CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 24-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7793 |
0.7905 |
0.0112 |
1.4% |
0.7990 |
| High |
0.7910 |
0.7950 |
0.0040 |
0.5% |
0.7993 |
| Low |
0.7787 |
0.7900 |
0.0113 |
1.5% |
0.7723 |
| Close |
0.7908 |
0.7940 |
0.0032 |
0.4% |
0.7784 |
| Range |
0.0123 |
0.0050 |
-0.0073 |
-59.3% |
0.0270 |
| ATR |
0.0060 |
0.0060 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
87,883 |
70,875 |
-17,008 |
-19.4% |
438,987 |
|
| Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8080 |
0.8060 |
0.7967 |
|
| R3 |
0.8030 |
0.8010 |
0.7953 |
|
| R2 |
0.7980 |
0.7980 |
0.7949 |
|
| R1 |
0.7960 |
0.7960 |
0.7944 |
0.7970 |
| PP |
0.7930 |
0.7930 |
0.7930 |
0.7935 |
| S1 |
0.7910 |
0.7910 |
0.7935 |
0.7920 |
| S2 |
0.7880 |
0.7880 |
0.7930 |
|
| S3 |
0.7830 |
0.7860 |
0.7926 |
|
| S4 |
0.7780 |
0.7810 |
0.7912 |
|
|
| 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 |
0.7950 |
0.7723 |
0.0227 |
2.9% |
0.0082 |
1.0% |
96% |
True |
False |
92,118 |
| 10 |
0.8007 |
0.7723 |
0.0284 |
3.6% |
0.0058 |
0.7% |
76% |
False |
False |
74,081 |
| 20 |
0.8050 |
0.7723 |
0.0327 |
4.1% |
0.0053 |
0.7% |
66% |
False |
False |
68,188 |
| 40 |
0.8128 |
0.7723 |
0.0406 |
5.1% |
0.0060 |
0.7% |
54% |
False |
False |
73,555 |
| 60 |
0.8328 |
0.7723 |
0.0605 |
7.6% |
0.0060 |
0.8% |
36% |
False |
False |
67,786 |
| 80 |
0.8328 |
0.7723 |
0.0605 |
7.6% |
0.0057 |
0.7% |
36% |
False |
False |
51,020 |
| 100 |
0.8328 |
0.7723 |
0.0605 |
7.6% |
0.0056 |
0.7% |
36% |
False |
False |
40,847 |
| 120 |
0.8328 |
0.7723 |
0.0605 |
7.6% |
0.0055 |
0.7% |
36% |
False |
False |
34,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8162 |
|
2.618 |
0.8080 |
|
1.618 |
0.8030 |
|
1.000 |
0.8000 |
|
0.618 |
0.7980 |
|
HIGH |
0.7950 |
|
0.618 |
0.7930 |
|
0.500 |
0.7925 |
|
0.382 |
0.7919 |
|
LOW |
0.7900 |
|
0.618 |
0.7869 |
|
1.000 |
0.7850 |
|
1.618 |
0.7819 |
|
2.618 |
0.7769 |
|
4.250 |
0.7687 |
|
|
| Fisher Pivots for day following 24-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7935 |
0.7905 |
| PP |
0.7930 |
0.7871 |
| S1 |
0.7925 |
0.7836 |
|