CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 30-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8043 |
0.8013 |
-0.0030 |
-0.4% |
0.7975 |
| High |
0.8043 |
0.8048 |
0.0005 |
0.1% |
0.8048 |
| Low |
0.8040 |
0.8007 |
-0.0033 |
-0.4% |
0.7937 |
| Close |
0.8040 |
0.8013 |
-0.0027 |
-0.3% |
0.8013 |
| Range |
0.0003 |
0.0041 |
0.0038 |
1,266.7% |
0.0111 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
37 |
|
| Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8145 |
0.8120 |
0.8036 |
|
| R3 |
0.8104 |
0.8079 |
0.8024 |
|
| R2 |
0.8063 |
0.8063 |
0.8021 |
|
| R1 |
0.8038 |
0.8038 |
0.8017 |
0.8034 |
| PP |
0.8022 |
0.8022 |
0.8022 |
0.8020 |
| S1 |
0.7997 |
0.7997 |
0.8009 |
0.7993 |
| S2 |
0.7981 |
0.7981 |
0.8005 |
|
| S3 |
0.7940 |
0.7956 |
0.8002 |
|
| S4 |
0.7899 |
0.7915 |
0.7990 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8331 |
0.8282 |
0.8074 |
|
| R3 |
0.8220 |
0.8172 |
0.8043 |
|
| R2 |
0.8110 |
0.8110 |
0.8033 |
|
| R1 |
0.8061 |
0.8061 |
0.8023 |
0.8086 |
| PP |
0.7999 |
0.7999 |
0.7999 |
0.8011 |
| S1 |
0.7951 |
0.7951 |
0.8003 |
0.7975 |
| S2 |
0.7889 |
0.7889 |
0.7993 |
|
| S3 |
0.7778 |
0.7840 |
0.7983 |
|
| S4 |
0.7668 |
0.7730 |
0.7952 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8048 |
0.7937 |
0.0111 |
1.4% |
0.0034 |
0.4% |
69% |
True |
False |
7 |
| 10 |
0.8048 |
0.7809 |
0.0239 |
3.0% |
0.0045 |
0.6% |
86% |
True |
False |
9 |
| 20 |
0.8127 |
0.7809 |
0.0318 |
4.0% |
0.0054 |
0.7% |
64% |
False |
False |
11 |
| 40 |
0.8286 |
0.7809 |
0.0477 |
6.0% |
0.0048 |
0.6% |
43% |
False |
False |
14 |
| 60 |
0.8319 |
0.7809 |
0.0510 |
6.4% |
0.0043 |
0.5% |
40% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8222 |
|
2.618 |
0.8155 |
|
1.618 |
0.8114 |
|
1.000 |
0.8089 |
|
0.618 |
0.8073 |
|
HIGH |
0.8048 |
|
0.618 |
0.8032 |
|
0.500 |
0.8027 |
|
0.382 |
0.8022 |
|
LOW |
0.8007 |
|
0.618 |
0.7981 |
|
1.000 |
0.7966 |
|
1.618 |
0.7940 |
|
2.618 |
0.7899 |
|
4.250 |
0.7832 |
|
|
| Fisher Pivots for day following 30-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8027 |
0.8006 |
| PP |
0.8022 |
0.7999 |
| S1 |
0.8018 |
0.7992 |
|