CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 07-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7966 |
0.7982 |
0.0016 |
0.2% |
0.7923 |
| High |
0.8004 |
0.7987 |
-0.0017 |
-0.2% |
0.8004 |
| Low |
0.7962 |
0.7901 |
-0.0061 |
-0.8% |
0.7903 |
| Close |
0.7991 |
0.7910 |
-0.0082 |
-1.0% |
0.7991 |
| Range |
0.0042 |
0.0086 |
0.0045 |
107.2% |
0.0101 |
| ATR |
0.0055 |
0.0057 |
0.0003 |
4.6% |
0.0000 |
| Volume |
78,586 |
109,488 |
30,902 |
39.3% |
358,406 |
|
| Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8191 |
0.8136 |
0.7957 |
|
| R3 |
0.8105 |
0.8050 |
0.7933 |
|
| R2 |
0.8019 |
0.8019 |
0.7925 |
|
| R1 |
0.7964 |
0.7964 |
0.7917 |
0.7948 |
| PP |
0.7933 |
0.7933 |
0.7933 |
0.7925 |
| S1 |
0.7878 |
0.7878 |
0.7902 |
0.7862 |
| S2 |
0.7847 |
0.7847 |
0.7894 |
|
| S3 |
0.7761 |
0.7792 |
0.7886 |
|
| S4 |
0.7675 |
0.7706 |
0.7862 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8269 |
0.8231 |
0.8047 |
|
| R3 |
0.8168 |
0.8130 |
0.8019 |
|
| R2 |
0.8067 |
0.8067 |
0.8010 |
|
| R1 |
0.8029 |
0.8029 |
0.8000 |
0.8048 |
| PP |
0.7966 |
0.7966 |
0.7966 |
0.7975 |
| S1 |
0.7928 |
0.7928 |
0.7982 |
0.7947 |
| S2 |
0.7865 |
0.7865 |
0.7972 |
|
| S3 |
0.7764 |
0.7827 |
0.7963 |
|
| S4 |
0.7663 |
0.7726 |
0.7935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8004 |
0.7901 |
0.0103 |
1.3% |
0.0055 |
0.7% |
8% |
False |
True |
82,462 |
| 10 |
0.8004 |
0.7869 |
0.0135 |
1.7% |
0.0053 |
0.7% |
30% |
False |
False |
73,639 |
| 20 |
0.8007 |
0.7723 |
0.0284 |
3.6% |
0.0055 |
0.7% |
66% |
False |
False |
72,931 |
| 40 |
0.8050 |
0.7723 |
0.0327 |
4.1% |
0.0056 |
0.7% |
57% |
False |
False |
72,850 |
| 60 |
0.8246 |
0.7723 |
0.0523 |
6.6% |
0.0059 |
0.7% |
36% |
False |
False |
72,904 |
| 80 |
0.8328 |
0.7723 |
0.0605 |
7.6% |
0.0058 |
0.7% |
31% |
False |
False |
59,265 |
| 100 |
0.8328 |
0.7723 |
0.0605 |
7.6% |
0.0057 |
0.7% |
31% |
False |
False |
47,497 |
| 120 |
0.8328 |
0.7723 |
0.0605 |
7.6% |
0.0055 |
0.7% |
31% |
False |
False |
39,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8353 |
|
2.618 |
0.8212 |
|
1.618 |
0.8126 |
|
1.000 |
0.8073 |
|
0.618 |
0.8040 |
|
HIGH |
0.7987 |
|
0.618 |
0.7954 |
|
0.500 |
0.7944 |
|
0.382 |
0.7934 |
|
LOW |
0.7901 |
|
0.618 |
0.7848 |
|
1.000 |
0.7815 |
|
1.618 |
0.7762 |
|
2.618 |
0.7676 |
|
4.250 |
0.7536 |
|
|
| Fisher Pivots for day following 07-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7944 |
0.7952 |
| PP |
0.7933 |
0.7938 |
| S1 |
0.7921 |
0.7924 |
|