CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 20-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7900 |
0.7795 |
-0.0105 |
-1.3% |
0.7990 |
| High |
0.7906 |
0.7804 |
-0.0102 |
-1.3% |
0.7993 |
| Low |
0.7793 |
0.7723 |
-0.0071 |
-0.9% |
0.7723 |
| Close |
0.7800 |
0.7784 |
-0.0016 |
-0.2% |
0.7784 |
| Range |
0.0113 |
0.0081 |
-0.0032 |
-28.0% |
0.0270 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
3.7% |
0.0000 |
| Volume |
120,308 |
113,782 |
-6,526 |
-5.4% |
438,987 |
|
| Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8013 |
0.7980 |
0.7829 |
|
| R3 |
0.7932 |
0.7899 |
0.7806 |
|
| R2 |
0.7851 |
0.7851 |
0.7799 |
|
| R1 |
0.7818 |
0.7818 |
0.7791 |
0.7794 |
| PP |
0.7770 |
0.7770 |
0.7770 |
0.7758 |
| S1 |
0.7737 |
0.7737 |
0.7777 |
0.7713 |
| S2 |
0.7689 |
0.7689 |
0.7769 |
|
| S3 |
0.7608 |
0.7656 |
0.7762 |
|
| S4 |
0.7527 |
0.7575 |
0.7739 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8643 |
0.8484 |
0.7933 |
|
| R3 |
0.8373 |
0.8214 |
0.7858 |
|
| R2 |
0.8103 |
0.8103 |
0.7834 |
|
| R1 |
0.7944 |
0.7944 |
0.7809 |
0.7888 |
| PP |
0.7833 |
0.7833 |
0.7833 |
0.7805 |
| S1 |
0.7674 |
0.7674 |
0.7759 |
0.7618 |
| S2 |
0.7563 |
0.7563 |
0.7735 |
|
| S3 |
0.7293 |
0.7404 |
0.7710 |
|
| S4 |
0.7023 |
0.7134 |
0.7636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7993 |
0.7723 |
0.0270 |
3.5% |
0.0066 |
0.9% |
23% |
False |
True |
87,797 |
| 10 |
0.8007 |
0.7723 |
0.0284 |
3.6% |
0.0049 |
0.6% |
22% |
False |
True |
69,088 |
| 20 |
0.8050 |
0.7723 |
0.0327 |
4.2% |
0.0048 |
0.6% |
19% |
False |
True |
65,953 |
| 40 |
0.8149 |
0.7723 |
0.0426 |
5.5% |
0.0057 |
0.7% |
14% |
False |
True |
72,042 |
| 60 |
0.8328 |
0.7723 |
0.0605 |
7.8% |
0.0059 |
0.8% |
10% |
False |
True |
65,197 |
| 80 |
0.8328 |
0.7723 |
0.0605 |
7.8% |
0.0056 |
0.7% |
10% |
False |
True |
49,044 |
| 100 |
0.8328 |
0.7723 |
0.0605 |
7.8% |
0.0055 |
0.7% |
10% |
False |
True |
39,262 |
| 120 |
0.8328 |
0.7723 |
0.0605 |
7.8% |
0.0054 |
0.7% |
10% |
False |
True |
32,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8148 |
|
2.618 |
0.8016 |
|
1.618 |
0.7935 |
|
1.000 |
0.7885 |
|
0.618 |
0.7854 |
|
HIGH |
0.7804 |
|
0.618 |
0.7773 |
|
0.500 |
0.7763 |
|
0.382 |
0.7753 |
|
LOW |
0.7723 |
|
0.618 |
0.7672 |
|
1.000 |
0.7642 |
|
1.618 |
0.7591 |
|
2.618 |
0.7510 |
|
4.250 |
0.7378 |
|
|
| Fisher Pivots for day following 20-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7777 |
0.7830 |
| PP |
0.7770 |
0.7815 |
| S1 |
0.7763 |
0.7799 |
|