CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 25-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2021 |
25-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7905 |
0.7940 |
0.0035 |
0.4% |
0.7990 |
| High |
0.7950 |
0.7945 |
-0.0005 |
-0.1% |
0.7993 |
| Low |
0.7900 |
0.7909 |
0.0009 |
0.1% |
0.7723 |
| Close |
0.7940 |
0.7937 |
-0.0003 |
0.0% |
0.7784 |
| Range |
0.0050 |
0.0037 |
-0.0014 |
-27.0% |
0.0270 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
70,875 |
63,359 |
-7,516 |
-10.6% |
438,987 |
|
| Daily Pivots for day following 25-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8040 |
0.8025 |
0.7957 |
|
| R3 |
0.8003 |
0.7988 |
0.7947 |
|
| R2 |
0.7967 |
0.7967 |
0.7943 |
|
| R1 |
0.7952 |
0.7952 |
0.7940 |
0.7941 |
| PP |
0.7930 |
0.7930 |
0.7930 |
0.7925 |
| S1 |
0.7915 |
0.7915 |
0.7933 |
0.7904 |
| S2 |
0.7894 |
0.7894 |
0.7930 |
|
| S3 |
0.7857 |
0.7879 |
0.7926 |
|
| S4 |
0.7821 |
0.7842 |
0.7916 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8643 |
0.8484 |
0.7933 |
|
| R3 |
0.8373 |
0.8214 |
0.7858 |
|
| R2 |
0.8103 |
0.8103 |
0.7834 |
|
| R1 |
0.7944 |
0.7944 |
0.7809 |
0.7888 |
| PP |
0.7833 |
0.7833 |
0.7833 |
0.7805 |
| S1 |
0.7674 |
0.7674 |
0.7759 |
0.7618 |
| S2 |
0.7563 |
0.7563 |
0.7735 |
|
| S3 |
0.7293 |
0.7404 |
0.7710 |
|
| S4 |
0.7023 |
0.7134 |
0.7636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7950 |
0.7723 |
0.0227 |
2.9% |
0.0081 |
1.0% |
94% |
False |
False |
91,241 |
| 10 |
0.7999 |
0.7723 |
0.0277 |
3.5% |
0.0058 |
0.7% |
77% |
False |
False |
75,283 |
| 20 |
0.8050 |
0.7723 |
0.0327 |
4.1% |
0.0052 |
0.7% |
65% |
False |
False |
67,470 |
| 40 |
0.8128 |
0.7723 |
0.0406 |
5.1% |
0.0059 |
0.7% |
53% |
False |
False |
73,840 |
| 60 |
0.8313 |
0.7723 |
0.0590 |
7.4% |
0.0060 |
0.8% |
36% |
False |
False |
68,695 |
| 80 |
0.8328 |
0.7723 |
0.0605 |
7.6% |
0.0058 |
0.7% |
35% |
False |
False |
51,810 |
| 100 |
0.8328 |
0.7723 |
0.0605 |
7.6% |
0.0056 |
0.7% |
35% |
False |
False |
41,480 |
| 120 |
0.8328 |
0.7723 |
0.0605 |
7.6% |
0.0055 |
0.7% |
35% |
False |
False |
34,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8100 |
|
2.618 |
0.8041 |
|
1.618 |
0.8004 |
|
1.000 |
0.7982 |
|
0.618 |
0.7968 |
|
HIGH |
0.7945 |
|
0.618 |
0.7931 |
|
0.500 |
0.7927 |
|
0.382 |
0.7922 |
|
LOW |
0.7909 |
|
0.618 |
0.7886 |
|
1.000 |
0.7872 |
|
1.618 |
0.7849 |
|
2.618 |
0.7813 |
|
4.250 |
0.7753 |
|
|
| Fisher Pivots for day following 25-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7933 |
0.7914 |
| PP |
0.7930 |
0.7891 |
| S1 |
0.7927 |
0.7868 |
|