CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 19-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2021 |
19-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7920 |
0.7900 |
-0.0020 |
-0.3% |
0.7965 |
| High |
0.7937 |
0.7906 |
-0.0032 |
-0.4% |
0.8007 |
| Low |
0.7896 |
0.7793 |
-0.0103 |
-1.3% |
0.7943 |
| Close |
0.7916 |
0.7800 |
-0.0117 |
-1.5% |
0.7989 |
| Range |
0.0042 |
0.0113 |
0.0071 |
171.1% |
0.0064 |
| ATR |
0.0048 |
0.0053 |
0.0005 |
11.1% |
0.0000 |
| Volume |
67,743 |
120,308 |
52,565 |
77.6% |
251,897 |
|
| Daily Pivots for day following 19-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8170 |
0.8097 |
0.7861 |
|
| R3 |
0.8058 |
0.7985 |
0.7830 |
|
| R2 |
0.7945 |
0.7945 |
0.7820 |
|
| R1 |
0.7872 |
0.7872 |
0.7810 |
0.7853 |
| PP |
0.7833 |
0.7833 |
0.7833 |
0.7823 |
| S1 |
0.7760 |
0.7760 |
0.7789 |
0.7740 |
| S2 |
0.7720 |
0.7720 |
0.7779 |
|
| S3 |
0.7608 |
0.7647 |
0.7769 |
|
| S4 |
0.7495 |
0.7535 |
0.7738 |
|
|
| 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 |
0.7999 |
0.7793 |
0.0206 |
2.6% |
0.0054 |
0.7% |
3% |
False |
True |
73,510 |
| 10 |
0.8007 |
0.7793 |
0.0214 |
2.7% |
0.0047 |
0.6% |
3% |
False |
True |
63,358 |
| 20 |
0.8050 |
0.7793 |
0.0257 |
3.3% |
0.0046 |
0.6% |
3% |
False |
True |
62,622 |
| 40 |
0.8149 |
0.7793 |
0.0356 |
4.6% |
0.0056 |
0.7% |
2% |
False |
True |
70,437 |
| 60 |
0.8328 |
0.7793 |
0.0535 |
6.9% |
0.0058 |
0.7% |
1% |
False |
True |
63,329 |
| 80 |
0.8328 |
0.7793 |
0.0535 |
6.9% |
0.0056 |
0.7% |
1% |
False |
True |
47,624 |
| 100 |
0.8328 |
0.7793 |
0.0535 |
6.9% |
0.0055 |
0.7% |
1% |
False |
True |
38,125 |
| 120 |
0.8328 |
0.7793 |
0.0535 |
6.9% |
0.0054 |
0.7% |
1% |
False |
True |
31,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8384 |
|
2.618 |
0.8200 |
|
1.618 |
0.8088 |
|
1.000 |
0.8018 |
|
0.618 |
0.7975 |
|
HIGH |
0.7906 |
|
0.618 |
0.7863 |
|
0.500 |
0.7849 |
|
0.382 |
0.7836 |
|
LOW |
0.7793 |
|
0.618 |
0.7723 |
|
1.000 |
0.7681 |
|
1.618 |
0.7611 |
|
2.618 |
0.7498 |
|
4.250 |
0.7315 |
|
|
| Fisher Pivots for day following 19-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7849 |
0.7874 |
| PP |
0.7833 |
0.7849 |
| S1 |
0.7816 |
0.7824 |
|