CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 19-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.7932 |
0.7830 |
-0.0102 |
-1.3% |
0.8025 |
High |
0.7960 |
0.7850 |
-0.0110 |
-1.4% |
0.8039 |
Low |
0.7927 |
0.7809 |
-0.0118 |
-1.5% |
0.7927 |
Close |
0.7932 |
0.7837 |
-0.0095 |
-1.2% |
0.7932 |
Range |
0.0034 |
0.0041 |
0.0008 |
22.4% |
0.0113 |
ATR |
0.0054 |
0.0059 |
0.0005 |
9.1% |
0.0000 |
Volume |
16 |
35 |
19 |
118.8% |
103 |
|
Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7955 |
0.7937 |
0.7860 |
|
R3 |
0.7914 |
0.7896 |
0.7848 |
|
R2 |
0.7873 |
0.7873 |
0.7845 |
|
R1 |
0.7855 |
0.7855 |
0.7841 |
0.7864 |
PP |
0.7832 |
0.7832 |
0.7832 |
0.7837 |
S1 |
0.7814 |
0.7814 |
0.7833 |
0.7823 |
S2 |
0.7791 |
0.7791 |
0.7829 |
|
S3 |
0.7750 |
0.7773 |
0.7826 |
|
S4 |
0.7709 |
0.7732 |
0.7814 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8303 |
0.8230 |
0.7994 |
|
R3 |
0.8191 |
0.8118 |
0.7963 |
|
R2 |
0.8078 |
0.8078 |
0.7953 |
|
R1 |
0.8005 |
0.8005 |
0.7942 |
0.7986 |
PP |
0.7966 |
0.7966 |
0.7966 |
0.7956 |
S1 |
0.7893 |
0.7893 |
0.7922 |
0.7873 |
S2 |
0.7853 |
0.7853 |
0.7911 |
|
S3 |
0.7741 |
0.7780 |
0.7901 |
|
S4 |
0.7628 |
0.7668 |
0.7870 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8024 |
2.618 |
0.7957 |
1.618 |
0.7916 |
1.000 |
0.7891 |
0.618 |
0.7875 |
HIGH |
0.7850 |
0.618 |
0.7834 |
0.500 |
0.7830 |
0.382 |
0.7825 |
LOW |
0.7809 |
0.618 |
0.7784 |
1.000 |
0.7768 |
1.618 |
0.7743 |
2.618 |
0.7702 |
4.250 |
0.7635 |
|
|
Fisher Pivots for day following 19-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7835 |
0.7903 |
PP |
0.7832 |
0.7881 |
S1 |
0.7830 |
0.7859 |
|