CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 27-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7944 |
0.7882 |
-0.0062 |
-0.8% |
0.7793 |
| High |
0.7945 |
0.7933 |
-0.0013 |
-0.2% |
0.7950 |
| Low |
0.7876 |
0.7869 |
-0.0008 |
-0.1% |
0.7787 |
| Close |
0.7883 |
0.7924 |
0.0042 |
0.5% |
0.7924 |
| Range |
0.0069 |
0.0064 |
-0.0005 |
-7.2% |
0.0163 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.6% |
0.0000 |
| Volume |
60,070 |
74,195 |
14,125 |
23.5% |
356,382 |
|
| Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8100 |
0.8076 |
0.7959 |
|
| R3 |
0.8036 |
0.8012 |
0.7942 |
|
| R2 |
0.7972 |
0.7972 |
0.7936 |
|
| R1 |
0.7948 |
0.7948 |
0.7930 |
0.7960 |
| PP |
0.7908 |
0.7908 |
0.7908 |
0.7914 |
| S1 |
0.7884 |
0.7884 |
0.7918 |
0.7896 |
| S2 |
0.7844 |
0.7844 |
0.7912 |
|
| S3 |
0.7780 |
0.7820 |
0.7906 |
|
| S4 |
0.7716 |
0.7756 |
0.7889 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8376 |
0.8313 |
0.8014 |
|
| R3 |
0.8213 |
0.8150 |
0.7969 |
|
| R2 |
0.8050 |
0.8050 |
0.7954 |
|
| R1 |
0.7987 |
0.7987 |
0.7939 |
0.8018 |
| PP |
0.7887 |
0.7887 |
0.7887 |
0.7902 |
| S1 |
0.7824 |
0.7824 |
0.7909 |
0.7855 |
| S2 |
0.7724 |
0.7724 |
0.7894 |
|
| S3 |
0.7561 |
0.7661 |
0.7879 |
|
| S4 |
0.7398 |
0.7498 |
0.7834 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7950 |
0.7787 |
0.0163 |
2.1% |
0.0069 |
0.9% |
84% |
False |
False |
71,276 |
| 10 |
0.7993 |
0.7723 |
0.0270 |
3.4% |
0.0067 |
0.9% |
75% |
False |
False |
79,536 |
| 20 |
0.8030 |
0.7723 |
0.0308 |
3.9% |
0.0053 |
0.7% |
66% |
False |
False |
66,731 |
| 40 |
0.8128 |
0.7723 |
0.0406 |
5.1% |
0.0060 |
0.8% |
50% |
False |
False |
74,145 |
| 60 |
0.8293 |
0.7723 |
0.0571 |
7.2% |
0.0060 |
0.8% |
35% |
False |
False |
70,736 |
| 80 |
0.8328 |
0.7723 |
0.0605 |
7.6% |
0.0058 |
0.7% |
33% |
False |
False |
53,474 |
| 100 |
0.8328 |
0.7723 |
0.0605 |
7.6% |
0.0056 |
0.7% |
33% |
False |
False |
42,821 |
| 120 |
0.8328 |
0.7723 |
0.0605 |
7.6% |
0.0055 |
0.7% |
33% |
False |
False |
35,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8205 |
|
2.618 |
0.8100 |
|
1.618 |
0.8036 |
|
1.000 |
0.7997 |
|
0.618 |
0.7972 |
|
HIGH |
0.7933 |
|
0.618 |
0.7908 |
|
0.500 |
0.7901 |
|
0.382 |
0.7893 |
|
LOW |
0.7869 |
|
0.618 |
0.7829 |
|
1.000 |
0.7805 |
|
1.618 |
0.7765 |
|
2.618 |
0.7701 |
|
4.250 |
0.7597 |
|
|
| Fisher Pivots for day following 27-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7916 |
0.7918 |
| PP |
0.7908 |
0.7913 |
| S1 |
0.7901 |
0.7907 |
|