CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 20-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7883 |
0.7835 |
-0.0049 |
-0.6% |
0.7883 |
| High |
0.7913 |
0.7837 |
-0.0076 |
-1.0% |
0.7935 |
| Low |
0.7828 |
0.7754 |
-0.0074 |
-0.9% |
0.7828 |
| Close |
0.7845 |
0.7795 |
-0.0050 |
-0.6% |
0.7845 |
| Range |
0.0085 |
0.0083 |
-0.0002 |
-2.4% |
0.0108 |
| ATR |
0.0059 |
0.0062 |
0.0002 |
3.8% |
0.0000 |
| Volume |
79,389 |
99,480 |
20,091 |
25.3% |
350,044 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8044 |
0.8002 |
0.7840 |
|
| R3 |
0.7961 |
0.7919 |
0.7817 |
|
| R2 |
0.7878 |
0.7878 |
0.7810 |
|
| R1 |
0.7836 |
0.7836 |
0.7802 |
0.7816 |
| PP |
0.7795 |
0.7795 |
0.7795 |
0.7785 |
| S1 |
0.7753 |
0.7753 |
0.7787 |
0.7733 |
| S2 |
0.7712 |
0.7712 |
0.7779 |
|
| S3 |
0.7629 |
0.7670 |
0.7772 |
|
| S4 |
0.7546 |
0.7587 |
0.7749 |
|
|
| 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 |
0.7754 |
0.0182 |
2.3% |
0.0067 |
0.9% |
23% |
False |
True |
74,521 |
| 10 |
0.7986 |
0.7754 |
0.0233 |
3.0% |
0.0068 |
0.9% |
18% |
False |
True |
72,367 |
| 20 |
0.8009 |
0.7754 |
0.0255 |
3.3% |
0.0062 |
0.8% |
16% |
False |
True |
37,210 |
| 40 |
0.8048 |
0.7723 |
0.0326 |
4.2% |
0.0054 |
0.7% |
22% |
False |
False |
18,837 |
| 60 |
0.8147 |
0.7723 |
0.0424 |
5.4% |
0.0057 |
0.7% |
17% |
False |
False |
12,603 |
| 80 |
0.8324 |
0.7723 |
0.0601 |
7.7% |
0.0056 |
0.7% |
12% |
False |
False |
9,514 |
| 100 |
0.8324 |
0.7723 |
0.0601 |
7.7% |
0.0054 |
0.7% |
12% |
False |
False |
7,623 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.7% |
0.0053 |
0.7% |
12% |
False |
False |
6,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8189 |
|
2.618 |
0.8054 |
|
1.618 |
0.7971 |
|
1.000 |
0.7920 |
|
0.618 |
0.7888 |
|
HIGH |
0.7837 |
|
0.618 |
0.7805 |
|
0.500 |
0.7795 |
|
0.382 |
0.7785 |
|
LOW |
0.7754 |
|
0.618 |
0.7702 |
|
1.000 |
0.7671 |
|
1.618 |
0.7619 |
|
2.618 |
0.7536 |
|
4.250 |
0.7401 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7795 |
0.7839 |
| PP |
0.7795 |
0.7824 |
| S1 |
0.7795 |
0.7809 |
|