CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 07-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2021 |
07-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8114 |
0.8026 |
-0.0088 |
-1.1% |
0.8131 |
| High |
0.8127 |
0.8049 |
-0.0079 |
-1.0% |
0.8137 |
| Low |
0.8005 |
0.7988 |
-0.0017 |
-0.2% |
0.8032 |
| Close |
0.8024 |
0.8015 |
-0.0009 |
-0.1% |
0.8101 |
| Range |
0.0123 |
0.0061 |
-0.0062 |
-50.2% |
0.0105 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.4% |
0.0000 |
| Volume |
189 |
33 |
-156 |
-82.5% |
393 |
|
| Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8200 |
0.8168 |
0.8048 |
|
| R3 |
0.8139 |
0.8107 |
0.8031 |
|
| R2 |
0.8078 |
0.8078 |
0.8026 |
|
| R1 |
0.8046 |
0.8046 |
0.8020 |
0.8032 |
| PP |
0.8017 |
0.8017 |
0.8017 |
0.8010 |
| S1 |
0.7985 |
0.7985 |
0.8009 |
0.7971 |
| S2 |
0.7956 |
0.7956 |
0.8003 |
|
| S3 |
0.7895 |
0.7924 |
0.7998 |
|
| S4 |
0.7834 |
0.7863 |
0.7981 |
|
|
| 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 |
0.7988 |
0.0140 |
1.7% |
0.0073 |
0.9% |
19% |
False |
True |
104 |
| 10 |
0.8159 |
0.7988 |
0.0172 |
2.1% |
0.0057 |
0.7% |
16% |
False |
True |
74 |
| 20 |
0.8288 |
0.7988 |
0.0301 |
3.7% |
0.0058 |
0.7% |
9% |
False |
True |
178 |
| 40 |
0.8324 |
0.7988 |
0.0336 |
4.2% |
0.0052 |
0.6% |
8% |
False |
True |
152 |
| 60 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0051 |
0.6% |
26% |
False |
False |
123 |
| 80 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0048 |
0.6% |
26% |
False |
False |
98 |
| 100 |
0.8324 |
0.7842 |
0.0482 |
6.0% |
0.0048 |
0.6% |
36% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8308 |
|
2.618 |
0.8208 |
|
1.618 |
0.8147 |
|
1.000 |
0.8110 |
|
0.618 |
0.8086 |
|
HIGH |
0.8049 |
|
0.618 |
0.8025 |
|
0.500 |
0.8018 |
|
0.382 |
0.8011 |
|
LOW |
0.7988 |
|
0.618 |
0.7950 |
|
1.000 |
0.7927 |
|
1.618 |
0.7889 |
|
2.618 |
0.7828 |
|
4.250 |
0.7728 |
|
|
| Fisher Pivots for day following 07-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8018 |
0.8057 |
| PP |
0.8017 |
0.8043 |
| S1 |
0.8016 |
0.8029 |
|