CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 16-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7985 |
0.7990 |
0.0006 |
0.1% |
0.7965 |
| High |
0.7999 |
0.7993 |
-0.0007 |
-0.1% |
0.8007 |
| Low |
0.7979 |
0.7946 |
-0.0033 |
-0.4% |
0.7943 |
| Close |
0.7989 |
0.7955 |
-0.0034 |
-0.4% |
0.7989 |
| Range |
0.0020 |
0.0047 |
0.0027 |
132.5% |
0.0064 |
| ATR |
0.0049 |
0.0048 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
42,348 |
64,337 |
21,989 |
51.9% |
251,897 |
|
| Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8104 |
0.8076 |
0.7980 |
|
| R3 |
0.8057 |
0.8029 |
0.7967 |
|
| R2 |
0.8011 |
0.8011 |
0.7963 |
|
| R1 |
0.7983 |
0.7983 |
0.7959 |
0.7974 |
| PP |
0.7964 |
0.7964 |
0.7964 |
0.7960 |
| S1 |
0.7936 |
0.7936 |
0.7950 |
0.7927 |
| S2 |
0.7918 |
0.7918 |
0.7946 |
|
| S3 |
0.7871 |
0.7890 |
0.7942 |
|
| S4 |
0.7825 |
0.7843 |
0.7929 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8171 |
0.8144 |
0.8024 |
|
| R3 |
0.8107 |
0.8080 |
0.8006 |
|
| R2 |
0.8043 |
0.8043 |
0.8000 |
|
| R1 |
0.8016 |
0.8016 |
0.7994 |
0.8030 |
| PP |
0.7979 |
0.7979 |
0.7979 |
0.7986 |
| S1 |
0.7952 |
0.7952 |
0.7983 |
0.7966 |
| S2 |
0.7915 |
0.7915 |
0.7977 |
|
| S3 |
0.7851 |
0.7888 |
0.7971 |
|
| S4 |
0.7787 |
0.7824 |
0.7953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8007 |
0.7943 |
0.0064 |
0.8% |
0.0034 |
0.4% |
19% |
False |
False |
51,941 |
| 10 |
0.8016 |
0.7943 |
0.0074 |
0.9% |
0.0039 |
0.5% |
16% |
False |
False |
55,251 |
| 20 |
0.8050 |
0.7820 |
0.0230 |
2.9% |
0.0048 |
0.6% |
59% |
False |
False |
62,896 |
| 40 |
0.8162 |
0.7808 |
0.0355 |
4.5% |
0.0056 |
0.7% |
41% |
False |
False |
69,301 |
| 60 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0057 |
0.7% |
28% |
False |
False |
59,000 |
| 80 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0055 |
0.7% |
28% |
False |
False |
44,369 |
| 100 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0054 |
0.7% |
28% |
False |
False |
35,517 |
| 120 |
0.8328 |
0.7808 |
0.0520 |
6.5% |
0.0054 |
0.7% |
28% |
False |
False |
29,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8190 |
|
2.618 |
0.8114 |
|
1.618 |
0.8068 |
|
1.000 |
0.8039 |
|
0.618 |
0.8021 |
|
HIGH |
0.7993 |
|
0.618 |
0.7975 |
|
0.500 |
0.7969 |
|
0.382 |
0.7964 |
|
LOW |
0.7946 |
|
0.618 |
0.7917 |
|
1.000 |
0.7900 |
|
1.618 |
0.7871 |
|
2.618 |
0.7824 |
|
4.250 |
0.7748 |
|
|
| Fisher Pivots for day following 16-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7969 |
0.7973 |
| PP |
0.7964 |
0.7967 |
| S1 |
0.7959 |
0.7961 |
|