CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 30-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7989 |
0.8035 |
0.0047 |
0.6% |
0.7958 |
| High |
0.8042 |
0.8048 |
0.0006 |
0.1% |
0.8048 |
| Low |
0.7989 |
0.8005 |
0.0016 |
0.2% |
0.7934 |
| Close |
0.8039 |
0.8012 |
-0.0027 |
-0.3% |
0.8012 |
| Range |
0.0054 |
0.0044 |
-0.0010 |
-18.7% |
0.0115 |
| ATR |
0.0060 |
0.0058 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
123 |
496 |
373 |
303.3% |
1,174 |
|
| Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8152 |
0.8126 |
0.8036 |
|
| R3 |
0.8109 |
0.8082 |
0.8024 |
|
| R2 |
0.8065 |
0.8065 |
0.8020 |
|
| R1 |
0.8039 |
0.8039 |
0.8016 |
0.8030 |
| PP |
0.8022 |
0.8022 |
0.8022 |
0.8017 |
| S1 |
0.7995 |
0.7995 |
0.8008 |
0.7987 |
| S2 |
0.7978 |
0.7978 |
0.8004 |
|
| S3 |
0.7935 |
0.7952 |
0.8000 |
|
| S4 |
0.7891 |
0.7908 |
0.7988 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8341 |
0.8291 |
0.8075 |
|
| R3 |
0.8227 |
0.8177 |
0.8043 |
|
| R2 |
0.8112 |
0.8112 |
0.8033 |
|
| R1 |
0.8062 |
0.8062 |
0.8022 |
0.8087 |
| PP |
0.7998 |
0.7998 |
0.7998 |
0.8010 |
| S1 |
0.7948 |
0.7948 |
0.8002 |
0.7973 |
| S2 |
0.7883 |
0.7883 |
0.7991 |
|
| S3 |
0.7769 |
0.7833 |
0.7981 |
|
| S4 |
0.7654 |
0.7719 |
0.7949 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8048 |
0.7934 |
0.0115 |
1.4% |
0.0046 |
0.6% |
69% |
True |
False |
234 |
| 10 |
0.8048 |
0.7808 |
0.0241 |
3.0% |
0.0062 |
0.8% |
85% |
True |
False |
234 |
| 20 |
0.8127 |
0.7808 |
0.0320 |
4.0% |
0.0065 |
0.8% |
64% |
False |
False |
181 |
| 40 |
0.8291 |
0.7808 |
0.0483 |
6.0% |
0.0057 |
0.7% |
42% |
False |
False |
192 |
| 60 |
0.8324 |
0.7808 |
0.0516 |
6.4% |
0.0055 |
0.7% |
40% |
False |
False |
160 |
| 80 |
0.8324 |
0.7808 |
0.0516 |
6.4% |
0.0052 |
0.6% |
40% |
False |
False |
133 |
| 100 |
0.8324 |
0.7808 |
0.0516 |
6.4% |
0.0050 |
0.6% |
40% |
False |
False |
117 |
| 120 |
0.8324 |
0.7808 |
0.0516 |
6.4% |
0.0049 |
0.6% |
40% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8233 |
|
2.618 |
0.8162 |
|
1.618 |
0.8118 |
|
1.000 |
0.8092 |
|
0.618 |
0.8075 |
|
HIGH |
0.8048 |
|
0.618 |
0.8031 |
|
0.500 |
0.8026 |
|
0.382 |
0.8021 |
|
LOW |
0.8005 |
|
0.618 |
0.7978 |
|
1.000 |
0.7961 |
|
1.618 |
0.7934 |
|
2.618 |
0.7891 |
|
4.250 |
0.7820 |
|
|
| Fisher Pivots for day following 30-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8026 |
0.8005 |
| PP |
0.8022 |
0.7998 |
| S1 |
0.8017 |
0.7991 |
|