
0.8005 |
0.8005 |
0.8001 |
| S1 |
0.7979 |
0.7979 |
0.7990 |
0.7972 |
| S2 |
0.7965 |
0.7965 |
0.7987 |
|
| S3 |
0.7925 |
0.7939 |
0.7983 |
|
| S4 |
0.7885 |
0.7899 |
0.7972 |
|
|
| 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 |
1.5% |
0.0049 |
0.6% |
52% |
False |
False |
67,826 |
| 10 |
0.8050 |
0.7820 |
0.0230 |
2.9% |
0.0056 |
0.7% |
76% |
False |
False |
70,542 |
| 20 |
0.8128 |
0.7808 |
0.0321 |
4.0% |
0.0065 |
0.8% |
58% |
False |
False |
80,197 |
| 40 |
0.8293 |
0.7808 |
0.0486 |
6.1% |
0.0063 |
0.8% |
38% |
False |
False |
73,874 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0059 |
0.7% |
36% |
False |
False |
49,896 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0057 |
0.7% |
36% |
False |
False |
37,481 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0055 |
0.7% |
36% |
False |
False |
30,000 |
| 120 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0054 |
0.7% |
36% |
False |
False |
25,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8200 |
|
2.618 |
0.8135 |
|
1.618 |
0.8095 |
|
1.000 |
0.8070 |
|
0.618 |
0.8055 |
|
HIGH |
0.8030 |
|
0.618 |
0.8015 |
|
0.500 |
0.8010 |
|
0.382 |
0.8005 |
|
LOW |
0.7990 |
|
0.618 |
0.7965 |
|
1.000 |
0.7950 |
|
1.618 |
0.7925 |
|
2.618 |
0.7885 |
|
4.250 |
0.7820 |
|
|
| Fisher Pivots for day following 02-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8010 |
0.8015 |
| PP |
0.8005 |
0.8008 |
| S1 |
0.7999 |
0.8001 |
|