CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 06-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2021 |
06-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7971 |
0.8001 |
0.0030 |
0.4% |
0.8015 |
| High |
0.8016 |
0.8003 |
-0.0013 |
-0.2% |
0.8030 |
| Low |
0.7969 |
0.7948 |
-0.0022 |
-0.3% |
0.7948 |
| Close |
0.8003 |
0.7962 |
-0.0041 |
-0.5% |
0.7962 |
| Range |
0.0047 |
0.0056 |
0.0009 |
18.1% |
0.0083 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
50,927 |
56,481 |
5,554 |
10.9% |
287,361 |
|
| Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8137 |
0.8105 |
0.7993 |
|
| R3 |
0.8082 |
0.8050 |
0.7977 |
|
| R2 |
0.8026 |
0.8026 |
0.7972 |
|
| R1 |
0.7994 |
0.7994 |
0.7967 |
0.7983 |
| PP |
0.7971 |
0.7971 |
0.7971 |
0.7965 |
| S1 |
0.7939 |
0.7939 |
0.7957 |
0.7927 |
| S2 |
0.7915 |
0.7915 |
0.7952 |
|
| S3 |
0.7860 |
0.7883 |
0.7947 |
|
| S4 |
0.7804 |
0.7828 |
0.7931 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8227 |
0.8177 |
0.8007 |
|
| R3 |
0.8145 |
0.8095 |
0.7985 |
|
| R2 |
0.8062 |
0.8062 |
0.7977 |
|
| R1 |
0.8012 |
0.8012 |
0.7970 |
0.7996 |
| PP |
0.7980 |
0.7980 |
0.7980 |
0.7972 |
| S1 |
0.7930 |
0.7930 |
0.7954 |
0.7914 |
| S2 |
0.7897 |
0.7897 |
0.7947 |
|
| S3 |
0.7815 |
0.7847 |
0.7939 |
|
| S4 |
0.7732 |
0.7765 |
0.7917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8030 |
0.7948 |
0.0083 |
1.0% |
0.0046 |
0.6% |
18% |
False |
True |
57,472 |
| 10 |
0.8050 |
0.7934 |
0.0116 |
1.5% |
0.0047 |
0.6% |
25% |
False |
False |
62,819 |
| 20 |
0.8050 |
0.7808 |
0.0242 |
3.0% |
0.0057 |
0.7% |
64% |
False |
False |
72,457 |
| 40 |
0.8278 |
0.7808 |
0.0470 |
5.9% |
0.0061 |
0.8% |
33% |
False |
False |
74,076 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0059 |
0.7% |
30% |
False |
False |
53,798 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0057 |
0.7% |
30% |
False |
False |
40,432 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0055 |
0.7% |
30% |
False |
False |
32,359 |
| 120 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0055 |
0.7% |
30% |
False |
False |
26,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8239 |
|
2.618 |
0.8148 |
|
1.618 |
0.8093 |
|
1.000 |
0.8059 |
|
0.618 |
0.8037 |
|
HIGH |
0.8003 |
|
0.618 |
0.7982 |
|
0.500 |
0.7975 |
|
0.382 |
0.7969 |
|
LOW |
0.7948 |
|
0.618 |
0.7913 |
|
1.000 |
0.7892 |
|
1.618 |
0.7858 |
|
2.618 |
0.7802 |
|
4.250 |
0.7712 |
|
|
| Fisher Pivots for day following 06-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7975 |
0.7982 |
| PP |
0.7971 |
0.7975 |
| S1 |
0.7966 |
0.7969 |
|