CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 12-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7976 |
0.8032 |
0.0056 |
0.7% |
0.8114 |
| High |
0.8035 |
0.8034 |
-0.0002 |
0.0% |
0.8127 |
| Low |
0.7964 |
0.7991 |
0.0027 |
0.3% |
0.7943 |
| Close |
0.8029 |
0.8021 |
-0.0008 |
-0.1% |
0.8029 |
| Range |
0.0071 |
0.0043 |
-0.0029 |
-40.1% |
0.0185 |
| ATR |
0.0060 |
0.0058 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
38 |
92 |
54 |
142.1% |
389 |
|
| Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8143 |
0.8124 |
0.8044 |
|
| R3 |
0.8100 |
0.8082 |
0.8033 |
|
| R2 |
0.8058 |
0.8058 |
0.8029 |
|
| R1 |
0.8039 |
0.8039 |
0.8025 |
0.8027 |
| PP |
0.8015 |
0.8015 |
0.8015 |
0.8009 |
| S1 |
0.7997 |
0.7997 |
0.8017 |
0.7985 |
| S2 |
0.7973 |
0.7973 |
0.8013 |
|
| S3 |
0.7930 |
0.7954 |
0.8009 |
|
| S4 |
0.7888 |
0.7912 |
0.7998 |
|
|
| 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% |
0.0073 |
0.9% |
43% |
False |
False |
96 |
| 10 |
0.8137 |
0.7943 |
0.0195 |
2.4% |
0.0063 |
0.8% |
40% |
False |
False |
87 |
| 20 |
0.8243 |
0.7943 |
0.0300 |
3.7% |
0.0061 |
0.8% |
26% |
False |
False |
93 |
| 40 |
0.8324 |
0.7943 |
0.0381 |
4.8% |
0.0053 |
0.7% |
21% |
False |
False |
152 |
| 60 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0051 |
0.6% |
28% |
False |
False |
123 |
| 80 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0049 |
0.6% |
28% |
False |
False |
101 |
| 100 |
0.8324 |
0.7850 |
0.0474 |
5.9% |
0.0049 |
0.6% |
36% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8214 |
|
2.618 |
0.8145 |
|
1.618 |
0.8102 |
|
1.000 |
0.8076 |
|
0.618 |
0.8060 |
|
HIGH |
0.8034 |
|
0.618 |
0.8017 |
|
0.500 |
0.8012 |
|
0.382 |
0.8007 |
|
LOW |
0.7991 |
|
0.618 |
0.7965 |
|
1.000 |
0.7949 |
|
1.618 |
0.7922 |
|
2.618 |
0.7880 |
|
4.250 |
0.7810 |
|
|
| Fisher Pivots for day following 12-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8018 |
0.8010 |
| PP |
0.8015 |
0.8000 |
| S1 |
0.8012 |
0.7989 |
|