CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 27-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.7958 |
0.7969 |
0.0011 |
0.1% |
0.7930 |
High |
0.7981 |
0.7975 |
-0.0006 |
-0.1% |
0.7981 |
Low |
0.7942 |
0.7934 |
-0.0009 |
-0.1% |
0.7808 |
Close |
0.7969 |
0.7941 |
-0.0028 |
-0.3% |
0.7951 |
Range |
0.0039 |
0.0041 |
0.0003 |
6.5% |
0.0174 |
ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
62 |
188 |
126 |
203.2% |
1,170 |
|
Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8073 |
0.8048 |
0.7964 |
|
R3 |
0.8032 |
0.8007 |
0.7952 |
|
R2 |
0.7991 |
0.7991 |
0.7949 |
|
R1 |
0.7966 |
0.7966 |
0.7945 |
0.7958 |
PP |
0.7950 |
0.7950 |
0.7950 |
0.7946 |
S1 |
0.7925 |
0.7925 |
0.7937 |
0.7917 |
S2 |
0.7909 |
0.7909 |
0.7933 |
|
S3 |
0.7868 |
0.7884 |
0.7930 |
|
S4 |
0.7827 |
0.7843 |
0.7918 |
|
|
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 |
0.7856 |
0.0126 |
1.6% |
0.0055 |
0.7% |
68% |
False |
False |
134 |
10 |
0.8044 |
0.7808 |
0.0237 |
3.0% |
0.0063 |
0.8% |
56% |
False |
False |
195 |
20 |
0.8127 |
0.7808 |
0.0320 |
4.0% |
0.0064 |
0.8% |
42% |
False |
False |
145 |
40 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0057 |
0.7% |
26% |
False |
False |
178 |
60 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0054 |
0.7% |
26% |
False |
False |
150 |
80 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0052 |
0.6% |
26% |
False |
False |
122 |
100 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
26% |
False |
False |
111 |
120 |
0.8324 |
0.7791 |
0.0533 |
6.7% |
0.0049 |
0.6% |
28% |
False |
False |
102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8149 |
2.618 |
0.8082 |
1.618 |
0.8041 |
1.000 |
0.8016 |
0.618 |
0.8000 |
HIGH |
0.7975 |
0.618 |
0.7959 |
0.500 |
0.7954 |
0.382 |
0.7949 |
LOW |
0.7934 |
0.618 |
0.7908 |
1.000 |
0.7893 |
1.618 |
0.7867 |
2.618 |
0.7826 |
4.250 |
0.7759 |
|
|
Fisher Pivots for day following 27-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7954 |
0.7957 |
PP |
0.7950 |
0.7951 |
S1 |
0.7945 |
0.7946 |
|