CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 03-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
0.7922 |
0.7966 |
0.0044 |
0.5% |
0.7929 |
High |
0.7968 |
0.8009 |
0.0041 |
0.5% |
0.8009 |
Low |
0.7912 |
0.7962 |
0.0050 |
0.6% |
0.7902 |
Close |
0.7964 |
0.7990 |
0.0027 |
0.3% |
0.7990 |
Range |
0.0056 |
0.0047 |
-0.0009 |
-15.3% |
0.0107 |
ATR |
0.0054 |
0.0054 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
2,162 |
7,467 |
5,305 |
245.4% |
16,272 |
|
Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8128 |
0.8106 |
0.8016 |
|
R3 |
0.8081 |
0.8059 |
0.8003 |
|
R2 |
0.8034 |
0.8034 |
0.7999 |
|
R1 |
0.8012 |
0.8012 |
0.7994 |
0.8023 |
PP |
0.7987 |
0.7987 |
0.7987 |
0.7992 |
S1 |
0.7965 |
0.7965 |
0.7986 |
0.7976 |
S2 |
0.7940 |
0.7940 |
0.7981 |
|
S3 |
0.7893 |
0.7918 |
0.7977 |
|
S4 |
0.7846 |
0.7871 |
0.7964 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8286 |
0.8245 |
0.8049 |
|
R3 |
0.8180 |
0.8138 |
0.8019 |
|
R2 |
0.8073 |
0.8073 |
0.8010 |
|
R1 |
0.8032 |
0.8032 |
0.8000 |
0.8053 |
PP |
0.7967 |
0.7967 |
0.7967 |
0.7977 |
S1 |
0.7925 |
0.7925 |
0.7980 |
0.7946 |
S2 |
0.7860 |
0.7860 |
0.7970 |
|
S3 |
0.7754 |
0.7819 |
0.7961 |
|
S4 |
0.7647 |
0.7712 |
0.7931 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8009 |
0.7902 |
0.0107 |
1.3% |
0.0045 |
0.6% |
83% |
True |
False |
3,254 |
10 |
0.8009 |
0.7791 |
0.0218 |
2.7% |
0.0056 |
0.7% |
91% |
True |
False |
2,054 |
20 |
0.8009 |
0.7723 |
0.0286 |
3.6% |
0.0052 |
0.6% |
94% |
True |
False |
1,380 |
40 |
0.8048 |
0.7723 |
0.0326 |
4.1% |
0.0054 |
0.7% |
82% |
False |
False |
793 |
60 |
0.8275 |
0.7723 |
0.0553 |
6.9% |
0.0056 |
0.7% |
48% |
False |
False |
563 |
80 |
0.8324 |
0.7723 |
0.0601 |
7.5% |
0.0053 |
0.7% |
45% |
False |
False |
473 |
100 |
0.8324 |
0.7723 |
0.0601 |
7.5% |
0.0052 |
0.7% |
45% |
False |
False |
391 |
120 |
0.8324 |
0.7723 |
0.0601 |
7.5% |
0.0051 |
0.6% |
45% |
False |
False |
331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8208 |
2.618 |
0.8132 |
1.618 |
0.8085 |
1.000 |
0.8056 |
0.618 |
0.8038 |
HIGH |
0.8009 |
0.618 |
0.7991 |
0.500 |
0.7985 |
0.382 |
0.7979 |
LOW |
0.7962 |
0.618 |
0.7932 |
1.000 |
0.7915 |
1.618 |
0.7885 |
2.618 |
0.7838 |
4.250 |
0.7762 |
|
|
Fisher Pivots for day following 03-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7988 |
0.7980 |
PP |
0.7987 |
0.7970 |
S1 |
0.7985 |
0.7960 |
|