CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 19-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7941 |
0.7927 |
-0.0014 |
-0.2% |
0.8032 |
| High |
0.7961 |
0.7931 |
-0.0030 |
-0.4% |
0.8048 |
| Low |
0.7923 |
0.7808 |
-0.0116 |
-1.5% |
0.7923 |
| Close |
0.7932 |
0.7837 |
-0.0095 |
-1.2% |
0.7932 |
| Range |
0.0038 |
0.0123 |
0.0086 |
228.0% |
0.0125 |
| ATR |
0.0062 |
0.0066 |
0.0004 |
7.3% |
0.0000 |
| Volume |
73,401 |
139,044 |
65,643 |
89.4% |
368,411 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8227 |
0.8155 |
0.7905 |
|
| R3 |
0.8104 |
0.8032 |
0.7871 |
|
| R2 |
0.7981 |
0.7981 |
0.7860 |
|
| R1 |
0.7909 |
0.7909 |
0.7848 |
0.7884 |
| PP |
0.7858 |
0.7858 |
0.7858 |
0.7846 |
| S1 |
0.7786 |
0.7786 |
0.7826 |
0.7761 |
| S2 |
0.7735 |
0.7735 |
0.7814 |
|
| S3 |
0.7612 |
0.7663 |
0.7803 |
|
| S4 |
0.7489 |
0.7540 |
0.7769 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8341 |
0.8261 |
0.8000 |
|
| R3 |
0.8217 |
0.8137 |
0.7966 |
|
| R2 |
0.8092 |
0.8092 |
0.7955 |
|
| R1 |
0.8012 |
0.8012 |
0.7943 |
0.7990 |
| PP |
0.7968 |
0.7968 |
0.7968 |
0.7956 |
| S1 |
0.7888 |
0.7888 |
0.7921 |
0.7865 |
| S2 |
0.7843 |
0.7843 |
0.7909 |
|
| S3 |
0.7719 |
0.7763 |
0.7898 |
|
| S4 |
0.7594 |
0.7639 |
0.7864 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8048 |
0.7808 |
0.0240 |
3.1% |
0.0072 |
0.9% |
12% |
False |
True |
91,435 |
| 10 |
0.8128 |
0.7808 |
0.0321 |
4.1% |
0.0073 |
0.9% |
9% |
False |
True |
89,852 |
| 20 |
0.8162 |
0.7808 |
0.0355 |
4.5% |
0.0065 |
0.8% |
8% |
False |
True |
75,706 |
| 40 |
0.8328 |
0.7808 |
0.0520 |
6.6% |
0.0061 |
0.8% |
6% |
False |
True |
57,053 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.6% |
0.0057 |
0.7% |
6% |
False |
True |
38,194 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.6% |
0.0055 |
0.7% |
6% |
False |
True |
28,673 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.6% |
0.0056 |
0.7% |
6% |
False |
True |
22,955 |
| 120 |
0.8328 |
0.7767 |
0.0561 |
7.2% |
0.0054 |
0.7% |
13% |
False |
False |
19,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8453 |
|
2.618 |
0.8253 |
|
1.618 |
0.8130 |
|
1.000 |
0.8054 |
|
0.618 |
0.8007 |
|
HIGH |
0.7931 |
|
0.618 |
0.7884 |
|
0.500 |
0.7869 |
|
0.382 |
0.7854 |
|
LOW |
0.7808 |
|
0.618 |
0.7731 |
|
1.000 |
0.7685 |
|
1.618 |
0.7608 |
|
2.618 |
0.7485 |
|
4.250 |
0.7285 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7869 |
0.7903 |
| PP |
0.7858 |
0.7881 |
| S1 |
0.7848 |
0.7859 |
|