CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7950 |
0.7985 |
0.0035 |
0.4% |
0.8011 |
| High |
0.7986 |
0.8006 |
0.0020 |
0.3% |
0.8028 |
| Low |
0.7942 |
0.7968 |
0.0026 |
0.3% |
0.7947 |
| Close |
0.7981 |
0.7993 |
0.0012 |
0.2% |
0.7961 |
| Range |
0.0044 |
0.0038 |
-0.0006 |
-13.8% |
0.0081 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
462 |
837 |
375 |
81.2% |
1,058 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8101 |
0.8085 |
0.8014 |
|
| R3 |
0.8064 |
0.8047 |
0.8003 |
|
| R2 |
0.8026 |
0.8026 |
0.8000 |
|
| R1 |
0.8010 |
0.8010 |
0.7996 |
0.8018 |
| PP |
0.7989 |
0.7989 |
0.7989 |
0.7993 |
| S1 |
0.7972 |
0.7972 |
0.7990 |
0.7981 |
| S2 |
0.7951 |
0.7951 |
0.7986 |
|
| S3 |
0.7914 |
0.7935 |
0.7983 |
|
| S4 |
0.7876 |
0.7897 |
0.7972 |
|
|
| 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% |
0.0043 |
0.5% |
71% |
False |
False |
525 |
| 10 |
0.8048 |
0.7942 |
0.0106 |
1.3% |
0.0043 |
0.5% |
48% |
False |
False |
386 |
| 20 |
0.8048 |
0.7808 |
0.0241 |
3.0% |
0.0053 |
0.7% |
77% |
False |
False |
301 |
| 40 |
0.8223 |
0.7808 |
0.0416 |
5.2% |
0.0058 |
0.7% |
45% |
False |
False |
194 |
| 60 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0053 |
0.7% |
36% |
False |
False |
205 |
| 80 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0052 |
0.7% |
36% |
False |
False |
170 |
| 100 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
36% |
False |
False |
142 |
| 120 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
36% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8165 |
|
2.618 |
0.8104 |
|
1.618 |
0.8066 |
|
1.000 |
0.8043 |
|
0.618 |
0.8029 |
|
HIGH |
0.8006 |
|
0.618 |
0.7991 |
|
0.500 |
0.7987 |
|
0.382 |
0.7982 |
|
LOW |
0.7968 |
|
0.618 |
0.7945 |
|
1.000 |
0.7931 |
|
1.618 |
0.7907 |
|
2.618 |
0.7870 |
|
4.250 |
0.7809 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7991 |
0.7987 |
| PP |
0.7989 |
0.7980 |
| S1 |
0.7987 |
0.7974 |
|