CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7951 |
0.7987 |
0.0037 |
0.5% |
0.8015 |
| High |
0.7988 |
0.8007 |
0.0019 |
0.2% |
0.8030 |
| Low |
0.7943 |
0.7969 |
0.0026 |
0.3% |
0.7948 |
| Close |
0.7983 |
0.7994 |
0.0012 |
0.1% |
0.7962 |
| Range |
0.0045 |
0.0038 |
-0.0007 |
-15.6% |
0.0083 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
52,298 |
51,345 |
-953 |
-1.8% |
287,361 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8104 |
0.8087 |
0.8015 |
|
| R3 |
0.8066 |
0.8049 |
0.8004 |
|
| R2 |
0.8028 |
0.8028 |
0.8001 |
|
| R1 |
0.8011 |
0.8011 |
0.7997 |
0.8019 |
| PP |
0.7990 |
0.7990 |
0.7990 |
0.7994 |
| S1 |
0.7973 |
0.7973 |
0.7991 |
0.7981 |
| S2 |
0.7952 |
0.7952 |
0.7987 |
|
| S3 |
0.7914 |
0.7935 |
0.7984 |
|
| S4 |
0.7876 |
0.7897 |
0.7973 |
|
|
| 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% |
0.0044 |
0.6% |
70% |
False |
False |
53,515 |
| 10 |
0.8050 |
0.7943 |
0.0107 |
1.3% |
0.0045 |
0.6% |
48% |
False |
False |
59,656 |
| 20 |
0.8050 |
0.7808 |
0.0242 |
3.0% |
0.0055 |
0.7% |
77% |
False |
False |
70,589 |
| 40 |
0.8226 |
0.7808 |
0.0418 |
5.2% |
0.0060 |
0.8% |
45% |
False |
False |
72,535 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0058 |
0.7% |
36% |
False |
False |
56,419 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0057 |
0.7% |
36% |
False |
False |
42,429 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0054 |
0.7% |
36% |
False |
False |
33,959 |
| 120 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0055 |
0.7% |
36% |
False |
False |
28,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8168 |
|
2.618 |
0.8106 |
|
1.618 |
0.8068 |
|
1.000 |
0.8045 |
|
0.618 |
0.8030 |
|
HIGH |
0.8007 |
|
0.618 |
0.7992 |
|
0.500 |
0.7988 |
|
0.382 |
0.7983 |
|
LOW |
0.7969 |
|
0.618 |
0.7945 |
|
1.000 |
0.7931 |
|
1.618 |
0.7907 |
|
2.618 |
0.7869 |
|
4.250 |
0.7807 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7992 |
0.7988 |
| PP |
0.7990 |
0.7981 |
| S1 |
0.7988 |
0.7975 |
|