CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 17-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7919 |
0.7883 |
-0.0036 |
-0.5% |
0.7883 |
| High |
0.7925 |
0.7913 |
-0.0013 |
-0.2% |
0.7935 |
| Low |
0.7874 |
0.7828 |
-0.0046 |
-0.6% |
0.7828 |
| Close |
0.7886 |
0.7845 |
-0.0042 |
-0.5% |
0.7845 |
| Range |
0.0052 |
0.0085 |
0.0034 |
65.0% |
0.0108 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.4% |
0.0000 |
| Volume |
61,212 |
79,389 |
18,177 |
29.7% |
350,044 |
|
| Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8117 |
0.8066 |
0.7891 |
|
| R3 |
0.8032 |
0.7981 |
0.7868 |
|
| R2 |
0.7947 |
0.7947 |
0.7860 |
|
| R1 |
0.7896 |
0.7896 |
0.7852 |
0.7879 |
| PP |
0.7862 |
0.7862 |
0.7862 |
0.7853 |
| S1 |
0.7811 |
0.7811 |
0.7837 |
0.7794 |
| S2 |
0.7777 |
0.7777 |
0.7829 |
|
| S3 |
0.7692 |
0.7726 |
0.7821 |
|
| S4 |
0.7607 |
0.7641 |
0.7798 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8192 |
0.8126 |
0.7904 |
|
| R3 |
0.8084 |
0.8018 |
0.7874 |
|
| R2 |
0.7977 |
0.7977 |
0.7864 |
|
| R1 |
0.7911 |
0.7911 |
0.7854 |
0.7890 |
| PP |
0.7869 |
0.7869 |
0.7869 |
0.7859 |
| S1 |
0.7803 |
0.7803 |
0.7835 |
0.7782 |
| S2 |
0.7762 |
0.7762 |
0.7825 |
|
| S3 |
0.7654 |
0.7696 |
0.7815 |
|
| S4 |
0.7547 |
0.7588 |
0.7785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7935 |
0.7828 |
0.0108 |
1.4% |
0.0057 |
0.7% |
16% |
False |
True |
70,008 |
| 10 |
0.8009 |
0.7828 |
0.0181 |
2.3% |
0.0064 |
0.8% |
9% |
False |
True |
63,166 |
| 20 |
0.8009 |
0.7723 |
0.0286 |
3.6% |
0.0061 |
0.8% |
43% |
False |
False |
32,268 |
| 40 |
0.8048 |
0.7723 |
0.0326 |
4.1% |
0.0053 |
0.7% |
37% |
False |
False |
16,353 |
| 60 |
0.8147 |
0.7723 |
0.0424 |
5.4% |
0.0057 |
0.7% |
29% |
False |
False |
10,946 |
| 80 |
0.8324 |
0.7723 |
0.0601 |
7.7% |
0.0056 |
0.7% |
20% |
False |
False |
8,270 |
| 100 |
0.8324 |
0.7723 |
0.0601 |
7.7% |
0.0053 |
0.7% |
20% |
False |
False |
6,628 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.7% |
0.0052 |
0.7% |
20% |
False |
False |
5,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8274 |
|
2.618 |
0.8135 |
|
1.618 |
0.8050 |
|
1.000 |
0.7998 |
|
0.618 |
0.7965 |
|
HIGH |
0.7913 |
|
0.618 |
0.7880 |
|
0.500 |
0.7870 |
|
0.382 |
0.7860 |
|
LOW |
0.7828 |
|
0.618 |
0.7775 |
|
1.000 |
0.7743 |
|
1.618 |
0.7690 |
|
2.618 |
0.7605 |
|
4.250 |
0.7466 |
|
|
| Fisher Pivots for day following 17-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7870 |
0.7876 |
| PP |
0.7862 |
0.7866 |
| S1 |
0.7853 |
0.7855 |
|