CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 23-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.7961 |
0.7954 |
-0.0007 |
-0.1% |
0.7930 |
High |
0.7979 |
0.7964 |
-0.0016 |
-0.2% |
0.7981 |
Low |
0.7941 |
0.7933 |
-0.0008 |
-0.1% |
0.7808 |
Close |
0.7963 |
0.7951 |
-0.0013 |
-0.2% |
0.7951 |
Range |
0.0039 |
0.0031 |
-0.0008 |
-19.5% |
0.0174 |
ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
148 |
113 |
-35 |
-23.6% |
1,170 |
|
Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8042 |
0.8027 |
0.7968 |
|
R3 |
0.8011 |
0.7996 |
0.7959 |
|
R2 |
0.7980 |
0.7980 |
0.7956 |
|
R1 |
0.7965 |
0.7965 |
0.7953 |
0.7957 |
PP |
0.7949 |
0.7949 |
0.7949 |
0.7945 |
S1 |
0.7934 |
0.7934 |
0.7948 |
0.7926 |
S2 |
0.7918 |
0.7918 |
0.7945 |
|
S3 |
0.7887 |
0.7903 |
0.7942 |
|
S4 |
0.7856 |
0.7872 |
0.7933 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8434 |
0.8366 |
0.8046 |
|
R3 |
0.8260 |
0.8192 |
0.7998 |
|
R2 |
0.8087 |
0.8087 |
0.7982 |
|
R1 |
0.8019 |
0.8019 |
0.7966 |
0.8053 |
PP |
0.7913 |
0.7913 |
0.7913 |
0.7930 |
S1 |
0.7845 |
0.7845 |
0.7935 |
0.7879 |
S2 |
0.7740 |
0.7740 |
0.7919 |
|
S3 |
0.7566 |
0.7672 |
0.7903 |
|
S4 |
0.7393 |
0.7498 |
0.7855 |
|
|
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% |
0.0077 |
1.0% |
82% |
False |
False |
234 |
10 |
0.8044 |
0.7808 |
0.0237 |
3.0% |
0.0065 |
0.8% |
60% |
False |
False |
191 |
20 |
0.8147 |
0.7808 |
0.0339 |
4.3% |
0.0064 |
0.8% |
42% |
False |
False |
136 |
40 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0058 |
0.7% |
28% |
False |
False |
190 |
60 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0053 |
0.7% |
28% |
False |
False |
147 |
80 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0052 |
0.7% |
28% |
False |
False |
121 |
100 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
28% |
False |
False |
109 |
120 |
0.8324 |
0.7778 |
0.0546 |
6.9% |
0.0049 |
0.6% |
32% |
False |
False |
101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8095 |
2.618 |
0.8045 |
1.618 |
0.8014 |
1.000 |
0.7995 |
0.618 |
0.7983 |
HIGH |
0.7964 |
0.618 |
0.7952 |
0.500 |
0.7948 |
0.382 |
0.7944 |
LOW |
0.7933 |
0.618 |
0.7913 |
1.000 |
0.7902 |
1.618 |
0.7882 |
2.618 |
0.7851 |
4.250 |
0.7801 |
|
|
Fisher Pivots for day following 23-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7950 |
0.7940 |
PP |
0.7949 |
0.7929 |
S1 |
0.7948 |
0.7918 |
|