CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 15-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.8003 |
0.7977 |
-0.0026 |
-0.3% |
0.8025 |
High |
0.8039 |
0.7997 |
-0.0042 |
-0.5% |
0.8127 |
Low |
0.7985 |
0.7929 |
-0.0056 |
-0.7% |
0.7944 |
Close |
0.7994 |
0.7931 |
-0.0063 |
-0.8% |
0.8029 |
Range |
0.0055 |
0.0068 |
0.0014 |
24.8% |
0.0183 |
ATR |
0.0055 |
0.0056 |
0.0001 |
1.7% |
0.0000 |
Volume |
39 |
40 |
1 |
2.6% |
29 |
|
Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8156 |
0.8112 |
0.7968 |
|
R3 |
0.8088 |
0.8044 |
0.7950 |
|
R2 |
0.8020 |
0.8020 |
0.7943 |
|
R1 |
0.7976 |
0.7976 |
0.7937 |
0.7964 |
PP |
0.7952 |
0.7952 |
0.7952 |
0.7947 |
S1 |
0.7908 |
0.7908 |
0.7925 |
0.7896 |
S2 |
0.7884 |
0.7884 |
0.7919 |
|
S3 |
0.7816 |
0.7840 |
0.7912 |
|
S4 |
0.7748 |
0.7772 |
0.7894 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8582 |
0.8489 |
0.8130 |
|
R3 |
0.8399 |
0.8306 |
0.8079 |
|
R2 |
0.8216 |
0.8216 |
0.8063 |
|
R1 |
0.8123 |
0.8123 |
0.8046 |
0.8169 |
PP |
0.8033 |
0.8033 |
0.8033 |
0.8056 |
S1 |
0.7940 |
0.7940 |
0.8012 |
0.7986 |
S2 |
0.7850 |
0.7850 |
0.7995 |
|
S3 |
0.7667 |
0.7757 |
0.7979 |
|
S4 |
0.7484 |
0.7574 |
0.7928 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8286 |
2.618 |
0.8175 |
1.618 |
0.8107 |
1.000 |
0.8065 |
0.618 |
0.8039 |
HIGH |
0.7997 |
0.618 |
0.7971 |
0.500 |
0.7963 |
0.382 |
0.7955 |
LOW |
0.7929 |
0.618 |
0.7887 |
1.000 |
0.7861 |
1.618 |
0.7819 |
2.618 |
0.7751 |
4.250 |
0.7640 |
|
|
Fisher Pivots for day following 15-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7963 |
0.7984 |
PP |
0.7952 |
0.7966 |
S1 |
0.7942 |
0.7949 |
|