CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 26-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7954 |
0.7958 |
0.0004 |
0.1% |
0.7930 |
| High |
0.7964 |
0.7981 |
0.0017 |
0.2% |
0.7981 |
| Low |
0.7933 |
0.7942 |
0.0010 |
0.1% |
0.7808 |
| Close |
0.7951 |
0.7969 |
0.0018 |
0.2% |
0.7951 |
| Range |
0.0031 |
0.0039 |
0.0008 |
24.2% |
0.0174 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
113 |
62 |
-51 |
-45.1% |
1,170 |
|
| Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8079 |
0.8062 |
0.7990 |
|
| R3 |
0.8041 |
0.8024 |
0.7979 |
|
| R2 |
0.8002 |
0.8002 |
0.7976 |
|
| R1 |
0.7985 |
0.7985 |
0.7972 |
0.7994 |
| PP |
0.7964 |
0.7964 |
0.7964 |
0.7968 |
| S1 |
0.7947 |
0.7947 |
0.7965 |
0.7955 |
| S2 |
0.7925 |
0.7925 |
0.7961 |
|
| S3 |
0.7887 |
0.7908 |
0.7958 |
|
| S4 |
0.7848 |
0.7870 |
0.7947 |
|
|
| 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 |
0.7820 |
0.0161 |
2.0% |
0.0060 |
0.8% |
92% |
False |
False |
138 |
| 10 |
0.8044 |
0.7808 |
0.0237 |
3.0% |
0.0065 |
0.8% |
68% |
False |
False |
188 |
| 20 |
0.8137 |
0.7808 |
0.0330 |
4.1% |
0.0064 |
0.8% |
49% |
False |
False |
138 |
| 40 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0057 |
0.7% |
31% |
False |
False |
190 |
| 60 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0054 |
0.7% |
31% |
False |
False |
147 |
| 80 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0051 |
0.6% |
31% |
False |
False |
121 |
| 100 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
31% |
False |
False |
109 |
| 120 |
0.8324 |
0.7791 |
0.0533 |
6.7% |
0.0048 |
0.6% |
33% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8144 |
|
2.618 |
0.8081 |
|
1.618 |
0.8043 |
|
1.000 |
0.8019 |
|
0.618 |
0.8004 |
|
HIGH |
0.7981 |
|
0.618 |
0.7966 |
|
0.500 |
0.7961 |
|
0.382 |
0.7957 |
|
LOW |
0.7942 |
|
0.618 |
0.7918 |
|
1.000 |
0.7904 |
|
1.618 |
0.7880 |
|
2.618 |
0.7841 |
|
4.250 |
0.7778 |
|
|
| Fisher Pivots for day following 26-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7966 |
0.7965 |
| PP |
0.7964 |
0.7961 |
| S1 |
0.7961 |
0.7957 |
|