CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 18-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7947 |
0.7918 |
-0.0029 |
-0.4% |
0.7949 |
| High |
0.7955 |
0.7936 |
-0.0019 |
-0.2% |
0.8006 |
| Low |
0.7905 |
0.7896 |
-0.0009 |
-0.1% |
0.7942 |
| Close |
0.7920 |
0.7915 |
-0.0005 |
-0.1% |
0.7988 |
| Range |
0.0050 |
0.0040 |
-0.0010 |
-20.2% |
0.0064 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
589 |
491 |
-98 |
-16.6% |
2,864 |
|
| Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8034 |
0.8014 |
0.7937 |
|
| R3 |
0.7995 |
0.7975 |
0.7926 |
|
| R2 |
0.7955 |
0.7955 |
0.7922 |
|
| R1 |
0.7935 |
0.7935 |
0.7919 |
0.7925 |
| PP |
0.7916 |
0.7916 |
0.7916 |
0.7911 |
| S1 |
0.7896 |
0.7896 |
0.7911 |
0.7886 |
| S2 |
0.7876 |
0.7876 |
0.7908 |
|
| S3 |
0.7837 |
0.7856 |
0.7904 |
|
| S4 |
0.7797 |
0.7817 |
0.7893 |
|
|
| 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 |
0.7998 |
0.7896 |
0.0102 |
1.3% |
0.0034 |
0.4% |
19% |
False |
True |
424 |
| 10 |
0.8014 |
0.7896 |
0.0118 |
1.5% |
0.0039 |
0.5% |
16% |
False |
True |
475 |
| 20 |
0.8048 |
0.7896 |
0.0152 |
1.9% |
0.0041 |
0.5% |
13% |
False |
True |
340 |
| 40 |
0.8159 |
0.7808 |
0.0352 |
4.4% |
0.0053 |
0.7% |
31% |
False |
False |
234 |
| 60 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0052 |
0.7% |
21% |
False |
False |
237 |
| 80 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0050 |
0.6% |
21% |
False |
False |
192 |
| 100 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0049 |
0.6% |
21% |
False |
False |
163 |
| 120 |
0.8324 |
0.7808 |
0.0516 |
6.5% |
0.0049 |
0.6% |
21% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8103 |
|
2.618 |
0.8039 |
|
1.618 |
0.7999 |
|
1.000 |
0.7975 |
|
0.618 |
0.7960 |
|
HIGH |
0.7936 |
|
0.618 |
0.7920 |
|
0.500 |
0.7916 |
|
0.382 |
0.7911 |
|
LOW |
0.7896 |
|
0.618 |
0.7872 |
|
1.000 |
0.7857 |
|
1.618 |
0.7832 |
|
2.618 |
0.7793 |
|
4.250 |
0.7728 |
|
|
| Fisher Pivots for day following 18-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7916 |
0.7943 |
| PP |
0.7916 |
0.7934 |
| S1 |
0.7915 |
0.7924 |
|