CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 08-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2021 |
08-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.8026 |
0.8009 |
-0.0017 |
-0.2% |
0.8131 |
High |
0.8049 |
0.8009 |
-0.0040 |
-0.5% |
0.8137 |
Low |
0.7988 |
0.7943 |
-0.0045 |
-0.6% |
0.8032 |
Close |
0.8015 |
0.7979 |
-0.0036 |
-0.4% |
0.8101 |
Range |
0.0061 |
0.0067 |
0.0006 |
9.0% |
0.0105 |
ATR |
0.0058 |
0.0059 |
0.0001 |
1.8% |
0.0000 |
Volume |
33 |
129 |
96 |
290.9% |
393 |
|
Daily Pivots for day following 08-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8176 |
0.8144 |
0.8015 |
|
R3 |
0.8110 |
0.8077 |
0.7997 |
|
R2 |
0.8043 |
0.8043 |
0.7991 |
|
R1 |
0.8011 |
0.8011 |
0.7985 |
0.7994 |
PP |
0.7977 |
0.7977 |
0.7977 |
0.7968 |
S1 |
0.7944 |
0.7944 |
0.7972 |
0.7927 |
S2 |
0.7910 |
0.7910 |
0.7966 |
|
S3 |
0.7844 |
0.7878 |
0.7960 |
|
S4 |
0.7777 |
0.7811 |
0.7942 |
|
|
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 |
0.7943 |
0.0185 |
2.3% |
0.0078 |
1.0% |
20% |
False |
True |
111 |
10 |
0.8147 |
0.7943 |
0.0204 |
2.6% |
0.0059 |
0.7% |
18% |
False |
True |
78 |
20 |
0.8283 |
0.7943 |
0.0340 |
4.3% |
0.0060 |
0.8% |
11% |
False |
True |
171 |
40 |
0.8324 |
0.7943 |
0.0381 |
4.8% |
0.0053 |
0.7% |
9% |
False |
True |
154 |
60 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0051 |
0.6% |
17% |
False |
False |
124 |
80 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0049 |
0.6% |
17% |
False |
False |
100 |
100 |
0.8324 |
0.7850 |
0.0474 |
5.9% |
0.0049 |
0.6% |
27% |
False |
False |
99 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8292 |
2.618 |
0.8183 |
1.618 |
0.8117 |
1.000 |
0.8076 |
0.618 |
0.8050 |
HIGH |
0.8009 |
0.618 |
0.7984 |
0.500 |
0.7976 |
0.382 |
0.7968 |
LOW |
0.7943 |
0.618 |
0.7901 |
1.000 |
0.7876 |
1.618 |
0.7835 |
2.618 |
0.7768 |
4.250 |
0.7660 |
|
|
Fisher Pivots for day following 08-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7978 |
0.8035 |
PP |
0.7977 |
0.8016 |
S1 |
0.7976 |
0.7997 |
|