CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 01-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.8078 |
0.8067 |
-0.0011 |
-0.1% |
0.8067 |
High |
0.8092 |
0.8085 |
-0.0007 |
-0.1% |
0.8159 |
Low |
0.8051 |
0.8036 |
-0.0015 |
-0.2% |
0.8012 |
Close |
0.8063 |
0.8036 |
-0.0027 |
-0.3% |
0.8125 |
Range |
0.0041 |
0.0049 |
0.0008 |
19.8% |
0.0148 |
ATR |
0.0045 |
0.0045 |
0.0000 |
0.6% |
0.0000 |
Volume |
24 |
19 |
-5 |
-20.8% |
32 |
|
Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8198 |
0.8165 |
0.8063 |
|
R3 |
0.8149 |
0.8117 |
0.8049 |
|
R2 |
0.8101 |
0.8101 |
0.8045 |
|
R1 |
0.8068 |
0.8068 |
0.8040 |
0.8060 |
PP |
0.8052 |
0.8052 |
0.8052 |
0.8048 |
S1 |
0.8020 |
0.8020 |
0.8032 |
0.8012 |
S2 |
0.8004 |
0.8004 |
0.8027 |
|
S3 |
0.7955 |
0.7971 |
0.8023 |
|
S4 |
0.7907 |
0.7923 |
0.8009 |
|
|
Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8541 |
0.8481 |
0.8206 |
|
R3 |
0.8394 |
0.8333 |
0.8166 |
|
R2 |
0.8246 |
0.8246 |
0.8152 |
|
R1 |
0.8186 |
0.8186 |
0.8139 |
0.8216 |
PP |
0.8099 |
0.8099 |
0.8099 |
0.8114 |
S1 |
0.8038 |
0.8038 |
0.8111 |
0.8068 |
S2 |
0.7951 |
0.7951 |
0.8098 |
|
S3 |
0.7804 |
0.7891 |
0.8084 |
|
S4 |
0.7656 |
0.7743 |
0.8044 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8291 |
2.618 |
0.8211 |
1.618 |
0.8163 |
1.000 |
0.8133 |
0.618 |
0.8114 |
HIGH |
0.8085 |
0.618 |
0.8066 |
0.500 |
0.8060 |
0.382 |
0.8055 |
LOW |
0.8036 |
0.618 |
0.8006 |
1.000 |
0.7988 |
1.618 |
0.7958 |
2.618 |
0.7909 |
4.250 |
0.7830 |
|
|
Fisher Pivots for day following 01-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8060 |
0.8072 |
PP |
0.8052 |
0.8060 |
S1 |
0.8044 |
0.8048 |
|