CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 16-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
0.7987 |
0.7986 |
-0.0001 |
0.0% |
0.7949 |
High |
0.7998 |
0.7991 |
-0.0007 |
-0.1% |
0.8006 |
Low |
0.7979 |
0.7946 |
-0.0033 |
-0.4% |
0.7942 |
Close |
0.7988 |
0.7954 |
-0.0034 |
-0.4% |
0.7988 |
Range |
0.0019 |
0.0045 |
0.0026 |
136.8% |
0.0064 |
ATR |
0.0047 |
0.0047 |
0.0000 |
-0.3% |
0.0000 |
Volume |
522 |
364 |
-158 |
-30.3% |
2,864 |
|
Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8098 |
0.8071 |
0.7978 |
|
R3 |
0.8053 |
0.8026 |
0.7966 |
|
R2 |
0.8008 |
0.8008 |
0.7962 |
|
R1 |
0.7981 |
0.7981 |
0.7958 |
0.7972 |
PP |
0.7963 |
0.7963 |
0.7963 |
0.7959 |
S1 |
0.7936 |
0.7936 |
0.7949 |
0.7927 |
S2 |
0.7918 |
0.7918 |
0.7945 |
|
S3 |
0.7873 |
0.7891 |
0.7941 |
|
S4 |
0.7828 |
0.7846 |
0.7929 |
|
|
Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8169 |
0.8142 |
0.8022 |
|
R3 |
0.8105 |
0.8078 |
0.8005 |
|
R2 |
0.8042 |
0.8042 |
0.7999 |
|
R1 |
0.8015 |
0.8015 |
0.7993 |
0.8028 |
PP |
0.7978 |
0.7978 |
0.7978 |
0.7985 |
S1 |
0.7951 |
0.7951 |
0.7982 |
0.7965 |
S2 |
0.7915 |
0.7915 |
0.7976 |
|
S3 |
0.7851 |
0.7888 |
0.7970 |
|
S4 |
0.7788 |
0.7824 |
0.7953 |
|
|
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% |
0.0033 |
0.4% |
18% |
False |
False |
468 |
10 |
0.8014 |
0.7942 |
0.0072 |
0.9% |
0.0038 |
0.5% |
16% |
False |
False |
415 |
20 |
0.8048 |
0.7820 |
0.0228 |
2.9% |
0.0046 |
0.6% |
59% |
False |
False |
304 |
40 |
0.8159 |
0.7808 |
0.0352 |
4.4% |
0.0054 |
0.7% |
42% |
False |
False |
209 |
60 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0052 |
0.7% |
28% |
False |
False |
221 |
80 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
28% |
False |
False |
179 |
100 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0049 |
0.6% |
28% |
False |
False |
152 |
120 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
28% |
False |
False |
140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8182 |
2.618 |
0.8108 |
1.618 |
0.8063 |
1.000 |
0.8036 |
0.618 |
0.8018 |
HIGH |
0.7991 |
0.618 |
0.7973 |
0.500 |
0.7968 |
0.382 |
0.7963 |
LOW |
0.7946 |
0.618 |
0.7918 |
1.000 |
0.7901 |
1.618 |
0.7873 |
2.618 |
0.7828 |
4.250 |
0.7754 |
|
|
Fisher Pivots for day following 16-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7968 |
0.7972 |
PP |
0.7963 |
0.7966 |
S1 |
0.7958 |
0.7960 |
|