CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 09-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2021 |
09-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.8009 |
0.7976 |
-0.0034 |
-0.4% |
0.8114 |
High |
0.8009 |
0.8035 |
0.0026 |
0.3% |
0.8127 |
Low |
0.7943 |
0.7964 |
0.0022 |
0.3% |
0.7943 |
Close |
0.7979 |
0.8029 |
0.0050 |
0.6% |
0.8029 |
Range |
0.0067 |
0.0071 |
0.0005 |
6.8% |
0.0185 |
ATR |
0.0059 |
0.0060 |
0.0001 |
1.5% |
0.0000 |
Volume |
129 |
38 |
-91 |
-70.5% |
389 |
|
Daily Pivots for day following 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8222 |
0.8196 |
0.8068 |
|
R3 |
0.8151 |
0.8125 |
0.8048 |
|
R2 |
0.8080 |
0.8080 |
0.8042 |
|
R1 |
0.8054 |
0.8054 |
0.8035 |
0.8067 |
PP |
0.8009 |
0.8009 |
0.8009 |
0.8016 |
S1 |
0.7983 |
0.7983 |
0.8022 |
0.7996 |
S2 |
0.7938 |
0.7938 |
0.8015 |
|
S3 |
0.7867 |
0.7912 |
0.8009 |
|
S4 |
0.7796 |
0.7841 |
0.7989 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8586 |
0.8492 |
0.8130 |
|
R3 |
0.8402 |
0.8307 |
0.8079 |
|
R2 |
0.8217 |
0.8217 |
0.8062 |
|
R1 |
0.8123 |
0.8123 |
0.8045 |
0.8078 |
PP |
0.8033 |
0.8033 |
0.8033 |
0.8010 |
S1 |
0.7938 |
0.7938 |
0.8012 |
0.7893 |
S2 |
0.7848 |
0.7848 |
0.7995 |
|
S3 |
0.7664 |
0.7754 |
0.7978 |
|
S4 |
0.7479 |
0.7569 |
0.7927 |
|
|
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% |
0.0082 |
1.0% |
47% |
False |
False |
108 |
10 |
0.8147 |
0.7943 |
0.0204 |
2.5% |
0.0062 |
0.8% |
42% |
False |
False |
80 |
20 |
0.8275 |
0.7943 |
0.0333 |
4.1% |
0.0062 |
0.8% |
26% |
False |
False |
103 |
40 |
0.8324 |
0.7943 |
0.0381 |
4.7% |
0.0053 |
0.7% |
23% |
False |
False |
152 |
60 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0051 |
0.6% |
29% |
False |
False |
122 |
80 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0049 |
0.6% |
29% |
False |
False |
100 |
100 |
0.8324 |
0.7850 |
0.0474 |
5.9% |
0.0049 |
0.6% |
38% |
False |
False |
98 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8337 |
2.618 |
0.8221 |
1.618 |
0.8150 |
1.000 |
0.8106 |
0.618 |
0.8079 |
HIGH |
0.8035 |
0.618 |
0.8008 |
0.500 |
0.8000 |
0.382 |
0.7991 |
LOW |
0.7964 |
0.618 |
0.7920 |
1.000 |
0.7893 |
1.618 |
0.7849 |
2.618 |
0.7778 |
4.250 |
0.7662 |
|
|
Fisher Pivots for day following 09-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8019 |
0.8018 |
PP |
0.8009 |
0.8007 |
S1 |
0.8000 |
0.7996 |
|