CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 10-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2021 |
10-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7949 |
0.7950 |
0.0001 |
0.0% |
0.8011 |
| High |
0.7978 |
0.7986 |
0.0008 |
0.1% |
0.8028 |
| Low |
0.7943 |
0.7942 |
-0.0001 |
0.0% |
0.7947 |
| Close |
0.7952 |
0.7981 |
0.0029 |
0.4% |
0.7961 |
| Range |
0.0035 |
0.0044 |
0.0009 |
26.1% |
0.0081 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
886 |
462 |
-424 |
-47.9% |
1,058 |
|
| Daily Pivots for day following 10-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8100 |
0.8084 |
0.8005 |
|
| R3 |
0.8057 |
0.8041 |
0.7993 |
|
| R2 |
0.8013 |
0.8013 |
0.7989 |
|
| R1 |
0.7997 |
0.7997 |
0.7985 |
0.8005 |
| PP |
0.7970 |
0.7970 |
0.7970 |
0.7974 |
| S1 |
0.7954 |
0.7954 |
0.7977 |
0.7962 |
| S2 |
0.7926 |
0.7926 |
0.7973 |
|
| S3 |
0.7883 |
0.7910 |
0.7969 |
|
| S4 |
0.7839 |
0.7867 |
0.7957 |
|
|
| 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 |
0.7942 |
0.0072 |
0.9% |
0.0041 |
0.5% |
54% |
False |
True |
391 |
| 10 |
0.8048 |
0.7934 |
0.0115 |
1.4% |
0.0045 |
0.6% |
41% |
False |
False |
333 |
| 20 |
0.8048 |
0.7808 |
0.0241 |
3.0% |
0.0054 |
0.7% |
72% |
False |
False |
264 |
| 40 |
0.8241 |
0.7808 |
0.0434 |
5.4% |
0.0058 |
0.7% |
40% |
False |
False |
174 |
| 60 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0053 |
0.7% |
34% |
False |
False |
191 |
| 80 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0052 |
0.7% |
34% |
False |
False |
159 |
| 100 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
34% |
False |
False |
134 |
| 120 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
34% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8170 |
|
2.618 |
0.8099 |
|
1.618 |
0.8056 |
|
1.000 |
0.8029 |
|
0.618 |
0.8012 |
|
HIGH |
0.7986 |
|
0.618 |
0.7969 |
|
0.500 |
0.7964 |
|
0.382 |
0.7959 |
|
LOW |
0.7942 |
|
0.618 |
0.7915 |
|
1.000 |
0.7899 |
|
1.618 |
0.7872 |
|
2.618 |
0.7828 |
|
4.250 |
0.7757 |
|
|
| Fisher Pivots for day following 10-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7975 |
0.7978 |
| PP |
0.7970 |
0.7975 |
| S1 |
0.7964 |
0.7972 |
|