CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 09-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2021 |
09-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7909 |
0.7880 |
-0.0029 |
-0.4% |
0.7923 |
| High |
0.7920 |
0.7922 |
0.0003 |
0.0% |
0.8004 |
| Low |
0.7835 |
0.7857 |
0.0022 |
0.3% |
0.7903 |
| Close |
0.7890 |
0.7906 |
0.0016 |
0.2% |
0.7991 |
| Range |
0.0085 |
0.0065 |
-0.0020 |
-23.1% |
0.0101 |
| ATR |
0.0059 |
0.0060 |
0.0000 |
0.7% |
0.0000 |
| Volume |
137,529 |
113,914 |
-23,615 |
-17.2% |
358,406 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8090 |
0.8063 |
0.7941 |
|
| R3 |
0.8025 |
0.7998 |
0.7923 |
|
| R2 |
0.7960 |
0.7960 |
0.7917 |
|
| R1 |
0.7933 |
0.7933 |
0.7911 |
0.7946 |
| PP |
0.7895 |
0.7895 |
0.7895 |
0.7902 |
| S1 |
0.7868 |
0.7868 |
0.7900 |
0.7881 |
| S2 |
0.7830 |
0.7830 |
0.7894 |
|
| S3 |
0.7765 |
0.7803 |
0.7888 |
|
| S4 |
0.7700 |
0.7738 |
0.7870 |
|
|
| 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% |
0.0067 |
0.8% |
42% |
False |
False |
101,035 |
| 10 |
0.8004 |
0.7835 |
0.0169 |
2.1% |
0.0059 |
0.8% |
42% |
False |
False |
85,360 |
| 20 |
0.8004 |
0.7723 |
0.0281 |
3.6% |
0.0059 |
0.7% |
65% |
False |
False |
80,321 |
| 40 |
0.8050 |
0.7723 |
0.0327 |
4.1% |
0.0057 |
0.7% |
56% |
False |
False |
75,455 |
| 60 |
0.8226 |
0.7723 |
0.0503 |
6.4% |
0.0060 |
0.8% |
36% |
False |
False |
75,130 |
| 80 |
0.8328 |
0.7723 |
0.0605 |
7.7% |
0.0058 |
0.7% |
30% |
False |
False |
62,394 |
| 100 |
0.8328 |
0.7723 |
0.0605 |
7.7% |
0.0057 |
0.7% |
30% |
False |
False |
50,007 |
| 120 |
0.8328 |
0.7723 |
0.0605 |
7.7% |
0.0055 |
0.7% |
30% |
False |
False |
41,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8198 |
|
2.618 |
0.8092 |
|
1.618 |
0.8027 |
|
1.000 |
0.7987 |
|
0.618 |
0.7962 |
|
HIGH |
0.7922 |
|
0.618 |
0.7897 |
|
0.500 |
0.7890 |
|
0.382 |
0.7882 |
|
LOW |
0.7857 |
|
0.618 |
0.7817 |
|
1.000 |
0.7792 |
|
1.618 |
0.7752 |
|
2.618 |
0.7687 |
|
4.250 |
0.7581 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7900 |
0.7911 |
| PP |
0.7895 |
0.7909 |
| S1 |
0.7890 |
0.7907 |
|