CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 19-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7942 |
0.7930 |
-0.0012 |
-0.2% |
0.8032 |
| High |
0.7960 |
0.7930 |
-0.0030 |
-0.4% |
0.8044 |
| Low |
0.7923 |
0.7808 |
-0.0115 |
-1.5% |
0.7923 |
| Close |
0.7932 |
0.7837 |
-0.0095 |
-1.2% |
0.7932 |
| Range |
0.0037 |
0.0122 |
0.0085 |
229.7% |
0.0122 |
| ATR |
0.0058 |
0.0063 |
0.0005 |
8.2% |
0.0000 |
| Volume |
262 |
538 |
276 |
105.3% |
748 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8224 |
0.8152 |
0.7904 |
|
| R3 |
0.8102 |
0.8030 |
0.7870 |
|
| R2 |
0.7980 |
0.7980 |
0.7859 |
|
| R1 |
0.7908 |
0.7908 |
0.7848 |
0.7883 |
| PP |
0.7858 |
0.7858 |
0.7858 |
0.7845 |
| S1 |
0.7786 |
0.7786 |
0.7825 |
0.7761 |
| S2 |
0.7736 |
0.7736 |
0.7814 |
|
| S3 |
0.7614 |
0.7664 |
0.7803 |
|
| S4 |
0.7492 |
0.7542 |
0.7769 |
|
|
| 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 |
0.7808 |
0.0237 |
3.0% |
0.0070 |
0.9% |
12% |
False |
True |
238 |
| 10 |
0.8127 |
0.7808 |
0.0320 |
4.1% |
0.0071 |
0.9% |
9% |
False |
True |
167 |
| 20 |
0.8159 |
0.7808 |
0.0352 |
4.5% |
0.0062 |
0.8% |
8% |
False |
True |
114 |
| 40 |
0.8324 |
0.7808 |
0.0516 |
6.6% |
0.0055 |
0.7% |
6% |
False |
True |
180 |
| 60 |
0.8324 |
0.7808 |
0.0516 |
6.6% |
0.0052 |
0.7% |
6% |
False |
True |
138 |
| 80 |
0.8324 |
0.7808 |
0.0516 |
6.6% |
0.0050 |
0.6% |
6% |
False |
True |
114 |
| 100 |
0.8324 |
0.7808 |
0.0516 |
6.6% |
0.0050 |
0.6% |
6% |
False |
True |
107 |
| 120 |
0.8324 |
0.7776 |
0.0548 |
7.0% |
0.0048 |
0.6% |
11% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8448 |
|
2.618 |
0.8249 |
|
1.618 |
0.8127 |
|
1.000 |
0.8052 |
|
0.618 |
0.8005 |
|
HIGH |
0.7930 |
|
0.618 |
0.7883 |
|
0.500 |
0.7869 |
|
0.382 |
0.7854 |
|
LOW |
0.7808 |
|
0.618 |
0.7732 |
|
1.000 |
0.7686 |
|
1.618 |
0.7610 |
|
2.618 |
0.7488 |
|
4.250 |
0.7289 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7869 |
0.7903 |
| PP |
0.7858 |
0.7881 |
| S1 |
0.7847 |
0.7859 |
|