CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 09-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2021 |
09-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8011 |
0.7980 |
-0.0031 |
-0.4% |
0.8112 |
| High |
0.8014 |
0.8036 |
0.0023 |
0.3% |
0.8128 |
| Low |
0.7942 |
0.7964 |
0.0022 |
0.3% |
0.7942 |
| Close |
0.7979 |
0.8029 |
0.0050 |
0.6% |
0.8029 |
| Range |
0.0072 |
0.0072 |
0.0001 |
0.7% |
0.0186 |
| ATR |
0.0064 |
0.0064 |
0.0001 |
0.9% |
0.0000 |
| Volume |
106,591 |
75,447 |
-31,144 |
-29.2% |
391,065 |
|
| Daily Pivots for day following 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8226 |
0.8199 |
0.8069 |
|
| R3 |
0.8154 |
0.8127 |
0.8049 |
|
| R2 |
0.8082 |
0.8082 |
0.8042 |
|
| R1 |
0.8055 |
0.8055 |
0.8036 |
0.8069 |
| PP |
0.8010 |
0.8010 |
0.8010 |
0.8016 |
| S1 |
0.7983 |
0.7983 |
0.8022 |
0.7997 |
| S2 |
0.7938 |
0.7938 |
0.8016 |
|
| S3 |
0.7866 |
0.7911 |
0.8009 |
|
| S4 |
0.7794 |
0.7839 |
0.7989 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8591 |
0.8496 |
0.8131 |
|
| R3 |
0.8405 |
0.8310 |
0.8080 |
|
| R2 |
0.8219 |
0.8219 |
0.8063 |
|
| R1 |
0.8124 |
0.8124 |
0.8046 |
0.8079 |
| PP |
0.8033 |
0.8033 |
0.8033 |
0.8010 |
| S1 |
0.7938 |
0.7938 |
0.8012 |
0.7893 |
| S2 |
0.7847 |
0.7847 |
0.7995 |
|
| S3 |
0.7661 |
0.7752 |
0.7978 |
|
| S4 |
0.7475 |
0.7566 |
0.7927 |
|
|
| 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% |
0.0085 |
1.1% |
47% |
False |
False |
93,878 |
| 10 |
0.8149 |
0.7942 |
0.0207 |
2.6% |
0.0065 |
0.8% |
42% |
False |
False |
74,165 |
| 20 |
0.8278 |
0.7942 |
0.0336 |
4.2% |
0.0064 |
0.8% |
26% |
False |
False |
75,694 |
| 40 |
0.8328 |
0.7942 |
0.0386 |
4.8% |
0.0060 |
0.7% |
23% |
False |
False |
44,468 |
| 60 |
0.8328 |
0.7905 |
0.0423 |
5.3% |
0.0057 |
0.7% |
29% |
False |
False |
29,757 |
| 80 |
0.8328 |
0.7905 |
0.0423 |
5.3% |
0.0055 |
0.7% |
29% |
False |
False |
22,335 |
| 100 |
0.8328 |
0.7843 |
0.0485 |
6.0% |
0.0054 |
0.7% |
38% |
False |
False |
17,882 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
7.0% |
0.0053 |
0.7% |
47% |
False |
False |
14,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8342 |
|
2.618 |
0.8224 |
|
1.618 |
0.8152 |
|
1.000 |
0.8108 |
|
0.618 |
0.8080 |
|
HIGH |
0.8036 |
|
0.618 |
0.8008 |
|
0.500 |
0.8000 |
|
0.382 |
0.7992 |
|
LOW |
0.7964 |
|
0.618 |
0.7920 |
|
1.000 |
0.7892 |
|
1.618 |
0.7848 |
|
2.618 |
0.7776 |
|
4.250 |
0.7658 |
|
|
| Fisher Pivots for day following 09-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8019 |
0.8018 |
| PP |
0.8010 |
0.8007 |
| S1 |
0.8000 |
0.7996 |
|