CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7987 |
0.7995 |
0.0008 |
0.1% |
0.8015 |
| High |
0.8007 |
0.7999 |
-0.0008 |
-0.1% |
0.8030 |
| Low |
0.7969 |
0.7978 |
0.0010 |
0.1% |
0.7948 |
| Close |
0.7994 |
0.7980 |
-0.0014 |
-0.2% |
0.7962 |
| Range |
0.0038 |
0.0021 |
-0.0018 |
-46.1% |
0.0083 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
51,345 |
49,379 |
-1,966 |
-3.8% |
287,361 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8047 |
0.8034 |
0.7991 |
|
| R3 |
0.8027 |
0.8014 |
0.7986 |
|
| R2 |
0.8006 |
0.8006 |
0.7984 |
|
| R1 |
0.7993 |
0.7993 |
0.7982 |
0.7989 |
| PP |
0.7986 |
0.7986 |
0.7986 |
0.7984 |
| S1 |
0.7973 |
0.7973 |
0.7978 |
0.7969 |
| S2 |
0.7965 |
0.7965 |
0.7976 |
|
| S3 |
0.7945 |
0.7952 |
0.7974 |
|
| S4 |
0.7924 |
0.7932 |
0.7969 |
|
|
| 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 |
0.8007 |
0.7943 |
0.0064 |
0.8% |
0.0039 |
0.5% |
59% |
False |
False |
53,206 |
| 10 |
0.8050 |
0.7943 |
0.0107 |
1.3% |
0.0041 |
0.5% |
35% |
False |
False |
57,663 |
| 20 |
0.8050 |
0.7808 |
0.0242 |
3.0% |
0.0052 |
0.7% |
71% |
False |
False |
68,184 |
| 40 |
0.8162 |
0.7808 |
0.0355 |
4.4% |
0.0059 |
0.7% |
49% |
False |
False |
71,568 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0058 |
0.7% |
33% |
False |
False |
57,235 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0056 |
0.7% |
33% |
False |
False |
43,041 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0054 |
0.7% |
33% |
False |
False |
34,453 |
| 120 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0054 |
0.7% |
33% |
False |
False |
28,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8086 |
|
2.618 |
0.8052 |
|
1.618 |
0.8032 |
|
1.000 |
0.8019 |
|
0.618 |
0.8011 |
|
HIGH |
0.7999 |
|
0.618 |
0.7991 |
|
0.500 |
0.7988 |
|
0.382 |
0.7986 |
|
LOW |
0.7978 |
|
0.618 |
0.7965 |
|
1.000 |
0.7958 |
|
1.618 |
0.7945 |
|
2.618 |
0.7924 |
|
4.250 |
0.7891 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7988 |
0.7978 |
| PP |
0.7986 |
0.7976 |
| S1 |
0.7983 |
0.7975 |
|