CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 03-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8015 |
0.7997 |
-0.0018 |
-0.2% |
0.7958 |
| High |
0.8030 |
0.8006 |
-0.0024 |
-0.3% |
0.8050 |
| Low |
0.7990 |
0.7951 |
-0.0039 |
-0.5% |
0.7934 |
| Close |
0.7994 |
0.7976 |
-0.0018 |
-0.2% |
0.8013 |
| Range |
0.0040 |
0.0055 |
0.0015 |
37.5% |
0.0116 |
| ATR |
0.0060 |
0.0059 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
51,081 |
68,516 |
17,435 |
34.1% |
340,832 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8143 |
0.8114 |
0.8006 |
|
| R3 |
0.8088 |
0.8059 |
0.7991 |
|
| R2 |
0.8033 |
0.8033 |
0.7986 |
|
| R1 |
0.8004 |
0.8004 |
0.7981 |
0.7991 |
| PP |
0.7978 |
0.7978 |
0.7978 |
0.7971 |
| S1 |
0.7949 |
0.7949 |
0.7971 |
0.7936 |
| S2 |
0.7923 |
0.7923 |
0.7966 |
|
| S3 |
0.7868 |
0.7894 |
0.7961 |
|
| S4 |
0.7813 |
0.7839 |
0.7946 |
|
|
| 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% |
0.0052 |
0.7% |
37% |
False |
False |
69,272 |
| 10 |
0.8050 |
0.7855 |
0.0195 |
2.4% |
0.0054 |
0.7% |
62% |
False |
False |
66,772 |
| 20 |
0.8050 |
0.7808 |
0.0242 |
3.0% |
0.0061 |
0.8% |
70% |
False |
False |
77,177 |
| 40 |
0.8293 |
0.7808 |
0.0486 |
6.1% |
0.0064 |
0.8% |
35% |
False |
False |
75,349 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0059 |
0.7% |
32% |
False |
False |
51,027 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0057 |
0.7% |
32% |
False |
False |
38,337 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0055 |
0.7% |
32% |
False |
False |
30,685 |
| 120 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0055 |
0.7% |
32% |
False |
False |
25,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8240 |
|
2.618 |
0.8150 |
|
1.618 |
0.8095 |
|
1.000 |
0.8061 |
|
0.618 |
0.8040 |
|
HIGH |
0.8006 |
|
0.618 |
0.7985 |
|
0.500 |
0.7979 |
|
0.382 |
0.7972 |
|
LOW |
0.7951 |
|
0.618 |
0.7917 |
|
1.000 |
0.7896 |
|
1.618 |
0.7862 |
|
2.618 |
0.7807 |
|
4.250 |
0.7717 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7979 |
0.8000 |
| PP |
0.7978 |
0.7992 |
| S1 |
0.7977 |
0.7984 |
|