CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 15-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7993 |
0.7987 |
-0.0006 |
-0.1% |
0.8114 |
| High |
0.8044 |
0.7998 |
-0.0047 |
-0.6% |
0.8127 |
| Low |
0.7983 |
0.7928 |
-0.0055 |
-0.7% |
0.7943 |
| Close |
0.7993 |
0.7931 |
-0.0063 |
-0.8% |
0.8029 |
| Range |
0.0061 |
0.0070 |
0.0009 |
13.9% |
0.0185 |
| ATR |
0.0059 |
0.0059 |
0.0001 |
1.3% |
0.0000 |
| Volume |
92 |
182 |
90 |
97.8% |
389 |
|
| Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8161 |
0.8115 |
0.7969 |
|
| R3 |
0.8091 |
0.8046 |
0.7950 |
|
| R2 |
0.8022 |
0.8022 |
0.7943 |
|
| R1 |
0.7976 |
0.7976 |
0.7937 |
0.7964 |
| PP |
0.7952 |
0.7952 |
0.7952 |
0.7946 |
| S1 |
0.7907 |
0.7907 |
0.7924 |
0.7895 |
| S2 |
0.7883 |
0.7883 |
0.7918 |
|
| S3 |
0.7813 |
0.7837 |
0.7911 |
|
| S4 |
0.7744 |
0.7768 |
0.7892 |
|
|
| 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 |
0.7928 |
0.0116 |
1.5% |
0.0061 |
0.8% |
2% |
False |
True |
104 |
| 10 |
0.8127 |
0.7928 |
0.0199 |
2.5% |
0.0070 |
0.9% |
1% |
False |
True |
108 |
| 20 |
0.8159 |
0.7928 |
0.0231 |
2.9% |
0.0063 |
0.8% |
1% |
False |
True |
90 |
| 40 |
0.8324 |
0.7928 |
0.0396 |
5.0% |
0.0054 |
0.7% |
1% |
False |
True |
161 |
| 60 |
0.8324 |
0.7906 |
0.0418 |
5.3% |
0.0051 |
0.6% |
6% |
False |
False |
127 |
| 80 |
0.8324 |
0.7906 |
0.0418 |
5.3% |
0.0049 |
0.6% |
6% |
False |
False |
105 |
| 100 |
0.8324 |
0.7850 |
0.0474 |
6.0% |
0.0050 |
0.6% |
17% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8293 |
|
2.618 |
0.8179 |
|
1.618 |
0.8110 |
|
1.000 |
0.8067 |
|
0.618 |
0.8040 |
|
HIGH |
0.7998 |
|
0.618 |
0.7971 |
|
0.500 |
0.7963 |
|
0.382 |
0.7955 |
|
LOW |
0.7928 |
|
0.618 |
0.7885 |
|
1.000 |
0.7859 |
|
1.618 |
0.7816 |
|
2.618 |
0.7746 |
|
4.250 |
0.7633 |
|
|
| Fisher Pivots for day following 15-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7963 |
0.7986 |
| PP |
0.7952 |
0.7968 |
| S1 |
0.7941 |
0.7949 |
|