CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 19-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2021 |
19-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7918 |
0.7900 |
-0.0018 |
-0.2% |
0.7949 |
| High |
0.7936 |
0.7904 |
-0.0032 |
-0.4% |
0.8006 |
| Low |
0.7896 |
0.7793 |
-0.0103 |
-1.3% |
0.7942 |
| Close |
0.7915 |
0.7799 |
-0.0117 |
-1.5% |
0.7988 |
| Range |
0.0040 |
0.0111 |
0.0072 |
181.0% |
0.0064 |
| ATR |
0.0046 |
0.0052 |
0.0005 |
11.7% |
0.0000 |
| Volume |
491 |
2,120 |
1,629 |
331.8% |
2,864 |
|
| Daily Pivots for day following 19-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8165 |
0.8093 |
0.7860 |
|
| R3 |
0.8054 |
0.7982 |
0.7829 |
|
| R2 |
0.7943 |
0.7943 |
0.7819 |
|
| R1 |
0.7871 |
0.7871 |
0.7809 |
0.7851 |
| PP |
0.7832 |
0.7832 |
0.7832 |
0.7822 |
| S1 |
0.7760 |
0.7760 |
0.7788 |
0.7740 |
| S2 |
0.7721 |
0.7721 |
0.7778 |
|
| S3 |
0.7610 |
0.7649 |
0.7768 |
|
| S4 |
0.7499 |
0.7538 |
0.7737 |
|
|
| 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 |
0.7793 |
0.0205 |
2.6% |
0.0053 |
0.7% |
3% |
False |
True |
817 |
| 10 |
0.8006 |
0.7793 |
0.0213 |
2.7% |
0.0045 |
0.6% |
3% |
False |
True |
670 |
| 20 |
0.8048 |
0.7793 |
0.0255 |
3.3% |
0.0044 |
0.6% |
2% |
False |
True |
438 |
| 40 |
0.8147 |
0.7793 |
0.0354 |
4.5% |
0.0054 |
0.7% |
2% |
False |
True |
284 |
| 60 |
0.8324 |
0.7793 |
0.0531 |
6.8% |
0.0054 |
0.7% |
1% |
False |
True |
271 |
| 80 |
0.8324 |
0.7793 |
0.0531 |
6.8% |
0.0051 |
0.7% |
1% |
False |
True |
219 |
| 100 |
0.8324 |
0.7793 |
0.0531 |
6.8% |
0.0050 |
0.6% |
1% |
False |
True |
184 |
| 120 |
0.8324 |
0.7793 |
0.0531 |
6.8% |
0.0049 |
0.6% |
1% |
False |
True |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8376 |
|
2.618 |
0.8195 |
|
1.618 |
0.8084 |
|
1.000 |
0.8015 |
|
0.618 |
0.7973 |
|
HIGH |
0.7904 |
|
0.618 |
0.7862 |
|
0.500 |
0.7849 |
|
0.382 |
0.7835 |
|
LOW |
0.7793 |
|
0.618 |
0.7724 |
|
1.000 |
0.7682 |
|
1.618 |
0.7613 |
|
2.618 |
0.7502 |
|
4.250 |
0.7321 |
|
|
| Fisher Pivots for day following 19-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7849 |
0.7874 |
| PP |
0.7832 |
0.7849 |
| S1 |
0.7815 |
0.7824 |
|