CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 17-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7990 |
0.7953 |
-0.0037 |
-0.5% |
0.7965 |
| High |
0.7993 |
0.7956 |
-0.0037 |
-0.5% |
0.8007 |
| Low |
0.7946 |
0.7906 |
-0.0041 |
-0.5% |
0.7943 |
| Close |
0.7955 |
0.7921 |
-0.0034 |
-0.4% |
0.7989 |
| Range |
0.0047 |
0.0050 |
0.0004 |
7.5% |
0.0064 |
| ATR |
0.0048 |
0.0049 |
0.0000 |
0.2% |
0.0000 |
| Volume |
64,337 |
72,817 |
8,480 |
13.2% |
251,897 |
|
| Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8077 |
0.8049 |
0.7948 |
|
| R3 |
0.8027 |
0.7999 |
0.7934 |
|
| R2 |
0.7977 |
0.7977 |
0.7930 |
|
| R1 |
0.7949 |
0.7949 |
0.7925 |
0.7938 |
| PP |
0.7927 |
0.7927 |
0.7927 |
0.7922 |
| S1 |
0.7899 |
0.7899 |
0.7916 |
0.7888 |
| S2 |
0.7877 |
0.7877 |
0.7911 |
|
| S3 |
0.7827 |
0.7849 |
0.7907 |
|
| S4 |
0.7777 |
0.7799 |
0.7893 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8171 |
0.8144 |
0.8024 |
|
| R3 |
0.8107 |
0.8080 |
0.8006 |
|
| R2 |
0.8043 |
0.8043 |
0.8000 |
|
| R1 |
0.8016 |
0.8016 |
0.7994 |
0.8030 |
| PP |
0.7979 |
0.7979 |
0.7979 |
0.7986 |
| S1 |
0.7952 |
0.7952 |
0.7983 |
0.7966 |
| S2 |
0.7915 |
0.7915 |
0.7977 |
|
| S3 |
0.7851 |
0.7888 |
0.7971 |
|
| S4 |
0.7787 |
0.7824 |
0.7953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8007 |
0.7906 |
0.0101 |
1.3% |
0.0035 |
0.4% |
15% |
False |
True |
56,045 |
| 10 |
0.8016 |
0.7906 |
0.0111 |
1.4% |
0.0039 |
0.5% |
14% |
False |
True |
55,681 |
| 20 |
0.8050 |
0.7855 |
0.0195 |
2.5% |
0.0047 |
0.6% |
34% |
False |
False |
61,227 |
| 40 |
0.8162 |
0.7808 |
0.0355 |
4.5% |
0.0055 |
0.7% |
32% |
False |
False |
69,254 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.6% |
0.0057 |
0.7% |
22% |
False |
False |
60,211 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.6% |
0.0055 |
0.7% |
22% |
False |
False |
45,279 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.6% |
0.0054 |
0.7% |
22% |
False |
False |
36,245 |
| 120 |
0.8328 |
0.7808 |
0.0520 |
6.6% |
0.0054 |
0.7% |
22% |
False |
False |
30,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8168 |
|
2.618 |
0.8086 |
|
1.618 |
0.8036 |
|
1.000 |
0.8006 |
|
0.618 |
0.7986 |
|
HIGH |
0.7956 |
|
0.618 |
0.7936 |
|
0.500 |
0.7931 |
|
0.382 |
0.7925 |
|
LOW |
0.7906 |
|
0.618 |
0.7875 |
|
1.000 |
0.7856 |
|
1.618 |
0.7825 |
|
2.618 |
0.7775 |
|
4.250 |
0.7693 |
|
|
| Fisher Pivots for day following 17-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7931 |
0.7952 |
| PP |
0.7927 |
0.7942 |
| S1 |
0.7924 |
0.7931 |
|