CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 03-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7923 |
0.7966 |
0.0043 |
0.5% |
0.7923 |
| High |
0.7970 |
0.8004 |
0.0034 |
0.4% |
0.8004 |
| Low |
0.7913 |
0.7962 |
0.0050 |
0.6% |
0.7903 |
| Close |
0.7965 |
0.7991 |
0.0027 |
0.3% |
0.7991 |
| Range |
0.0057 |
0.0042 |
-0.0016 |
-27.2% |
0.0101 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
65,661 |
78,586 |
12,925 |
19.7% |
358,406 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8110 |
0.8092 |
0.8014 |
|
| R3 |
0.8069 |
0.8051 |
0.8002 |
|
| R2 |
0.8027 |
0.8027 |
0.7999 |
|
| R1 |
0.8009 |
0.8009 |
0.7995 |
0.8018 |
| PP |
0.7986 |
0.7986 |
0.7986 |
0.7990 |
| S1 |
0.7968 |
0.7968 |
0.7987 |
0.7977 |
| S2 |
0.7944 |
0.7944 |
0.7983 |
|
| S3 |
0.7903 |
0.7926 |
0.7980 |
|
| S4 |
0.7861 |
0.7885 |
0.7968 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8269 |
0.8231 |
0.8047 |
|
| R3 |
0.8168 |
0.8130 |
0.8019 |
|
| R2 |
0.8067 |
0.8067 |
0.8010 |
|
| R1 |
0.8029 |
0.8029 |
0.8000 |
0.8048 |
| PP |
0.7966 |
0.7966 |
0.7966 |
0.7975 |
| S1 |
0.7928 |
0.7928 |
0.7982 |
0.7947 |
| S2 |
0.7865 |
0.7865 |
0.7972 |
|
| S3 |
0.7764 |
0.7827 |
0.7963 |
|
| S4 |
0.7663 |
0.7726 |
0.7935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8004 |
0.7903 |
0.0101 |
1.3% |
0.0045 |
0.6% |
88% |
True |
False |
71,681 |
| 10 |
0.8004 |
0.7787 |
0.0217 |
2.7% |
0.0057 |
0.7% |
94% |
True |
False |
71,478 |
| 20 |
0.8007 |
0.7723 |
0.0284 |
3.6% |
0.0053 |
0.7% |
95% |
False |
False |
70,283 |
| 40 |
0.8050 |
0.7723 |
0.0327 |
4.1% |
0.0055 |
0.7% |
82% |
False |
False |
71,370 |
| 60 |
0.8278 |
0.7723 |
0.0555 |
6.9% |
0.0058 |
0.7% |
48% |
False |
False |
72,811 |
| 80 |
0.8328 |
0.7723 |
0.0605 |
7.6% |
0.0058 |
0.7% |
44% |
False |
False |
57,919 |
| 100 |
0.8328 |
0.7723 |
0.0605 |
7.6% |
0.0056 |
0.7% |
44% |
False |
False |
46,402 |
| 120 |
0.8328 |
0.7723 |
0.0605 |
7.6% |
0.0055 |
0.7% |
44% |
False |
False |
38,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8180 |
|
2.618 |
0.8112 |
|
1.618 |
0.8071 |
|
1.000 |
0.8045 |
|
0.618 |
0.8029 |
|
HIGH |
0.8004 |
|
0.618 |
0.7988 |
|
0.500 |
0.7983 |
|
0.382 |
0.7978 |
|
LOW |
0.7962 |
|
0.618 |
0.7936 |
|
1.000 |
0.7921 |
|
1.618 |
0.7895 |
|
2.618 |
0.7853 |
|
4.250 |
0.7786 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7988 |
0.7980 |
| PP |
0.7986 |
0.7969 |
| S1 |
0.7983 |
0.7958 |
|