CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 17-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7986 |
0.7947 |
-0.0039 |
-0.5% |
0.7949 |
| High |
0.7991 |
0.7955 |
-0.0036 |
-0.5% |
0.8006 |
| Low |
0.7946 |
0.7905 |
-0.0041 |
-0.5% |
0.7942 |
| Close |
0.7954 |
0.7920 |
-0.0034 |
-0.4% |
0.7988 |
| Range |
0.0045 |
0.0050 |
0.0005 |
10.0% |
0.0064 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.4% |
0.0000 |
| Volume |
364 |
589 |
225 |
61.8% |
2,864 |
|
| Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8075 |
0.8047 |
0.7947 |
|
| R3 |
0.8025 |
0.7997 |
0.7933 |
|
| R2 |
0.7976 |
0.7976 |
0.7929 |
|
| R1 |
0.7948 |
0.7948 |
0.7924 |
0.7937 |
| PP |
0.7926 |
0.7926 |
0.7926 |
0.7921 |
| S1 |
0.7898 |
0.7898 |
0.7915 |
0.7888 |
| S2 |
0.7877 |
0.7877 |
0.7910 |
|
| S3 |
0.7827 |
0.7849 |
0.7906 |
|
| S4 |
0.7778 |
0.7799 |
0.7892 |
|
|
| 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 |
0.7905 |
0.0101 |
1.3% |
0.0034 |
0.4% |
14% |
False |
True |
493 |
| 10 |
0.8014 |
0.7905 |
0.0109 |
1.4% |
0.0038 |
0.5% |
13% |
False |
True |
442 |
| 20 |
0.8048 |
0.7856 |
0.0193 |
2.4% |
0.0045 |
0.6% |
33% |
False |
False |
323 |
| 40 |
0.8159 |
0.7808 |
0.0352 |
4.4% |
0.0053 |
0.7% |
32% |
False |
False |
223 |
| 60 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0052 |
0.7% |
22% |
False |
False |
229 |
| 80 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
22% |
False |
False |
187 |
| 100 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0049 |
0.6% |
22% |
False |
False |
158 |
| 120 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0049 |
0.6% |
22% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8165 |
|
2.618 |
0.8084 |
|
1.618 |
0.8035 |
|
1.000 |
0.8004 |
|
0.618 |
0.7985 |
|
HIGH |
0.7955 |
|
0.618 |
0.7936 |
|
0.500 |
0.7930 |
|
0.382 |
0.7924 |
|
LOW |
0.7905 |
|
0.618 |
0.7874 |
|
1.000 |
0.7856 |
|
1.618 |
0.7825 |
|
2.618 |
0.7775 |
|
4.250 |
0.7695 |
|
|
| Fisher Pivots for day following 17-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7930 |
0.7951 |
| PP |
0.7926 |
0.7941 |
| S1 |
0.7923 |
0.7930 |
|