CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 21-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2021 |
21-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7835 |
0.7800 |
-0.0035 |
-0.4% |
0.7883 |
| High |
0.7837 |
0.7847 |
0.0010 |
0.1% |
0.7935 |
| Low |
0.7754 |
0.7782 |
0.0028 |
0.4% |
0.7828 |
| Close |
0.7795 |
0.7805 |
0.0010 |
0.1% |
0.7845 |
| Range |
0.0083 |
0.0065 |
-0.0018 |
-21.7% |
0.0108 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.4% |
0.0000 |
| Volume |
99,480 |
82,030 |
-17,450 |
-17.5% |
350,044 |
|
| Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8006 |
0.7970 |
0.7840 |
|
| R3 |
0.7941 |
0.7905 |
0.7822 |
|
| R2 |
0.7876 |
0.7876 |
0.7816 |
|
| R1 |
0.7840 |
0.7840 |
0.7810 |
0.7858 |
| PP |
0.7811 |
0.7811 |
0.7811 |
0.7820 |
| S1 |
0.7775 |
0.7775 |
0.7799 |
0.7793 |
| S2 |
0.7746 |
0.7746 |
0.7793 |
|
| S3 |
0.7681 |
0.7710 |
0.7787 |
|
| S4 |
0.7616 |
0.7645 |
0.7769 |
|
|
| 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 |
0.7925 |
0.7754 |
0.0172 |
2.2% |
0.0067 |
0.9% |
30% |
False |
False |
77,642 |
| 10 |
0.7947 |
0.7754 |
0.0193 |
2.5% |
0.0065 |
0.8% |
26% |
False |
False |
77,802 |
| 20 |
0.8009 |
0.7754 |
0.0255 |
3.3% |
0.0059 |
0.8% |
20% |
False |
False |
41,266 |
| 40 |
0.8048 |
0.7723 |
0.0326 |
4.2% |
0.0055 |
0.7% |
25% |
False |
False |
20,887 |
| 60 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0058 |
0.7% |
20% |
False |
False |
13,970 |
| 80 |
0.8324 |
0.7723 |
0.0601 |
7.7% |
0.0056 |
0.7% |
14% |
False |
False |
10,538 |
| 100 |
0.8324 |
0.7723 |
0.0601 |
7.7% |
0.0054 |
0.7% |
14% |
False |
False |
8,443 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.7% |
0.0053 |
0.7% |
14% |
False |
False |
7,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8123 |
|
2.618 |
0.8017 |
|
1.618 |
0.7952 |
|
1.000 |
0.7912 |
|
0.618 |
0.7887 |
|
HIGH |
0.7847 |
|
0.618 |
0.7822 |
|
0.500 |
0.7814 |
|
0.382 |
0.7806 |
|
LOW |
0.7782 |
|
0.618 |
0.7741 |
|
1.000 |
0.7717 |
|
1.618 |
0.7676 |
|
2.618 |
0.7611 |
|
4.250 |
0.7505 |
|
|
| Fisher Pivots for day following 21-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7814 |
0.7833 |
| PP |
0.7811 |
0.7824 |
| S1 |
0.7808 |
0.7814 |
|