CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 29-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7942 |
0.7989 |
0.0047 |
0.6% |
0.7930 |
| High |
0.7989 |
0.8042 |
0.0054 |
0.7% |
0.7981 |
| Low |
0.7934 |
0.7989 |
0.0055 |
0.7% |
0.7808 |
| Close |
0.7980 |
0.8039 |
0.0059 |
0.7% |
0.7951 |
| Range |
0.0055 |
0.0054 |
-0.0002 |
-2.7% |
0.0174 |
| ATR |
0.0059 |
0.0060 |
0.0000 |
0.4% |
0.0000 |
| Volume |
305 |
123 |
-182 |
-59.7% |
1,170 |
|
| Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8184 |
0.8165 |
0.8068 |
|
| R3 |
0.8130 |
0.8111 |
0.8053 |
|
| R2 |
0.8077 |
0.8077 |
0.8048 |
|
| R1 |
0.8058 |
0.8058 |
0.8043 |
0.8067 |
| PP |
0.8023 |
0.8023 |
0.8023 |
0.8028 |
| S1 |
0.8004 |
0.8004 |
0.8034 |
0.8014 |
| S2 |
0.7970 |
0.7970 |
0.8029 |
|
| S3 |
0.7916 |
0.7951 |
0.8024 |
|
| S4 |
0.7863 |
0.7897 |
0.8009 |
|
|
| 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 |
0.8042 |
0.7933 |
0.0110 |
1.4% |
0.0044 |
0.5% |
97% |
True |
False |
158 |
| 10 |
0.8042 |
0.7808 |
0.0235 |
2.9% |
0.0061 |
0.8% |
99% |
True |
False |
211 |
| 20 |
0.8127 |
0.7808 |
0.0320 |
4.0% |
0.0065 |
0.8% |
72% |
False |
False |
159 |
| 40 |
0.8311 |
0.7808 |
0.0503 |
6.3% |
0.0058 |
0.7% |
46% |
False |
False |
182 |
| 60 |
0.8324 |
0.7808 |
0.0516 |
6.4% |
0.0054 |
0.7% |
45% |
False |
False |
155 |
| 80 |
0.8324 |
0.7808 |
0.0516 |
6.4% |
0.0052 |
0.6% |
45% |
False |
False |
127 |
| 100 |
0.8324 |
0.7808 |
0.0516 |
6.4% |
0.0050 |
0.6% |
45% |
False |
False |
113 |
| 120 |
0.8324 |
0.7808 |
0.0516 |
6.4% |
0.0049 |
0.6% |
45% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8269 |
|
2.618 |
0.8182 |
|
1.618 |
0.8129 |
|
1.000 |
0.8096 |
|
0.618 |
0.8075 |
|
HIGH |
0.8042 |
|
0.618 |
0.8022 |
|
0.500 |
0.8015 |
|
0.382 |
0.8009 |
|
LOW |
0.7989 |
|
0.618 |
0.7955 |
|
1.000 |
0.7935 |
|
1.618 |
0.7902 |
|
2.618 |
0.7848 |
|
4.250 |
0.7761 |
|
|
| Fisher Pivots for day following 29-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8031 |
0.8022 |
| PP |
0.8023 |
0.8005 |
| S1 |
0.8015 |
0.7988 |
|