CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 03-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
0.8027 |
0.7962 |
-0.0065 |
-0.8% |
0.7975 |
High |
0.8028 |
0.8004 |
-0.0024 |
-0.3% |
0.8048 |
Low |
0.7991 |
0.7953 |
-0.0038 |
-0.5% |
0.7937 |
Close |
0.7994 |
0.7976 |
-0.0018 |
-0.2% |
0.8013 |
Range |
0.0038 |
0.0052 |
0.0014 |
37.3% |
0.0111 |
ATR |
0.0054 |
0.0054 |
0.0000 |
-0.4% |
0.0000 |
Volume |
41 |
4 |
-37 |
-90.2% |
37 |
|
Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8132 |
0.8105 |
0.8004 |
|
R3 |
0.8080 |
0.8054 |
0.7990 |
|
R2 |
0.8029 |
0.8029 |
0.7985 |
|
R1 |
0.8002 |
0.8002 |
0.7980 |
0.8016 |
PP |
0.7977 |
0.7977 |
0.7977 |
0.7984 |
S1 |
0.7951 |
0.7951 |
0.7971 |
0.7964 |
S2 |
0.7926 |
0.7926 |
0.7966 |
|
S3 |
0.7874 |
0.7899 |
0.7961 |
|
S4 |
0.7823 |
0.7848 |
0.7947 |
|
|
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% |
0.0037 |
0.5% |
35% |
False |
False |
10 |
10 |
0.8048 |
0.7858 |
0.0190 |
2.4% |
0.0044 |
0.5% |
62% |
False |
False |
10 |
20 |
0.8048 |
0.7809 |
0.0239 |
3.0% |
0.0048 |
0.6% |
70% |
False |
False |
13 |
40 |
0.8285 |
0.7809 |
0.0476 |
6.0% |
0.0048 |
0.6% |
35% |
False |
False |
14 |
60 |
0.8319 |
0.7809 |
0.0510 |
6.4% |
0.0044 |
0.6% |
33% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8223 |
2.618 |
0.8139 |
1.618 |
0.8087 |
1.000 |
0.8056 |
0.618 |
0.8036 |
HIGH |
0.8004 |
0.618 |
0.7984 |
0.500 |
0.7978 |
0.382 |
0.7972 |
LOW |
0.7953 |
0.618 |
0.7921 |
1.000 |
0.7901 |
1.618 |
0.7869 |
2.618 |
0.7818 |
4.250 |
0.7734 |
|
|
Fisher Pivots for day following 03-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7978 |
0.8000 |
PP |
0.7977 |
0.7992 |
S1 |
0.7976 |
0.7984 |
|