CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 08-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2021 |
08-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8027 |
0.8011 |
-0.0016 |
-0.2% |
0.8134 |
| High |
0.8050 |
0.8014 |
-0.0036 |
-0.4% |
0.8139 |
| Low |
0.7987 |
0.7942 |
-0.0045 |
-0.6% |
0.8032 |
| Close |
0.8015 |
0.7979 |
-0.0036 |
-0.4% |
0.8101 |
| Range |
0.0063 |
0.0072 |
0.0009 |
14.4% |
0.0107 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.1% |
0.0000 |
| Volume |
80,120 |
106,591 |
26,471 |
33.0% |
307,179 |
|
| Daily Pivots for day following 08-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8193 |
0.8157 |
0.8018 |
|
| R3 |
0.8121 |
0.8086 |
0.7999 |
|
| R2 |
0.8050 |
0.8050 |
0.7992 |
|
| R1 |
0.8014 |
0.8014 |
0.7986 |
0.7996 |
| PP |
0.7978 |
0.7978 |
0.7978 |
0.7969 |
| S1 |
0.7943 |
0.7943 |
0.7972 |
0.7925 |
| S2 |
0.7907 |
0.7907 |
0.7966 |
|
| S3 |
0.7835 |
0.7871 |
0.7959 |
|
| S4 |
0.7764 |
0.7800 |
0.7940 |
|
|
| 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 |
0.7942 |
0.0186 |
2.3% |
0.0081 |
1.0% |
20% |
False |
True |
88,778 |
| 10 |
0.8149 |
0.7942 |
0.0207 |
2.6% |
0.0061 |
0.8% |
18% |
False |
True |
71,577 |
| 20 |
0.8285 |
0.7942 |
0.0343 |
4.3% |
0.0070 |
0.9% |
11% |
False |
True |
76,221 |
| 40 |
0.8328 |
0.7942 |
0.0386 |
4.8% |
0.0060 |
0.7% |
10% |
False |
True |
42,590 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.3% |
0.0057 |
0.7% |
18% |
False |
False |
28,501 |
| 80 |
0.8328 |
0.7905 |
0.0423 |
5.3% |
0.0054 |
0.7% |
18% |
False |
False |
21,393 |
| 100 |
0.8328 |
0.7843 |
0.0485 |
6.1% |
0.0054 |
0.7% |
28% |
False |
False |
17,127 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
7.0% |
0.0052 |
0.7% |
38% |
False |
False |
14,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8317 |
|
2.618 |
0.8201 |
|
1.618 |
0.8129 |
|
1.000 |
0.8085 |
|
0.618 |
0.8058 |
|
HIGH |
0.8014 |
|
0.618 |
0.7986 |
|
0.500 |
0.7978 |
|
0.382 |
0.7969 |
|
LOW |
0.7942 |
|
0.618 |
0.7898 |
|
1.000 |
0.7871 |
|
1.618 |
0.7826 |
|
2.618 |
0.7755 |
|
4.250 |
0.7638 |
|
|
| Fisher Pivots for day following 08-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7979 |
0.8035 |
| PP |
0.7978 |
0.8016 |
| S1 |
0.7978 |
0.7998 |
|