CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 09-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2021 |
09-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7907 |
0.7880 |
-0.0027 |
-0.3% |
0.7929 |
| High |
0.7919 |
0.7921 |
0.0002 |
0.0% |
0.8009 |
| Low |
0.7835 |
0.7856 |
0.0021 |
0.3% |
0.7902 |
| Close |
0.7889 |
0.7905 |
0.0016 |
0.2% |
0.7990 |
| Range |
0.0084 |
0.0065 |
-0.0019 |
-22.6% |
0.0107 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.8% |
0.0000 |
| Volume |
64,354 |
79,519 |
15,165 |
23.6% |
16,272 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8089 |
0.8062 |
0.7940 |
|
| R3 |
0.8024 |
0.7997 |
0.7922 |
|
| R2 |
0.7959 |
0.7959 |
0.7916 |
|
| R1 |
0.7932 |
0.7932 |
0.7910 |
0.7945 |
| PP |
0.7894 |
0.7894 |
0.7894 |
0.7900 |
| S1 |
0.7867 |
0.7867 |
0.7899 |
0.7880 |
| S2 |
0.7829 |
0.7829 |
0.7893 |
|
| S3 |
0.7764 |
0.7802 |
0.7887 |
|
| S4 |
0.7699 |
0.7737 |
0.7869 |
|
|
| 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% |
0.0068 |
0.9% |
40% |
False |
False |
36,236 |
| 10 |
0.8009 |
0.7835 |
0.0174 |
2.2% |
0.0059 |
0.8% |
40% |
False |
False |
18,976 |
| 20 |
0.8009 |
0.7723 |
0.0286 |
3.6% |
0.0058 |
0.7% |
64% |
False |
False |
9,848 |
| 40 |
0.8048 |
0.7723 |
0.0326 |
4.1% |
0.0055 |
0.7% |
56% |
False |
False |
5,075 |
| 60 |
0.8223 |
0.7723 |
0.0501 |
6.3% |
0.0058 |
0.7% |
36% |
False |
False |
3,412 |
| 80 |
0.8324 |
0.7723 |
0.0601 |
7.6% |
0.0054 |
0.7% |
30% |
False |
False |
2,616 |
| 100 |
0.8324 |
0.7723 |
0.0601 |
7.6% |
0.0053 |
0.7% |
30% |
False |
False |
2,105 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.6% |
0.0051 |
0.6% |
30% |
False |
False |
1,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8197 |
|
2.618 |
0.8091 |
|
1.618 |
0.8026 |
|
1.000 |
0.7986 |
|
0.618 |
0.7961 |
|
HIGH |
0.7921 |
|
0.618 |
0.7896 |
|
0.500 |
0.7888 |
|
0.382 |
0.7880 |
|
LOW |
0.7856 |
|
0.618 |
0.7815 |
|
1.000 |
0.7791 |
|
1.618 |
0.7750 |
|
2.618 |
0.7685 |
|
4.250 |
0.7579 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7899 |
0.7910 |
| PP |
0.7894 |
0.7908 |
| S1 |
0.7888 |
0.7906 |
|