CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 13-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2021 |
13-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.8032 |
0.8029 |
-0.0003 |
0.0% |
0.8114 |
High |
0.8034 |
0.8036 |
0.0002 |
0.0% |
0.8127 |
Low |
0.7991 |
0.7976 |
-0.0015 |
-0.2% |
0.7943 |
Close |
0.8021 |
0.7989 |
-0.0033 |
-0.4% |
0.8029 |
Range |
0.0043 |
0.0060 |
0.0017 |
40.0% |
0.0185 |
ATR |
0.0058 |
0.0059 |
0.0000 |
0.1% |
0.0000 |
Volume |
92 |
120 |
28 |
30.4% |
389 |
|
Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8179 |
0.8143 |
0.8021 |
|
R3 |
0.8119 |
0.8084 |
0.8005 |
|
R2 |
0.8060 |
0.8060 |
0.7999 |
|
R1 |
0.8024 |
0.8024 |
0.7994 |
0.8012 |
PP |
0.8000 |
0.8000 |
0.8000 |
0.7994 |
S1 |
0.7965 |
0.7965 |
0.7983 |
0.7953 |
S2 |
0.7941 |
0.7941 |
0.7978 |
|
S3 |
0.7881 |
0.7905 |
0.7972 |
|
S4 |
0.7822 |
0.7846 |
0.7956 |
|
|
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 |
0.8049 |
0.7943 |
0.0106 |
1.3% |
0.0060 |
0.8% |
43% |
False |
False |
82 |
10 |
0.8127 |
0.7943 |
0.0185 |
2.3% |
0.0065 |
0.8% |
25% |
False |
False |
95 |
20 |
0.8241 |
0.7943 |
0.0299 |
3.7% |
0.0062 |
0.8% |
15% |
False |
False |
83 |
40 |
0.8324 |
0.7943 |
0.0381 |
4.8% |
0.0053 |
0.7% |
12% |
False |
False |
155 |
60 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0051 |
0.6% |
20% |
False |
False |
125 |
80 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0049 |
0.6% |
20% |
False |
False |
102 |
100 |
0.8324 |
0.7850 |
0.0474 |
5.9% |
0.0049 |
0.6% |
29% |
False |
False |
99 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8288 |
2.618 |
0.8191 |
1.618 |
0.8132 |
1.000 |
0.8095 |
0.618 |
0.8072 |
HIGH |
0.8036 |
0.618 |
0.8013 |
0.500 |
0.8006 |
0.382 |
0.7999 |
LOW |
0.7976 |
0.618 |
0.7939 |
1.000 |
0.7917 |
1.618 |
0.7880 |
2.618 |
0.7820 |
4.250 |
0.7723 |
|
|
Fisher Pivots for day following 13-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8006 |
0.8000 |
PP |
0.8000 |
0.7996 |
S1 |
0.7994 |
0.7992 |
|