CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 16-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7987 |
0.7942 |
-0.0046 |
-0.6% |
0.8032 |
| High |
0.7998 |
0.7960 |
-0.0038 |
-0.5% |
0.8044 |
| Low |
0.7928 |
0.7923 |
-0.0006 |
-0.1% |
0.7923 |
| Close |
0.7931 |
0.7932 |
0.0001 |
0.0% |
0.7932 |
| Range |
0.0070 |
0.0037 |
-0.0033 |
-46.8% |
0.0122 |
| ATR |
0.0059 |
0.0058 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
182 |
262 |
80 |
44.0% |
748 |
|
| Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8049 |
0.8027 |
0.7952 |
|
| R3 |
0.8012 |
0.7990 |
0.7942 |
|
| R2 |
0.7975 |
0.7975 |
0.7938 |
|
| R1 |
0.7953 |
0.7953 |
0.7935 |
0.7946 |
| PP |
0.7938 |
0.7938 |
0.7938 |
0.7934 |
| S1 |
0.7916 |
0.7916 |
0.7928 |
0.7909 |
| S2 |
0.7901 |
0.7901 |
0.7925 |
|
| S3 |
0.7864 |
0.7879 |
0.7921 |
|
| S4 |
0.7827 |
0.7842 |
0.7911 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8331 |
0.8253 |
0.7998 |
|
| R3 |
0.8209 |
0.8131 |
0.7965 |
|
| R2 |
0.8088 |
0.8088 |
0.7954 |
|
| R1 |
0.8010 |
0.8010 |
0.7943 |
0.7988 |
| PP |
0.7966 |
0.7966 |
0.7966 |
0.7955 |
| S1 |
0.7888 |
0.7888 |
0.7920 |
0.7866 |
| S2 |
0.7845 |
0.7845 |
0.7909 |
|
| S3 |
0.7723 |
0.7767 |
0.7898 |
|
| S4 |
0.7602 |
0.7645 |
0.7865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8044 |
0.7923 |
0.0122 |
1.5% |
0.0054 |
0.7% |
7% |
False |
True |
149 |
| 10 |
0.8127 |
0.7923 |
0.0205 |
2.6% |
0.0068 |
0.9% |
4% |
False |
True |
128 |
| 20 |
0.8159 |
0.7923 |
0.0237 |
3.0% |
0.0061 |
0.8% |
4% |
False |
True |
94 |
| 40 |
0.8324 |
0.7923 |
0.0401 |
5.1% |
0.0053 |
0.7% |
2% |
False |
True |
167 |
| 60 |
0.8324 |
0.7923 |
0.0401 |
5.1% |
0.0050 |
0.6% |
2% |
False |
True |
130 |
| 80 |
0.8324 |
0.7906 |
0.0418 |
5.3% |
0.0049 |
0.6% |
6% |
False |
False |
107 |
| 100 |
0.8324 |
0.7850 |
0.0474 |
6.0% |
0.0050 |
0.6% |
17% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8117 |
|
2.618 |
0.8056 |
|
1.618 |
0.8019 |
|
1.000 |
0.7997 |
|
0.618 |
0.7982 |
|
HIGH |
0.7960 |
|
0.618 |
0.7945 |
|
0.500 |
0.7941 |
|
0.382 |
0.7937 |
|
LOW |
0.7923 |
|
0.618 |
0.7900 |
|
1.000 |
0.7886 |
|
1.618 |
0.7863 |
|
2.618 |
0.7826 |
|
4.250 |
0.7765 |
|
|
| Fisher Pivots for day following 16-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7941 |
0.7983 |
| PP |
0.7938 |
0.7966 |
| S1 |
0.7935 |
0.7949 |
|