CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7985 |
0.7997 |
0.0012 |
0.2% |
0.8011 |
| High |
0.8006 |
0.7997 |
-0.0009 |
-0.1% |
0.8028 |
| Low |
0.7968 |
0.7978 |
0.0010 |
0.1% |
0.7947 |
| Close |
0.7993 |
0.7979 |
-0.0014 |
-0.2% |
0.7961 |
| Range |
0.0038 |
0.0019 |
-0.0019 |
-49.3% |
0.0081 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-4.5% |
0.0000 |
| Volume |
837 |
157 |
-680 |
-81.2% |
1,058 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8042 |
0.8029 |
0.7989 |
|
| R3 |
0.8023 |
0.8010 |
0.7984 |
|
| R2 |
0.8004 |
0.8004 |
0.7982 |
|
| R1 |
0.7991 |
0.7991 |
0.7981 |
0.7988 |
| PP |
0.7985 |
0.7985 |
0.7985 |
0.7983 |
| S1 |
0.7972 |
0.7972 |
0.7977 |
0.7969 |
| S2 |
0.7966 |
0.7966 |
0.7976 |
|
| S3 |
0.7947 |
0.7953 |
0.7974 |
|
| S4 |
0.7928 |
0.7934 |
0.7969 |
|
|
| 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 |
0.8006 |
0.7942 |
0.0064 |
0.8% |
0.0038 |
0.5% |
58% |
False |
False |
523 |
| 10 |
0.8048 |
0.7942 |
0.0106 |
1.3% |
0.0040 |
0.5% |
35% |
False |
False |
389 |
| 20 |
0.8048 |
0.7808 |
0.0241 |
3.0% |
0.0050 |
0.6% |
71% |
False |
False |
300 |
| 40 |
0.8159 |
0.7808 |
0.0352 |
4.4% |
0.0056 |
0.7% |
49% |
False |
False |
195 |
| 60 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0053 |
0.7% |
33% |
False |
False |
207 |
| 80 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0051 |
0.6% |
33% |
False |
False |
170 |
| 100 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0049 |
0.6% |
33% |
False |
False |
144 |
| 120 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
33% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8078 |
|
2.618 |
0.8047 |
|
1.618 |
0.8028 |
|
1.000 |
0.8016 |
|
0.618 |
0.8009 |
|
HIGH |
0.7997 |
|
0.618 |
0.7990 |
|
0.500 |
0.7988 |
|
0.382 |
0.7985 |
|
LOW |
0.7978 |
|
0.618 |
0.7966 |
|
1.000 |
0.7959 |
|
1.618 |
0.7947 |
|
2.618 |
0.7928 |
|
4.250 |
0.7897 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7988 |
0.7977 |
| PP |
0.7985 |
0.7976 |
| S1 |
0.7982 |
0.7974 |
|