CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 08-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2021 |
08-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7982 |
0.7909 |
-0.0073 |
-0.9% |
0.7923 |
| High |
0.7987 |
0.7920 |
-0.0068 |
-0.8% |
0.8004 |
| Low |
0.7901 |
0.7835 |
-0.0066 |
-0.8% |
0.7903 |
| Close |
0.7910 |
0.7890 |
-0.0020 |
-0.2% |
0.7991 |
| Range |
0.0086 |
0.0085 |
-0.0002 |
-1.7% |
0.0101 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.4% |
0.0000 |
| Volume |
109,488 |
137,529 |
28,041 |
25.6% |
358,406 |
|
| Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8135 |
0.8097 |
0.7936 |
|
| R3 |
0.8051 |
0.8013 |
0.7913 |
|
| R2 |
0.7966 |
0.7966 |
0.7905 |
|
| R1 |
0.7928 |
0.7928 |
0.7898 |
0.7905 |
| PP |
0.7882 |
0.7882 |
0.7882 |
0.7870 |
| S1 |
0.7844 |
0.7844 |
0.7882 |
0.7820 |
| S2 |
0.7797 |
0.7797 |
0.7875 |
|
| S3 |
0.7713 |
0.7759 |
0.7867 |
|
| S4 |
0.7628 |
0.7675 |
0.7844 |
|
|
| 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 |
0.7835 |
0.0169 |
2.1% |
0.0061 |
0.8% |
33% |
False |
True |
91,182 |
| 10 |
0.8004 |
0.7835 |
0.0169 |
2.1% |
0.0057 |
0.7% |
33% |
False |
True |
80,304 |
| 20 |
0.8007 |
0.7723 |
0.0284 |
3.6% |
0.0057 |
0.7% |
59% |
False |
False |
77,193 |
| 40 |
0.8050 |
0.7723 |
0.0327 |
4.1% |
0.0057 |
0.7% |
51% |
False |
False |
74,588 |
| 60 |
0.8245 |
0.7723 |
0.0522 |
6.6% |
0.0060 |
0.8% |
32% |
False |
False |
74,260 |
| 80 |
0.8328 |
0.7723 |
0.0605 |
7.7% |
0.0058 |
0.7% |
28% |
False |
False |
60,973 |
| 100 |
0.8328 |
0.7723 |
0.0605 |
7.7% |
0.0057 |
0.7% |
28% |
False |
False |
48,871 |
| 120 |
0.8328 |
0.7723 |
0.0605 |
7.7% |
0.0055 |
0.7% |
28% |
False |
False |
40,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8279 |
|
2.618 |
0.8141 |
|
1.618 |
0.8056 |
|
1.000 |
0.8004 |
|
0.618 |
0.7972 |
|
HIGH |
0.7920 |
|
0.618 |
0.7887 |
|
0.500 |
0.7877 |
|
0.382 |
0.7867 |
|
LOW |
0.7835 |
|
0.618 |
0.7783 |
|
1.000 |
0.7751 |
|
1.618 |
0.7698 |
|
2.618 |
0.7614 |
|
4.250 |
0.7476 |
|
|
| Fisher Pivots for day following 08-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7886 |
0.7919 |
| PP |
0.7882 |
0.7910 |
| S1 |
0.7877 |
0.7900 |
|