CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 05-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2021 |
05-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7976 |
0.7971 |
-0.0005 |
-0.1% |
0.7958 |
| High |
0.7990 |
0.8016 |
0.0026 |
0.3% |
0.8050 |
| Low |
0.7960 |
0.7969 |
0.0010 |
0.1% |
0.7934 |
| Close |
0.7968 |
0.8003 |
0.0036 |
0.4% |
0.8013 |
| Range |
0.0031 |
0.0047 |
0.0017 |
54.1% |
0.0116 |
| ATR |
0.0057 |
0.0057 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
60,356 |
50,927 |
-9,429 |
-15.6% |
340,832 |
|
| Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8137 |
0.8117 |
0.8029 |
|
| R3 |
0.8090 |
0.8070 |
0.8016 |
|
| R2 |
0.8043 |
0.8043 |
0.8012 |
|
| R1 |
0.8023 |
0.8023 |
0.8007 |
0.8033 |
| PP |
0.7996 |
0.7996 |
0.7996 |
0.8001 |
| S1 |
0.7976 |
0.7976 |
0.7999 |
0.7986 |
| S2 |
0.7949 |
0.7949 |
0.7994 |
|
| S3 |
0.7902 |
0.7929 |
0.7990 |
|
| S4 |
0.7855 |
0.7882 |
0.7977 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8347 |
0.8296 |
0.8077 |
|
| R3 |
0.8231 |
0.8180 |
0.8045 |
|
| R2 |
0.8115 |
0.8115 |
0.8034 |
|
| R1 |
0.8064 |
0.8064 |
0.8024 |
0.8089 |
| PP |
0.7999 |
0.7999 |
0.7999 |
0.8011 |
| S1 |
0.7948 |
0.7948 |
0.8002 |
0.7973 |
| S2 |
0.7883 |
0.7883 |
0.7992 |
|
| S3 |
0.7767 |
0.7832 |
0.7981 |
|
| S4 |
0.7651 |
0.7716 |
0.7949 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8050 |
0.7951 |
0.0099 |
1.2% |
0.0043 |
0.5% |
53% |
False |
False |
62,121 |
| 10 |
0.8050 |
0.7932 |
0.0118 |
1.5% |
0.0045 |
0.6% |
61% |
False |
False |
61,887 |
| 20 |
0.8050 |
0.7808 |
0.0242 |
3.0% |
0.0058 |
0.7% |
81% |
False |
False |
73,406 |
| 40 |
0.8285 |
0.7808 |
0.0478 |
6.0% |
0.0064 |
0.8% |
41% |
False |
False |
74,813 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0059 |
0.7% |
38% |
False |
False |
52,862 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0057 |
0.7% |
38% |
False |
False |
39,727 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0055 |
0.7% |
38% |
False |
False |
31,795 |
| 120 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0055 |
0.7% |
38% |
False |
False |
26,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8216 |
|
2.618 |
0.8139 |
|
1.618 |
0.8092 |
|
1.000 |
0.8063 |
|
0.618 |
0.8045 |
|
HIGH |
0.8016 |
|
0.618 |
0.7998 |
|
0.500 |
0.7993 |
|
0.382 |
0.7987 |
|
LOW |
0.7969 |
|
0.618 |
0.7940 |
|
1.000 |
0.7922 |
|
1.618 |
0.7893 |
|
2.618 |
0.7846 |
|
4.250 |
0.7769 |
|
|
| Fisher Pivots for day following 05-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8000 |
0.7997 |
| PP |
0.7996 |
0.7990 |
| S1 |
0.7993 |
0.7984 |
|