CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 26-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
0.7942 |
0.7944 |
0.0002 |
0.0% |
0.7986 |
High |
0.7943 |
0.7945 |
0.0002 |
0.0% |
0.7991 |
Low |
0.7909 |
0.7877 |
-0.0032 |
-0.4% |
0.7723 |
Close |
0.7936 |
0.7882 |
-0.0054 |
-0.7% |
0.7783 |
Range |
0.0035 |
0.0068 |
0.0034 |
97.1% |
0.0268 |
ATR |
0.0056 |
0.0057 |
0.0001 |
1.5% |
0.0000 |
Volume |
567 |
799 |
232 |
40.9% |
4,197 |
|
Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8105 |
0.8061 |
0.7919 |
|
R3 |
0.8037 |
0.7993 |
0.7900 |
|
R2 |
0.7969 |
0.7969 |
0.7894 |
|
R1 |
0.7925 |
0.7925 |
0.7888 |
0.7913 |
PP |
0.7901 |
0.7901 |
0.7901 |
0.7895 |
S1 |
0.7857 |
0.7857 |
0.7875 |
0.7845 |
S2 |
0.7833 |
0.7833 |
0.7869 |
|
S3 |
0.7765 |
0.7789 |
0.7863 |
|
S4 |
0.7697 |
0.7721 |
0.7844 |
|
|
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 |
2.9% |
0.0070 |
0.9% |
71% |
False |
False |
752 |
10 |
0.7998 |
0.7723 |
0.0275 |
3.5% |
0.0061 |
0.8% |
58% |
False |
False |
784 |
20 |
0.8048 |
0.7723 |
0.0326 |
4.1% |
0.0051 |
0.6% |
49% |
False |
False |
587 |
40 |
0.8127 |
0.7723 |
0.0405 |
5.1% |
0.0058 |
0.7% |
39% |
False |
False |
373 |
60 |
0.8311 |
0.7723 |
0.0588 |
7.5% |
0.0055 |
0.7% |
27% |
False |
False |
317 |
80 |
0.8324 |
0.7723 |
0.0601 |
7.6% |
0.0053 |
0.7% |
26% |
False |
False |
263 |
100 |
0.8324 |
0.7723 |
0.0601 |
7.6% |
0.0052 |
0.7% |
26% |
False |
False |
219 |
120 |
0.8324 |
0.7723 |
0.0601 |
7.6% |
0.0050 |
0.6% |
26% |
False |
False |
192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8234 |
2.618 |
0.8123 |
1.618 |
0.8055 |
1.000 |
0.8013 |
0.618 |
0.7987 |
HIGH |
0.7945 |
0.618 |
0.7919 |
0.500 |
0.7911 |
0.382 |
0.7902 |
LOW |
0.7877 |
0.618 |
0.7834 |
1.000 |
0.7809 |
1.618 |
0.7766 |
2.618 |
0.7698 |
4.250 |
0.7588 |
|
|
Fisher Pivots for day following 26-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7911 |
0.7912 |
PP |
0.7901 |
0.7902 |
S1 |
0.7891 |
0.7892 |
|