CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 10-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
0.7880 |
0.7895 |
0.0015 |
0.2% |
0.7982 |
High |
0.7922 |
0.7948 |
0.0026 |
0.3% |
0.7987 |
Low |
0.7857 |
0.7872 |
0.0015 |
0.2% |
0.7835 |
Close |
0.7906 |
0.7900 |
-0.0006 |
-0.1% |
0.7900 |
Range |
0.0065 |
0.0076 |
0.0011 |
16.2% |
0.0152 |
ATR |
0.0060 |
0.0061 |
0.0001 |
1.9% |
0.0000 |
Volume |
113,914 |
113,914 |
0 |
0.0% |
474,845 |
|
Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8133 |
0.8092 |
0.7941 |
|
R3 |
0.8057 |
0.8016 |
0.7920 |
|
R2 |
0.7982 |
0.7982 |
0.7913 |
|
R1 |
0.7941 |
0.7941 |
0.7906 |
0.7961 |
PP |
0.7906 |
0.7906 |
0.7906 |
0.7917 |
S1 |
0.7865 |
0.7865 |
0.7893 |
0.7886 |
S2 |
0.7831 |
0.7831 |
0.7886 |
|
S3 |
0.7755 |
0.7790 |
0.7879 |
|
S4 |
0.7680 |
0.7714 |
0.7858 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8363 |
0.8283 |
0.7983 |
|
R3 |
0.8211 |
0.8131 |
0.7941 |
|
R2 |
0.8059 |
0.8059 |
0.7927 |
|
R1 |
0.7979 |
0.7979 |
0.7913 |
0.7943 |
PP |
0.7907 |
0.7907 |
0.7907 |
0.7889 |
S1 |
0.7827 |
0.7827 |
0.7886 |
0.7791 |
S2 |
0.7755 |
0.7755 |
0.7872 |
|
S3 |
0.7603 |
0.7675 |
0.7858 |
|
S4 |
0.7451 |
0.7523 |
0.7816 |
|
|
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% |
0.0071 |
0.9% |
38% |
False |
False |
110,686 |
10 |
0.8004 |
0.7835 |
0.0169 |
2.1% |
0.0060 |
0.8% |
38% |
False |
False |
90,744 |
20 |
0.8004 |
0.7723 |
0.0281 |
3.6% |
0.0062 |
0.8% |
63% |
False |
False |
83,548 |
40 |
0.8050 |
0.7723 |
0.0327 |
4.1% |
0.0057 |
0.7% |
54% |
False |
False |
75,866 |
60 |
0.8162 |
0.7723 |
0.0440 |
5.6% |
0.0060 |
0.8% |
40% |
False |
False |
75,561 |
80 |
0.8328 |
0.7723 |
0.0605 |
7.7% |
0.0059 |
0.7% |
29% |
False |
False |
63,813 |
100 |
0.8328 |
0.7723 |
0.0605 |
7.7% |
0.0057 |
0.7% |
29% |
False |
False |
51,142 |
120 |
0.8328 |
0.7723 |
0.0605 |
7.7% |
0.0055 |
0.7% |
29% |
False |
False |
42,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8268 |
2.618 |
0.8145 |
1.618 |
0.8070 |
1.000 |
0.8023 |
0.618 |
0.7994 |
HIGH |
0.7948 |
0.618 |
0.7919 |
0.500 |
0.7910 |
0.382 |
0.7901 |
LOW |
0.7872 |
0.618 |
0.7825 |
1.000 |
0.7797 |
1.618 |
0.7750 |
2.618 |
0.7674 |
4.250 |
0.7551 |
|
|
Fisher Pivots for day following 10-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7910 |
0.7897 |
PP |
0.7906 |
0.7894 |
S1 |
0.7903 |
0.7891 |
|