CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 06-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2021 |
06-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8041 |
0.8114 |
0.0074 |
0.9% |
0.8131 |
| High |
0.8122 |
0.8127 |
0.0005 |
0.1% |
0.8137 |
| Low |
0.8032 |
0.8005 |
-0.0028 |
-0.3% |
0.8032 |
| Close |
0.8101 |
0.8024 |
-0.0077 |
-1.0% |
0.8101 |
| Range |
0.0090 |
0.0123 |
0.0033 |
36.1% |
0.0105 |
| ATR |
0.0053 |
0.0058 |
0.0005 |
9.5% |
0.0000 |
| Volume |
152 |
189 |
37 |
24.3% |
393 |
|
| Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8419 |
0.8344 |
0.8091 |
|
| R3 |
0.8297 |
0.8221 |
0.8057 |
|
| R2 |
0.8174 |
0.8174 |
0.8046 |
|
| R1 |
0.8099 |
0.8099 |
0.8035 |
0.8075 |
| PP |
0.8052 |
0.8052 |
0.8052 |
0.8040 |
| S1 |
0.7976 |
0.7976 |
0.8012 |
0.7953 |
| S2 |
0.7929 |
0.7929 |
0.8001 |
|
| S3 |
0.7807 |
0.7854 |
0.7990 |
|
| S4 |
0.7684 |
0.7731 |
0.7956 |
|
|
| 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 |
0.8127 |
0.8005 |
0.0123 |
1.5% |
0.0070 |
0.9% |
16% |
True |
True |
108 |
| 10 |
0.8159 |
0.8005 |
0.0155 |
1.9% |
0.0057 |
0.7% |
12% |
False |
True |
75 |
| 20 |
0.8288 |
0.8005 |
0.0284 |
3.5% |
0.0057 |
0.7% |
7% |
False |
True |
183 |
| 40 |
0.8324 |
0.8005 |
0.0319 |
4.0% |
0.0051 |
0.6% |
6% |
False |
True |
154 |
| 60 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0050 |
0.6% |
28% |
False |
False |
122 |
| 80 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0048 |
0.6% |
28% |
False |
False |
99 |
| 100 |
0.8324 |
0.7842 |
0.0482 |
6.0% |
0.0048 |
0.6% |
38% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8648 |
|
2.618 |
0.8448 |
|
1.618 |
0.8325 |
|
1.000 |
0.8250 |
|
0.618 |
0.8203 |
|
HIGH |
0.8127 |
|
0.618 |
0.8080 |
|
0.500 |
0.8066 |
|
0.382 |
0.8051 |
|
LOW |
0.8005 |
|
0.618 |
0.7929 |
|
1.000 |
0.7882 |
|
1.618 |
0.7806 |
|
2.618 |
0.7684 |
|
4.250 |
0.7484 |
|
|
| Fisher Pivots for day following 06-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8066 |
0.8066 |
| PP |
0.8052 |
0.8052 |
| S1 |
0.8038 |
0.8038 |
|