CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 22-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7886 |
0.7961 |
0.0075 |
1.0% |
0.8032 |
| High |
0.7981 |
0.7979 |
-0.0002 |
0.0% |
0.8044 |
| Low |
0.7856 |
0.7941 |
0.0085 |
1.1% |
0.7923 |
| Close |
0.7961 |
0.7963 |
0.0003 |
0.0% |
0.7932 |
| Range |
0.0126 |
0.0039 |
-0.0087 |
-69.3% |
0.0122 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
162 |
148 |
-14 |
-8.6% |
748 |
|
| Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8076 |
0.8058 |
0.7984 |
|
| R3 |
0.8038 |
0.8020 |
0.7974 |
|
| R2 |
0.7999 |
0.7999 |
0.7970 |
|
| R1 |
0.7981 |
0.7981 |
0.7967 |
0.7990 |
| PP |
0.7961 |
0.7961 |
0.7961 |
0.7965 |
| S1 |
0.7943 |
0.7943 |
0.7959 |
0.7952 |
| S2 |
0.7922 |
0.7922 |
0.7956 |
|
| S3 |
0.7884 |
0.7904 |
0.7952 |
|
| S4 |
0.7845 |
0.7866 |
0.7942 |
|
|
| 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 |
0.7981 |
0.7808 |
0.0174 |
2.2% |
0.0078 |
1.0% |
90% |
False |
False |
263 |
| 10 |
0.8044 |
0.7808 |
0.0237 |
3.0% |
0.0069 |
0.9% |
66% |
False |
False |
184 |
| 20 |
0.8147 |
0.7808 |
0.0339 |
4.3% |
0.0064 |
0.8% |
46% |
False |
False |
131 |
| 40 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0058 |
0.7% |
30% |
False |
False |
188 |
| 60 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0054 |
0.7% |
30% |
False |
False |
145 |
| 80 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0052 |
0.7% |
30% |
False |
False |
120 |
| 100 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
30% |
False |
False |
110 |
| 120 |
0.8324 |
0.7778 |
0.0546 |
6.9% |
0.0049 |
0.6% |
34% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8143 |
|
2.618 |
0.8080 |
|
1.618 |
0.8041 |
|
1.000 |
0.8018 |
|
0.618 |
0.8003 |
|
HIGH |
0.7979 |
|
0.618 |
0.7964 |
|
0.500 |
0.7960 |
|
0.382 |
0.7955 |
|
LOW |
0.7941 |
|
0.618 |
0.7917 |
|
1.000 |
0.7902 |
|
1.618 |
0.7878 |
|
2.618 |
0.7840 |
|
4.250 |
0.7777 |
|
|
| Fisher Pivots for day following 22-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7962 |
0.7942 |
| PP |
0.7961 |
0.7921 |
| S1 |
0.7960 |
0.7901 |
|