CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 02-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2021 |
02-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.8065 |
0.8041 |
-0.0025 |
-0.3% |
0.8131 |
High |
0.8086 |
0.8122 |
0.0036 |
0.4% |
0.8137 |
Low |
0.8035 |
0.8032 |
-0.0003 |
0.0% |
0.8032 |
Close |
0.8035 |
0.8101 |
0.0066 |
0.8% |
0.8101 |
Range |
0.0052 |
0.0090 |
0.0039 |
74.8% |
0.0105 |
ATR |
0.0050 |
0.0053 |
0.0003 |
5.8% |
0.0000 |
Volume |
56 |
152 |
96 |
171.4% |
393 |
|
Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8355 |
0.8318 |
0.8150 |
|
R3 |
0.8265 |
0.8228 |
0.8125 |
|
R2 |
0.8175 |
0.8175 |
0.8117 |
|
R1 |
0.8138 |
0.8138 |
0.8109 |
0.8156 |
PP |
0.8085 |
0.8085 |
0.8085 |
0.8094 |
S1 |
0.8048 |
0.8048 |
0.8092 |
0.8066 |
S2 |
0.7995 |
0.7995 |
0.8084 |
|
S3 |
0.7905 |
0.7958 |
0.8076 |
|
S4 |
0.7815 |
0.7868 |
0.8051 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8405 |
0.8358 |
0.8158 |
|
R3 |
0.8300 |
0.8253 |
0.8129 |
|
R2 |
0.8195 |
0.8195 |
0.8120 |
|
R1 |
0.8148 |
0.8148 |
0.8110 |
0.8119 |
PP |
0.8090 |
0.8090 |
0.8090 |
0.8075 |
S1 |
0.8043 |
0.8043 |
0.8091 |
0.8014 |
S2 |
0.7985 |
0.7985 |
0.8081 |
|
S3 |
0.7880 |
0.7938 |
0.8072 |
|
S4 |
0.7775 |
0.7833 |
0.8043 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8137 |
0.8032 |
0.0105 |
1.3% |
0.0053 |
0.7% |
65% |
False |
True |
78 |
10 |
0.8159 |
0.8009 |
0.0150 |
1.9% |
0.0053 |
0.7% |
61% |
False |
False |
62 |
20 |
0.8291 |
0.8009 |
0.0282 |
3.5% |
0.0052 |
0.6% |
33% |
False |
False |
202 |
40 |
0.8324 |
0.8009 |
0.0315 |
3.9% |
0.0049 |
0.6% |
29% |
False |
False |
151 |
60 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0049 |
0.6% |
47% |
False |
False |
119 |
80 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0047 |
0.6% |
47% |
False |
False |
98 |
100 |
0.8324 |
0.7842 |
0.0482 |
5.9% |
0.0047 |
0.6% |
54% |
False |
False |
96 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8505 |
2.618 |
0.8358 |
1.618 |
0.8268 |
1.000 |
0.8212 |
0.618 |
0.8178 |
HIGH |
0.8122 |
0.618 |
0.8088 |
0.500 |
0.8077 |
0.382 |
0.8066 |
LOW |
0.8032 |
0.618 |
0.7976 |
1.000 |
0.7942 |
1.618 |
0.7886 |
2.618 |
0.7796 |
4.250 |
0.7650 |
|
|
Fisher Pivots for day following 02-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8093 |
0.8093 |
PP |
0.8085 |
0.8085 |
S1 |
0.8077 |
0.8077 |
|