CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 02-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2021 |
02-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8035 |
0.8011 |
-0.0024 |
-0.3% |
0.7958 |
| High |
0.8048 |
0.8028 |
-0.0020 |
-0.2% |
0.8048 |
| Low |
0.8005 |
0.7990 |
-0.0015 |
-0.2% |
0.7934 |
| Close |
0.8012 |
0.7993 |
-0.0019 |
-0.2% |
0.8012 |
| Range |
0.0044 |
0.0039 |
-0.0005 |
-11.5% |
0.0115 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
496 |
131 |
-365 |
-73.6% |
1,174 |
|
| Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8119 |
0.8095 |
0.8014 |
|
| R3 |
0.8081 |
0.8056 |
0.8004 |
|
| R2 |
0.8042 |
0.8042 |
0.8000 |
|
| R1 |
0.8018 |
0.8018 |
0.7997 |
0.8011 |
| PP |
0.8004 |
0.8004 |
0.8004 |
0.8000 |
| S1 |
0.7979 |
0.7979 |
0.7989 |
0.7972 |
| S2 |
0.7965 |
0.7965 |
0.7986 |
|
| S3 |
0.7927 |
0.7941 |
0.7982 |
|
| S4 |
0.7888 |
0.7902 |
0.7972 |
|
|
| 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% |
52% |
False |
False |
248 |
| 10 |
0.8048 |
0.7820 |
0.0228 |
2.9% |
0.0053 |
0.7% |
76% |
False |
False |
193 |
| 20 |
0.8127 |
0.7808 |
0.0320 |
4.0% |
0.0062 |
0.8% |
58% |
False |
False |
180 |
| 40 |
0.8291 |
0.7808 |
0.0483 |
6.0% |
0.0057 |
0.7% |
38% |
False |
False |
191 |
| 60 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0054 |
0.7% |
36% |
False |
False |
161 |
| 80 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0052 |
0.7% |
36% |
False |
False |
135 |
| 100 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
36% |
False |
False |
115 |
| 120 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0049 |
0.6% |
36% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8192 |
|
2.618 |
0.8129 |
|
1.618 |
0.8090 |
|
1.000 |
0.8067 |
|
0.618 |
0.8052 |
|
HIGH |
0.8028 |
|
0.618 |
0.8013 |
|
0.500 |
0.8009 |
|
0.382 |
0.8004 |
|
LOW |
0.7990 |
|
0.618 |
0.7966 |
|
1.000 |
0.7951 |
|
1.618 |
0.7927 |
|
2.618 |
0.7889 |
|
4.250 |
0.7826 |
|
|
| Fisher Pivots for day following 02-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8009 |
0.8018 |
| PP |
0.8004 |
0.8010 |
| S1 |
0.7998 |
0.8001 |
|