CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 14-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2021 |
14-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.8029 |
0.7993 |
-0.0036 |
-0.4% |
0.8114 |
High |
0.8036 |
0.8044 |
0.0009 |
0.1% |
0.8127 |
Low |
0.7976 |
0.7983 |
0.0007 |
0.1% |
0.7943 |
Close |
0.7989 |
0.7993 |
0.0005 |
0.1% |
0.8029 |
Range |
0.0060 |
0.0061 |
0.0002 |
2.5% |
0.0185 |
ATR |
0.0059 |
0.0059 |
0.0000 |
0.3% |
0.0000 |
Volume |
120 |
92 |
-28 |
-23.3% |
389 |
|
Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8190 |
0.8152 |
0.8027 |
|
R3 |
0.8129 |
0.8091 |
0.8010 |
|
R2 |
0.8068 |
0.8068 |
0.8004 |
|
R1 |
0.8030 |
0.8030 |
0.7999 |
0.8024 |
PP |
0.8007 |
0.8007 |
0.8007 |
0.8003 |
S1 |
0.7969 |
0.7969 |
0.7987 |
0.7963 |
S2 |
0.7946 |
0.7946 |
0.7982 |
|
S3 |
0.7885 |
0.7908 |
0.7976 |
|
S4 |
0.7824 |
0.7847 |
0.7959 |
|
|
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 |
0.8044 |
0.7943 |
0.0102 |
1.3% |
0.0060 |
0.8% |
50% |
True |
False |
94 |
10 |
0.8127 |
0.7943 |
0.0185 |
2.3% |
0.0067 |
0.8% |
27% |
False |
False |
99 |
20 |
0.8223 |
0.7943 |
0.0281 |
3.5% |
0.0063 |
0.8% |
18% |
False |
False |
87 |
40 |
0.8324 |
0.7943 |
0.0381 |
4.8% |
0.0053 |
0.7% |
13% |
False |
False |
157 |
60 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0052 |
0.6% |
21% |
False |
False |
126 |
80 |
0.8324 |
0.7906 |
0.0418 |
5.2% |
0.0049 |
0.6% |
21% |
False |
False |
103 |
100 |
0.8324 |
0.7850 |
0.0474 |
5.9% |
0.0049 |
0.6% |
30% |
False |
False |
100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8303 |
2.618 |
0.8204 |
1.618 |
0.8143 |
1.000 |
0.8105 |
0.618 |
0.8082 |
HIGH |
0.8044 |
0.618 |
0.8021 |
0.500 |
0.8014 |
0.382 |
0.8006 |
LOW |
0.7983 |
0.618 |
0.7945 |
1.000 |
0.7922 |
1.618 |
0.7884 |
2.618 |
0.7823 |
4.250 |
0.7724 |
|
|
Fisher Pivots for day following 14-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8014 |
0.8010 |
PP |
0.8007 |
0.8004 |
S1 |
0.8000 |
0.7999 |
|