CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 25-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2021 |
25-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
0.7907 |
0.7942 |
0.0035 |
0.4% |
0.7986 |
High |
0.7948 |
0.7943 |
-0.0005 |
-0.1% |
0.7991 |
Low |
0.7900 |
0.7909 |
0.0009 |
0.1% |
0.7723 |
Close |
0.7939 |
0.7936 |
-0.0003 |
0.0% |
0.7783 |
Range |
0.0049 |
0.0035 |
-0.0014 |
-28.9% |
0.0268 |
ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
846 |
567 |
-279 |
-33.0% |
4,197 |
|
Daily Pivots for day following 25-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8033 |
0.8019 |
0.7954 |
|
R3 |
0.7998 |
0.7984 |
0.7945 |
|
R2 |
0.7964 |
0.7964 |
0.7942 |
|
R1 |
0.7950 |
0.7950 |
0.7939 |
0.7939 |
PP |
0.7929 |
0.7929 |
0.7929 |
0.7924 |
S1 |
0.7915 |
0.7915 |
0.7932 |
0.7905 |
S2 |
0.7895 |
0.7895 |
0.7929 |
|
S3 |
0.7860 |
0.7881 |
0.7926 |
|
S4 |
0.7826 |
0.7846 |
0.7917 |
|
|
Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8636 |
0.8478 |
0.7930 |
|
R3 |
0.8368 |
0.8210 |
0.7857 |
|
R2 |
0.8100 |
0.8100 |
0.7832 |
|
R1 |
0.7942 |
0.7942 |
0.7808 |
0.7887 |
PP |
0.7832 |
0.7832 |
0.7832 |
0.7805 |
S1 |
0.7674 |
0.7674 |
0.7758 |
0.7619 |
S2 |
0.7564 |
0.7564 |
0.7734 |
|
S3 |
0.7296 |
0.7406 |
0.7709 |
|
S4 |
0.7028 |
0.7138 |
0.7636 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7948 |
0.7723 |
0.0226 |
2.8% |
0.0078 |
1.0% |
94% |
False |
False |
1,016 |
10 |
0.7998 |
0.7723 |
0.0275 |
3.5% |
0.0056 |
0.7% |
77% |
False |
False |
720 |
20 |
0.8048 |
0.7723 |
0.0326 |
4.1% |
0.0050 |
0.6% |
65% |
False |
False |
553 |
40 |
0.8127 |
0.7723 |
0.0405 |
5.1% |
0.0057 |
0.7% |
53% |
False |
False |
355 |
60 |
0.8311 |
0.7723 |
0.0588 |
7.4% |
0.0055 |
0.7% |
36% |
False |
False |
307 |
80 |
0.8324 |
0.7723 |
0.0601 |
7.6% |
0.0053 |
0.7% |
35% |
False |
False |
254 |
100 |
0.8324 |
0.7723 |
0.0601 |
7.6% |
0.0051 |
0.6% |
35% |
False |
False |
211 |
120 |
0.8324 |
0.7723 |
0.0601 |
7.6% |
0.0050 |
0.6% |
35% |
False |
False |
186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8090 |
2.618 |
0.8033 |
1.618 |
0.7999 |
1.000 |
0.7978 |
0.618 |
0.7964 |
HIGH |
0.7943 |
0.618 |
0.7930 |
0.500 |
0.7926 |
0.382 |
0.7922 |
LOW |
0.7909 |
0.618 |
0.7887 |
1.000 |
0.7874 |
1.618 |
0.7853 |
2.618 |
0.7818 |
4.250 |
0.7762 |
|
|
Fisher Pivots for day following 25-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7932 |
0.7914 |
PP |
0.7929 |
0.7892 |
S1 |
0.7926 |
0.7870 |
|