CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 03-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
0.8011 |
0.7999 |
-0.0013 |
-0.2% |
0.7958 |
High |
0.8028 |
0.8005 |
-0.0024 |
-0.3% |
0.8048 |
Low |
0.7990 |
0.7951 |
-0.0039 |
-0.5% |
0.7934 |
Close |
0.7993 |
0.7975 |
-0.0018 |
-0.2% |
0.8012 |
Range |
0.0039 |
0.0054 |
0.0016 |
40.3% |
0.0115 |
ATR |
0.0057 |
0.0057 |
0.0000 |
-0.4% |
0.0000 |
Volume |
131 |
316 |
185 |
141.2% |
1,174 |
|
Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8139 |
0.8111 |
0.8005 |
|
R3 |
0.8085 |
0.8057 |
0.7990 |
|
R2 |
0.8031 |
0.8031 |
0.7985 |
|
R1 |
0.8003 |
0.8003 |
0.7980 |
0.7990 |
PP |
0.7977 |
0.7977 |
0.7977 |
0.7970 |
S1 |
0.7949 |
0.7949 |
0.7970 |
0.7936 |
S2 |
0.7923 |
0.7923 |
0.7965 |
|
S3 |
0.7869 |
0.7895 |
0.7960 |
|
S4 |
0.7815 |
0.7841 |
0.7945 |
|
|
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% |
0.0049 |
0.6% |
36% |
False |
False |
274 |
10 |
0.8048 |
0.7856 |
0.0193 |
2.4% |
0.0052 |
0.7% |
62% |
False |
False |
204 |
20 |
0.8049 |
0.7808 |
0.0241 |
3.0% |
0.0059 |
0.7% |
70% |
False |
False |
186 |
40 |
0.8288 |
0.7808 |
0.0481 |
6.0% |
0.0058 |
0.7% |
35% |
False |
False |
185 |
60 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0054 |
0.7% |
32% |
False |
False |
165 |
80 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0052 |
0.7% |
32% |
False |
False |
138 |
100 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
32% |
False |
False |
117 |
120 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
32% |
False |
False |
113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8234 |
2.618 |
0.8146 |
1.618 |
0.8092 |
1.000 |
0.8059 |
0.618 |
0.8038 |
HIGH |
0.8005 |
0.618 |
0.7984 |
0.500 |
0.7978 |
0.382 |
0.7971 |
LOW |
0.7951 |
0.618 |
0.7917 |
1.000 |
0.7897 |
1.618 |
0.7863 |
2.618 |
0.7809 |
4.250 |
0.7721 |
|
|
Fisher Pivots for day following 03-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7978 |
0.7999 |
PP |
0.7977 |
0.7991 |
S1 |
0.7976 |
0.7983 |
|