CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 10-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2021 |
10-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
0.7950 |
0.7977 |
0.0027 |
0.3% |
0.8027 |
High |
0.7977 |
0.7983 |
0.0007 |
0.1% |
0.8028 |
Low |
0.7945 |
0.7944 |
-0.0001 |
0.0% |
0.7950 |
Close |
0.7952 |
0.7982 |
0.0030 |
0.4% |
0.7961 |
Range |
0.0032 |
0.0039 |
0.0008 |
23.8% |
0.0079 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
12 |
16 |
4 |
33.3% |
56 |
|
Daily Pivots for day following 10-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8087 |
0.8073 |
0.8003 |
|
R3 |
0.8048 |
0.8034 |
0.7992 |
|
R2 |
0.8009 |
0.8009 |
0.7989 |
|
R1 |
0.7995 |
0.7995 |
0.7985 |
0.8002 |
PP |
0.7970 |
0.7970 |
0.7970 |
0.7973 |
S1 |
0.7956 |
0.7956 |
0.7978 |
0.7963 |
S2 |
0.7931 |
0.7931 |
0.7974 |
|
S3 |
0.7892 |
0.7917 |
0.7971 |
|
S4 |
0.7853 |
0.7878 |
0.7960 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8215 |
0.8167 |
0.8004 |
|
R3 |
0.8137 |
0.8088 |
0.7983 |
|
R2 |
0.8058 |
0.8058 |
0.7975 |
|
R1 |
0.8010 |
0.8010 |
0.7968 |
0.7995 |
PP |
0.7980 |
0.7980 |
0.7980 |
0.7972 |
S1 |
0.7931 |
0.7931 |
0.7954 |
0.7916 |
S2 |
0.7901 |
0.7901 |
0.7947 |
|
S3 |
0.7823 |
0.7853 |
0.7939 |
|
S4 |
0.7744 |
0.7774 |
0.7918 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8013 |
0.7944 |
0.0069 |
0.9% |
0.0032 |
0.4% |
55% |
False |
True |
7 |
10 |
0.8048 |
0.7937 |
0.0111 |
1.4% |
0.0034 |
0.4% |
40% |
False |
False |
9 |
20 |
0.8048 |
0.7809 |
0.0239 |
3.0% |
0.0043 |
0.5% |
72% |
False |
False |
13 |
40 |
0.8236 |
0.7809 |
0.0427 |
5.3% |
0.0049 |
0.6% |
40% |
False |
False |
14 |
60 |
0.8319 |
0.7809 |
0.0510 |
6.4% |
0.0044 |
0.5% |
34% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8149 |
2.618 |
0.8085 |
1.618 |
0.8046 |
1.000 |
0.8022 |
0.618 |
0.8007 |
HIGH |
0.7983 |
0.618 |
0.7968 |
0.500 |
0.7964 |
0.382 |
0.7959 |
LOW |
0.7944 |
0.618 |
0.7920 |
1.000 |
0.7905 |
1.618 |
0.7881 |
2.618 |
0.7842 |
4.250 |
0.7778 |
|
|
Fisher Pivots for day following 10-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7976 |
0.7979 |
PP |
0.7970 |
0.7976 |
S1 |
0.7964 |
0.7973 |
|