CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 08-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2021 |
08-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7980 |
0.7907 |
-0.0073 |
-0.9% |
0.7929 |
| High |
0.7986 |
0.7919 |
-0.0068 |
-0.8% |
0.8009 |
| Low |
0.7899 |
0.7835 |
-0.0065 |
-0.8% |
0.7902 |
| Close |
0.7909 |
0.7889 |
-0.0020 |
-0.2% |
0.7990 |
| Range |
0.0087 |
0.0084 |
-0.0003 |
-3.4% |
0.0107 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.5% |
0.0000 |
| Volume |
27,681 |
64,354 |
36,673 |
132.5% |
16,272 |
|
| Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8133 |
0.8095 |
0.7935 |
|
| R3 |
0.8049 |
0.8011 |
0.7912 |
|
| R2 |
0.7965 |
0.7965 |
0.7904 |
|
| R1 |
0.7927 |
0.7927 |
0.7897 |
0.7904 |
| PP |
0.7881 |
0.7881 |
0.7881 |
0.7869 |
| S1 |
0.7843 |
0.7843 |
0.7881 |
0.7820 |
| S2 |
0.7797 |
0.7797 |
0.7874 |
|
| S3 |
0.7713 |
0.7759 |
0.7866 |
|
| S4 |
0.7629 |
0.7675 |
0.7843 |
|
|
| 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 |
0.7835 |
0.0174 |
2.2% |
0.0062 |
0.8% |
31% |
False |
True |
20,823 |
| 10 |
0.8009 |
0.7835 |
0.0174 |
2.2% |
0.0056 |
0.7% |
31% |
False |
True |
11,081 |
| 20 |
0.8009 |
0.7723 |
0.0286 |
3.6% |
0.0056 |
0.7% |
58% |
False |
False |
5,914 |
| 40 |
0.8048 |
0.7723 |
0.0326 |
4.1% |
0.0055 |
0.7% |
51% |
False |
False |
3,089 |
| 60 |
0.8241 |
0.7723 |
0.0519 |
6.6% |
0.0058 |
0.7% |
32% |
False |
False |
2,087 |
| 80 |
0.8324 |
0.7723 |
0.0601 |
7.6% |
0.0054 |
0.7% |
28% |
False |
False |
1,622 |
| 100 |
0.8324 |
0.7723 |
0.0601 |
7.6% |
0.0053 |
0.7% |
28% |
False |
False |
1,310 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.6% |
0.0051 |
0.6% |
28% |
False |
False |
1,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8276 |
|
2.618 |
0.8138 |
|
1.618 |
0.8054 |
|
1.000 |
0.8003 |
|
0.618 |
0.7970 |
|
HIGH |
0.7919 |
|
0.618 |
0.7886 |
|
0.500 |
0.7877 |
|
0.382 |
0.7867 |
|
LOW |
0.7835 |
|
0.618 |
0.7783 |
|
1.000 |
0.7751 |
|
1.618 |
0.7699 |
|
2.618 |
0.7615 |
|
4.250 |
0.7478 |
|
|
| Fisher Pivots for day following 08-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7885 |
0.7922 |
| PP |
0.7881 |
0.7911 |
| S1 |
0.7877 |
0.7900 |
|