CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 09-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2021 |
09-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8001 |
0.7965 |
-0.0036 |
-0.4% |
0.8015 |
| High |
0.8003 |
0.7979 |
-0.0024 |
-0.3% |
0.8030 |
| Low |
0.7948 |
0.7944 |
-0.0004 |
-0.1% |
0.7948 |
| Close |
0.7962 |
0.7953 |
-0.0009 |
-0.1% |
0.7962 |
| Range |
0.0056 |
0.0036 |
-0.0020 |
-36.0% |
0.0083 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
56,481 |
56,527 |
46 |
0.1% |
287,361 |
|
| Daily Pivots for day following 09-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8065 |
0.8045 |
0.7973 |
|
| R3 |
0.8030 |
0.8009 |
0.7963 |
|
| R2 |
0.7994 |
0.7994 |
0.7960 |
|
| R1 |
0.7974 |
0.7974 |
0.7956 |
0.7966 |
| PP |
0.7959 |
0.7959 |
0.7959 |
0.7955 |
| S1 |
0.7938 |
0.7938 |
0.7950 |
0.7931 |
| S2 |
0.7923 |
0.7923 |
0.7946 |
|
| S3 |
0.7888 |
0.7903 |
0.7943 |
|
| S4 |
0.7852 |
0.7867 |
0.7933 |
|
|
| 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 |
0.8016 |
0.7944 |
0.0073 |
0.9% |
0.0045 |
0.6% |
13% |
False |
True |
58,561 |
| 10 |
0.8050 |
0.7934 |
0.0116 |
1.5% |
0.0047 |
0.6% |
17% |
False |
False |
63,193 |
| 20 |
0.8050 |
0.7808 |
0.0242 |
3.0% |
0.0057 |
0.7% |
60% |
False |
False |
72,770 |
| 40 |
0.8246 |
0.7808 |
0.0438 |
5.5% |
0.0060 |
0.8% |
33% |
False |
False |
72,891 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0059 |
0.7% |
28% |
False |
False |
54,710 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0057 |
0.7% |
28% |
False |
False |
41,138 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0055 |
0.7% |
28% |
False |
False |
32,924 |
| 120 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0055 |
0.7% |
28% |
False |
False |
27,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8130 |
|
2.618 |
0.8072 |
|
1.618 |
0.8036 |
|
1.000 |
0.8015 |
|
0.618 |
0.8001 |
|
HIGH |
0.7979 |
|
0.618 |
0.7965 |
|
0.500 |
0.7961 |
|
0.382 |
0.7957 |
|
LOW |
0.7944 |
|
0.618 |
0.7922 |
|
1.000 |
0.7908 |
|
1.618 |
0.7886 |
|
2.618 |
0.7851 |
|
4.250 |
0.7793 |
|
|
| Fisher Pivots for day following 09-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7961 |
0.7980 |
| PP |
0.7959 |
0.7971 |
| S1 |
0.7956 |
0.7962 |
|