CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 06-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2021 |
06-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7970 |
0.7992 |
0.0022 |
0.3% |
0.8011 |
| High |
0.8014 |
0.8002 |
-0.0013 |
-0.2% |
0.8028 |
| Low |
0.7969 |
0.7947 |
-0.0022 |
-0.3% |
0.7947 |
| Close |
0.8002 |
0.7961 |
-0.0041 |
-0.5% |
0.7961 |
| Range |
0.0046 |
0.0055 |
0.0009 |
19.8% |
0.0081 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.1% |
0.0000 |
| Volume |
169 |
275 |
106 |
62.7% |
1,058 |
|
| Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8133 |
0.8102 |
0.7991 |
|
| R3 |
0.8079 |
0.8047 |
0.7976 |
|
| R2 |
0.8024 |
0.8024 |
0.7971 |
|
| R1 |
0.7993 |
0.7993 |
0.7966 |
0.7981 |
| PP |
0.7970 |
0.7970 |
0.7970 |
0.7964 |
| S1 |
0.7938 |
0.7938 |
0.7956 |
0.7927 |
| S2 |
0.7915 |
0.7915 |
0.7951 |
|
| S3 |
0.7861 |
0.7884 |
0.7946 |
|
| S4 |
0.7806 |
0.7829 |
0.7931 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8222 |
0.8172 |
0.8006 |
|
| R3 |
0.8141 |
0.8091 |
0.7983 |
|
| R2 |
0.8060 |
0.8060 |
0.7976 |
|
| R1 |
0.8010 |
0.8010 |
0.7968 |
0.7995 |
| PP |
0.7979 |
0.7979 |
0.7979 |
0.7971 |
| S1 |
0.7929 |
0.7929 |
0.7954 |
0.7914 |
| S2 |
0.7898 |
0.7898 |
0.7946 |
|
| S3 |
0.7817 |
0.7848 |
0.7939 |
|
| S4 |
0.7736 |
0.7767 |
0.7916 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8028 |
0.7947 |
0.0081 |
1.0% |
0.0044 |
0.6% |
17% |
False |
True |
211 |
| 10 |
0.8048 |
0.7934 |
0.0115 |
1.4% |
0.0045 |
0.6% |
24% |
False |
False |
223 |
| 20 |
0.8048 |
0.7808 |
0.0241 |
3.0% |
0.0055 |
0.7% |
64% |
False |
False |
207 |
| 40 |
0.8275 |
0.7808 |
0.0468 |
5.9% |
0.0059 |
0.7% |
33% |
False |
False |
155 |
| 60 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0054 |
0.7% |
30% |
False |
False |
170 |
| 80 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0052 |
0.7% |
30% |
False |
False |
143 |
| 100 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
30% |
False |
False |
121 |
| 120 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
30% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8233 |
|
2.618 |
0.8144 |
|
1.618 |
0.8090 |
|
1.000 |
0.8056 |
|
0.618 |
0.8035 |
|
HIGH |
0.8002 |
|
0.618 |
0.7981 |
|
0.500 |
0.7974 |
|
0.382 |
0.7968 |
|
LOW |
0.7947 |
|
0.618 |
0.7913 |
|
1.000 |
0.7893 |
|
1.618 |
0.7859 |
|
2.618 |
0.7804 |
|
4.250 |
0.7715 |
|
|
| Fisher Pivots for day following 06-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7974 |
0.7981 |
| PP |
0.7970 |
0.7974 |
| S1 |
0.7965 |
0.7968 |
|