CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 27-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.7975 |
0.7949 |
-0.0027 |
-0.3% |
0.7830 |
High |
0.7980 |
0.7974 |
-0.0006 |
-0.1% |
0.7982 |
Low |
0.7943 |
0.7940 |
-0.0004 |
0.0% |
0.7809 |
Close |
0.7970 |
0.7942 |
-0.0028 |
-0.4% |
0.7952 |
Range |
0.0037 |
0.0035 |
-0.0003 |
-6.8% |
0.0173 |
ATR |
0.0058 |
0.0057 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
22 |
6 |
-16 |
-72.7% |
58 |
|
Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8055 |
0.8033 |
0.7960 |
|
R3 |
0.8021 |
0.7998 |
0.7951 |
|
R2 |
0.7986 |
0.7986 |
0.7948 |
|
R1 |
0.7964 |
0.7964 |
0.7945 |
0.7958 |
PP |
0.7952 |
0.7952 |
0.7952 |
0.7949 |
S1 |
0.7929 |
0.7929 |
0.7938 |
0.7923 |
S2 |
0.7917 |
0.7917 |
0.7935 |
|
S3 |
0.7883 |
0.7895 |
0.7932 |
|
S4 |
0.7848 |
0.7860 |
0.7923 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8432 |
0.8364 |
0.8046 |
|
R3 |
0.8259 |
0.8192 |
0.7999 |
|
R2 |
0.8087 |
0.8087 |
0.7983 |
|
R1 |
0.8019 |
0.8019 |
0.7967 |
0.8053 |
PP |
0.7914 |
0.7914 |
0.7914 |
0.7931 |
S1 |
0.7847 |
0.7847 |
0.7936 |
0.7880 |
S2 |
0.7742 |
0.7742 |
0.7920 |
|
S3 |
0.7569 |
0.7674 |
0.7904 |
|
S4 |
0.7397 |
0.7502 |
0.7857 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8121 |
2.618 |
0.8064 |
1.618 |
0.8030 |
1.000 |
0.8009 |
0.618 |
0.7995 |
HIGH |
0.7974 |
0.618 |
0.7961 |
0.500 |
0.7957 |
0.382 |
0.7953 |
LOW |
0.7940 |
0.618 |
0.7918 |
1.000 |
0.7905 |
1.618 |
0.7884 |
2.618 |
0.7849 |
4.250 |
0.7793 |
|
|
Fisher Pivots for day following 27-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7957 |
0.7957 |
PP |
0.7952 |
0.7952 |
S1 |
0.7947 |
0.7947 |
|