CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 09-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2021 |
09-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
0.7992 |
0.7949 |
-0.0044 |
-0.5% |
0.8011 |
High |
0.8002 |
0.7978 |
-0.0024 |
-0.3% |
0.8028 |
Low |
0.7947 |
0.7943 |
-0.0004 |
-0.1% |
0.7947 |
Close |
0.7961 |
0.7952 |
-0.0009 |
-0.1% |
0.7961 |
Range |
0.0055 |
0.0035 |
-0.0020 |
-36.7% |
0.0081 |
ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
275 |
886 |
611 |
222.2% |
1,058 |
|
Daily Pivots for day following 09-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8061 |
0.8041 |
0.7971 |
|
R3 |
0.8027 |
0.8007 |
0.7961 |
|
R2 |
0.7992 |
0.7992 |
0.7958 |
|
R1 |
0.7972 |
0.7972 |
0.7955 |
0.7982 |
PP |
0.7958 |
0.7958 |
0.7958 |
0.7963 |
S1 |
0.7938 |
0.7938 |
0.7949 |
0.7948 |
S2 |
0.7923 |
0.7923 |
0.7946 |
|
S3 |
0.7889 |
0.7903 |
0.7943 |
|
S4 |
0.7854 |
0.7869 |
0.7933 |
|
|
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 |
0.8014 |
0.7943 |
0.0071 |
0.9% |
0.0044 |
0.5% |
13% |
False |
True |
362 |
10 |
0.8048 |
0.7934 |
0.0115 |
1.4% |
0.0045 |
0.6% |
16% |
False |
False |
305 |
20 |
0.8048 |
0.7808 |
0.0241 |
3.0% |
0.0055 |
0.7% |
60% |
False |
False |
247 |
40 |
0.8243 |
0.7808 |
0.0435 |
5.5% |
0.0058 |
0.7% |
33% |
False |
False |
170 |
60 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0054 |
0.7% |
28% |
False |
False |
184 |
80 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0052 |
0.7% |
28% |
False |
False |
154 |
100 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
28% |
False |
False |
130 |
120 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
28% |
False |
False |
123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8124 |
2.618 |
0.8068 |
1.618 |
0.8033 |
1.000 |
0.8012 |
0.618 |
0.7999 |
HIGH |
0.7978 |
0.618 |
0.7964 |
0.500 |
0.7960 |
0.382 |
0.7956 |
LOW |
0.7943 |
0.618 |
0.7922 |
1.000 |
0.7909 |
1.618 |
0.7887 |
2.618 |
0.7853 |
4.250 |
0.7796 |
|
|
Fisher Pivots for day following 09-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7960 |
0.7979 |
PP |
0.7958 |
0.7970 |
S1 |
0.7955 |
0.7961 |
|