CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 18-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7953 |
0.7920 |
-0.0034 |
-0.4% |
0.7965 |
| High |
0.7956 |
0.7937 |
-0.0019 |
-0.2% |
0.8007 |
| Low |
0.7906 |
0.7896 |
-0.0010 |
-0.1% |
0.7943 |
| Close |
0.7921 |
0.7916 |
-0.0005 |
-0.1% |
0.7989 |
| Range |
0.0050 |
0.0042 |
-0.0009 |
-17.0% |
0.0064 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
72,817 |
67,743 |
-5,074 |
-7.0% |
251,897 |
|
| Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8041 |
0.8020 |
0.7939 |
|
| R3 |
0.7999 |
0.7978 |
0.7927 |
|
| R2 |
0.7958 |
0.7958 |
0.7924 |
|
| R1 |
0.7937 |
0.7937 |
0.7920 |
0.7927 |
| PP |
0.7916 |
0.7916 |
0.7916 |
0.7911 |
| S1 |
0.7895 |
0.7895 |
0.7912 |
0.7885 |
| S2 |
0.7875 |
0.7875 |
0.7908 |
|
| S3 |
0.7833 |
0.7854 |
0.7905 |
|
| S4 |
0.7792 |
0.7812 |
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 |
0.7999 |
0.7896 |
0.0104 |
1.3% |
0.0036 |
0.5% |
20% |
False |
True |
59,324 |
| 10 |
0.8016 |
0.7896 |
0.0121 |
1.5% |
0.0040 |
0.5% |
17% |
False |
True |
56,420 |
| 20 |
0.8050 |
0.7896 |
0.0154 |
1.9% |
0.0042 |
0.5% |
13% |
False |
True |
60,156 |
| 40 |
0.8162 |
0.7808 |
0.0355 |
4.5% |
0.0055 |
0.7% |
31% |
False |
False |
69,233 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.6% |
0.0057 |
0.7% |
21% |
False |
False |
61,332 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.6% |
0.0055 |
0.7% |
21% |
False |
False |
46,121 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.6% |
0.0054 |
0.7% |
21% |
False |
False |
36,922 |
| 120 |
0.8328 |
0.7808 |
0.0520 |
6.6% |
0.0053 |
0.7% |
21% |
False |
False |
30,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8113 |
|
2.618 |
0.8046 |
|
1.618 |
0.8004 |
|
1.000 |
0.7979 |
|
0.618 |
0.7963 |
|
HIGH |
0.7937 |
|
0.618 |
0.7921 |
|
0.500 |
0.7916 |
|
0.382 |
0.7911 |
|
LOW |
0.7896 |
|
0.618 |
0.7870 |
|
1.000 |
0.7854 |
|
1.618 |
0.7828 |
|
2.618 |
0.7787 |
|
4.250 |
0.7719 |
|
|
| Fisher Pivots for day following 18-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7916 |
0.7944 |
| PP |
0.7916 |
0.7935 |
| S1 |
0.7916 |
0.7925 |
|