CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 07-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2021 |
07-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8112 |
0.8027 |
-0.0085 |
-1.0% |
0.8134 |
| High |
0.8128 |
0.8050 |
-0.0079 |
-1.0% |
0.8139 |
| Low |
0.8003 |
0.7987 |
-0.0016 |
-0.2% |
0.8032 |
| Close |
0.8024 |
0.8015 |
-0.0009 |
-0.1% |
0.8101 |
| Range |
0.0126 |
0.0063 |
-0.0063 |
-50.2% |
0.0107 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
128,907 |
80,120 |
-48,787 |
-37.8% |
307,179 |
|
| Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8205 |
0.8172 |
0.8049 |
|
| R3 |
0.8142 |
0.8110 |
0.8032 |
|
| R2 |
0.8080 |
0.8080 |
0.8026 |
|
| R1 |
0.8047 |
0.8047 |
0.8021 |
0.8032 |
| PP |
0.8017 |
0.8017 |
0.8017 |
0.8010 |
| S1 |
0.7985 |
0.7985 |
0.8009 |
0.7970 |
| S2 |
0.7955 |
0.7955 |
0.8004 |
|
| S3 |
0.7892 |
0.7922 |
0.7998 |
|
| S4 |
0.7830 |
0.7860 |
0.7981 |
|
|
| 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 |
0.7987 |
0.0141 |
1.8% |
0.0076 |
0.9% |
20% |
False |
True |
81,882 |
| 10 |
0.8162 |
0.7987 |
0.0175 |
2.2% |
0.0059 |
0.7% |
16% |
False |
True |
68,135 |
| 20 |
0.8293 |
0.7987 |
0.0306 |
3.8% |
0.0069 |
0.9% |
9% |
False |
True |
75,026 |
| 40 |
0.8328 |
0.7987 |
0.0341 |
4.2% |
0.0059 |
0.7% |
8% |
False |
True |
39,934 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.3% |
0.0056 |
0.7% |
26% |
False |
False |
26,726 |
| 80 |
0.8328 |
0.7905 |
0.0423 |
5.3% |
0.0054 |
0.7% |
26% |
False |
False |
20,061 |
| 100 |
0.8328 |
0.7837 |
0.0491 |
6.1% |
0.0054 |
0.7% |
36% |
False |
False |
16,062 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
7.0% |
0.0052 |
0.7% |
44% |
False |
False |
13,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8315 |
|
2.618 |
0.8213 |
|
1.618 |
0.8151 |
|
1.000 |
0.8112 |
|
0.618 |
0.8088 |
|
HIGH |
0.8050 |
|
0.618 |
0.8026 |
|
0.500 |
0.8018 |
|
0.382 |
0.8011 |
|
LOW |
0.7987 |
|
0.618 |
0.7948 |
|
1.000 |
0.7925 |
|
1.618 |
0.7886 |
|
2.618 |
0.7823 |
|
4.250 |
0.7721 |
|
|
| Fisher Pivots for day following 07-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8018 |
0.8058 |
| PP |
0.8017 |
0.8043 |
| S1 |
0.8016 |
0.8029 |
|