CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 06-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2021 |
06-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8038 |
0.8112 |
0.0074 |
0.9% |
0.8134 |
| High |
0.8124 |
0.8128 |
0.0005 |
0.1% |
0.8139 |
| Low |
0.8032 |
0.8003 |
-0.0030 |
-0.4% |
0.8032 |
| Close |
0.8101 |
0.8024 |
-0.0077 |
-1.0% |
0.8101 |
| Range |
0.0092 |
0.0126 |
0.0034 |
37.2% |
0.0107 |
| ATR |
0.0058 |
0.0063 |
0.0005 |
8.2% |
0.0000 |
| Volume |
78,327 |
128,907 |
50,580 |
64.6% |
307,179 |
|
| Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8428 |
0.8352 |
0.8093 |
|
| R3 |
0.8303 |
0.8226 |
0.8059 |
|
| R2 |
0.8177 |
0.8177 |
0.8047 |
|
| R1 |
0.8101 |
0.8101 |
0.8036 |
0.8076 |
| PP |
0.8052 |
0.8052 |
0.8052 |
0.8039 |
| S1 |
0.7975 |
0.7975 |
0.8012 |
0.7951 |
| S2 |
0.7926 |
0.7926 |
0.8001 |
|
| S3 |
0.7801 |
0.7850 |
0.7989 |
|
| S4 |
0.7675 |
0.7724 |
0.7955 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8410 |
0.8362 |
0.8160 |
|
| R3 |
0.8304 |
0.8256 |
0.8130 |
|
| R2 |
0.8197 |
0.8197 |
0.8121 |
|
| R1 |
0.8149 |
0.8149 |
0.8111 |
0.8120 |
| PP |
0.8091 |
0.8091 |
0.8091 |
0.8076 |
| S1 |
0.8043 |
0.8043 |
0.8091 |
0.8013 |
| S2 |
0.7984 |
0.7984 |
0.8081 |
|
| S3 |
0.7878 |
0.7936 |
0.8072 |
|
| S4 |
0.7771 |
0.7830 |
0.8042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8128 |
0.8003 |
0.0126 |
1.6% |
0.0073 |
0.9% |
17% |
True |
True |
76,255 |
| 10 |
0.8162 |
0.8003 |
0.0160 |
2.0% |
0.0060 |
0.7% |
13% |
False |
True |
66,980 |
| 20 |
0.8293 |
0.8003 |
0.0291 |
3.6% |
0.0067 |
0.8% |
7% |
False |
True |
73,521 |
| 40 |
0.8328 |
0.8003 |
0.0325 |
4.1% |
0.0058 |
0.7% |
7% |
False |
True |
37,952 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.3% |
0.0056 |
0.7% |
28% |
False |
False |
25,391 |
| 80 |
0.8328 |
0.7905 |
0.0423 |
5.3% |
0.0054 |
0.7% |
28% |
False |
False |
19,062 |
| 100 |
0.8328 |
0.7837 |
0.0491 |
6.1% |
0.0053 |
0.7% |
38% |
False |
False |
15,260 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
7.0% |
0.0052 |
0.6% |
46% |
False |
False |
12,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8661 |
|
2.618 |
0.8457 |
|
1.618 |
0.8331 |
|
1.000 |
0.8254 |
|
0.618 |
0.8206 |
|
HIGH |
0.8128 |
|
0.618 |
0.8080 |
|
0.500 |
0.8065 |
|
0.382 |
0.8050 |
|
LOW |
0.8003 |
|
0.618 |
0.7925 |
|
1.000 |
0.7877 |
|
1.618 |
0.7799 |
|
2.618 |
0.7674 |
|
4.250 |
0.7469 |
|
|
| Fisher Pivots for day following 06-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8065 |
0.8065 |
| PP |
0.8052 |
0.8052 |
| S1 |
0.8038 |
0.8038 |
|