CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 29-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.7940 |
0.8043 |
0.0103 |
1.3% |
0.7830 |
High |
0.7989 |
0.8043 |
0.0054 |
0.7% |
0.7982 |
Low |
0.7937 |
0.8040 |
0.0103 |
1.3% |
0.7809 |
Close |
0.7981 |
0.8040 |
0.0059 |
0.7% |
0.7952 |
Range |
0.0052 |
0.0003 |
-0.0049 |
-94.2% |
0.0173 |
ATR |
0.0056 |
0.0057 |
0.0000 |
0.7% |
0.0000 |
Volume |
8 |
1 |
-7 |
-87.5% |
58 |
|
Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8050 |
0.8048 |
0.8041 |
|
R3 |
0.8047 |
0.8045 |
0.8040 |
|
R2 |
0.8044 |
0.8044 |
0.8040 |
|
R1 |
0.8042 |
0.8042 |
0.8040 |
0.8041 |
PP |
0.8041 |
0.8041 |
0.8041 |
0.8040 |
S1 |
0.8039 |
0.8039 |
0.8039 |
0.8038 |
S2 |
0.8038 |
0.8038 |
0.8039 |
|
S3 |
0.8035 |
0.8036 |
0.8039 |
|
S4 |
0.8032 |
0.8033 |
0.8038 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8043 |
0.7934 |
0.0109 |
1.3% |
0.0029 |
0.4% |
97% |
True |
False |
7 |
10 |
0.8043 |
0.7809 |
0.0234 |
2.9% |
0.0044 |
0.6% |
99% |
True |
False |
11 |
20 |
0.8127 |
0.7809 |
0.0318 |
3.9% |
0.0054 |
0.7% |
73% |
False |
False |
12 |
40 |
0.8311 |
0.7809 |
0.0502 |
6.2% |
0.0048 |
0.6% |
46% |
False |
False |
14 |
60 |
0.8319 |
0.7809 |
0.0510 |
6.3% |
0.0043 |
0.5% |
45% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8055 |
2.618 |
0.8050 |
1.618 |
0.8047 |
1.000 |
0.8046 |
0.618 |
0.8044 |
HIGH |
0.8043 |
0.618 |
0.8041 |
0.500 |
0.8041 |
0.382 |
0.8041 |
LOW |
0.8040 |
0.618 |
0.8038 |
1.000 |
0.8037 |
1.618 |
0.8035 |
2.618 |
0.8032 |
4.250 |
0.8027 |
|
|
Fisher Pivots for day following 29-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8041 |
0.8023 |
PP |
0.8041 |
0.8006 |
S1 |
0.8040 |
0.7990 |
|