CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 10-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2021 |
10-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7965 |
0.7951 |
-0.0015 |
-0.2% |
0.8015 |
| High |
0.7979 |
0.7988 |
0.0009 |
0.1% |
0.8030 |
| Low |
0.7944 |
0.7943 |
-0.0001 |
0.0% |
0.7948 |
| Close |
0.7953 |
0.7983 |
0.0030 |
0.4% |
0.7962 |
| Range |
0.0036 |
0.0045 |
0.0010 |
26.8% |
0.0083 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
56,527 |
52,298 |
-4,229 |
-7.5% |
287,361 |
|
| Daily Pivots for day following 10-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8106 |
0.8089 |
0.8007 |
|
| R3 |
0.8061 |
0.8044 |
0.7995 |
|
| R2 |
0.8016 |
0.8016 |
0.7991 |
|
| R1 |
0.7999 |
0.7999 |
0.7987 |
0.8008 |
| PP |
0.7971 |
0.7971 |
0.7971 |
0.7975 |
| S1 |
0.7954 |
0.7954 |
0.7978 |
0.7963 |
| S2 |
0.7926 |
0.7926 |
0.7974 |
|
| S3 |
0.7881 |
0.7909 |
0.7970 |
|
| S4 |
0.7836 |
0.7864 |
0.7958 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8227 |
0.8177 |
0.8007 |
|
| R3 |
0.8145 |
0.8095 |
0.7985 |
|
| R2 |
0.8062 |
0.8062 |
0.7977 |
|
| R1 |
0.8012 |
0.8012 |
0.7970 |
0.7996 |
| PP |
0.7980 |
0.7980 |
0.7980 |
0.7972 |
| S1 |
0.7930 |
0.7930 |
0.7954 |
0.7914 |
| S2 |
0.7897 |
0.7897 |
0.7947 |
|
| S3 |
0.7815 |
0.7847 |
0.7939 |
|
| S4 |
0.7732 |
0.7765 |
0.7917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8016 |
0.7943 |
0.0074 |
0.9% |
0.0043 |
0.5% |
54% |
False |
True |
55,317 |
| 10 |
0.8050 |
0.7934 |
0.0116 |
1.5% |
0.0047 |
0.6% |
42% |
False |
False |
62,295 |
| 20 |
0.8050 |
0.7808 |
0.0242 |
3.0% |
0.0056 |
0.7% |
72% |
False |
False |
71,983 |
| 40 |
0.8245 |
0.7808 |
0.0437 |
5.5% |
0.0061 |
0.8% |
40% |
False |
False |
72,793 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0058 |
0.7% |
34% |
False |
False |
55,566 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0057 |
0.7% |
34% |
False |
False |
41,791 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0054 |
0.7% |
34% |
False |
False |
33,446 |
| 120 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0055 |
0.7% |
34% |
False |
False |
27,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8179 |
|
2.618 |
0.8105 |
|
1.618 |
0.8060 |
|
1.000 |
0.8033 |
|
0.618 |
0.8015 |
|
HIGH |
0.7988 |
|
0.618 |
0.7970 |
|
0.500 |
0.7965 |
|
0.382 |
0.7960 |
|
LOW |
0.7943 |
|
0.618 |
0.7915 |
|
1.000 |
0.7898 |
|
1.618 |
0.7870 |
|
2.618 |
0.7825 |
|
4.250 |
0.7751 |
|
|
| Fisher Pivots for day following 10-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7977 |
0.7979 |
| PP |
0.7971 |
0.7976 |
| S1 |
0.7965 |
0.7973 |
|