CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 28-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.7969 |
0.7942 |
-0.0027 |
-0.3% |
0.7930 |
High |
0.7975 |
0.7989 |
0.0014 |
0.2% |
0.7981 |
Low |
0.7934 |
0.7934 |
0.0000 |
0.0% |
0.7808 |
Close |
0.7941 |
0.7980 |
0.0039 |
0.5% |
0.7951 |
Range |
0.0041 |
0.0055 |
0.0014 |
34.1% |
0.0174 |
ATR |
0.0060 |
0.0059 |
0.0000 |
-0.6% |
0.0000 |
Volume |
188 |
305 |
117 |
62.2% |
1,170 |
|
Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8132 |
0.8111 |
0.8010 |
|
R3 |
0.8077 |
0.8056 |
0.7995 |
|
R2 |
0.8022 |
0.8022 |
0.7990 |
|
R1 |
0.8001 |
0.8001 |
0.7985 |
0.8012 |
PP |
0.7967 |
0.7967 |
0.7967 |
0.7973 |
S1 |
0.7946 |
0.7946 |
0.7974 |
0.7957 |
S2 |
0.7912 |
0.7912 |
0.7969 |
|
S3 |
0.7857 |
0.7891 |
0.7964 |
|
S4 |
0.7802 |
0.7836 |
0.7949 |
|
|
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 |
0.7989 |
0.7933 |
0.0056 |
0.7% |
0.0041 |
0.5% |
84% |
True |
False |
163 |
10 |
0.7998 |
0.7808 |
0.0190 |
2.4% |
0.0063 |
0.8% |
91% |
False |
False |
216 |
20 |
0.8127 |
0.7808 |
0.0320 |
4.0% |
0.0065 |
0.8% |
54% |
False |
False |
158 |
40 |
0.8311 |
0.7808 |
0.0503 |
6.3% |
0.0057 |
0.7% |
34% |
False |
False |
184 |
60 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0054 |
0.7% |
33% |
False |
False |
155 |
80 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0052 |
0.6% |
33% |
False |
False |
126 |
100 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
33% |
False |
False |
113 |
120 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0049 |
0.6% |
33% |
False |
False |
105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8222 |
2.618 |
0.8132 |
1.618 |
0.8077 |
1.000 |
0.8044 |
0.618 |
0.8022 |
HIGH |
0.7989 |
0.618 |
0.7967 |
0.500 |
0.7961 |
0.382 |
0.7955 |
LOW |
0.7934 |
0.618 |
0.7900 |
1.000 |
0.7879 |
1.618 |
0.7845 |
2.618 |
0.7790 |
4.250 |
0.7700 |
|
|
Fisher Pivots for day following 28-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7973 |
0.7973 |
PP |
0.7967 |
0.7967 |
S1 |
0.7961 |
0.7961 |
|