CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8000 |
0.7984 |
-0.0016 |
-0.2% |
0.8027 |
| High |
0.8004 |
0.7996 |
-0.0008 |
-0.1% |
0.8028 |
| Low |
0.7969 |
0.7979 |
0.0010 |
0.1% |
0.7950 |
| Close |
0.7993 |
0.7979 |
-0.0014 |
-0.2% |
0.7961 |
| Range |
0.0035 |
0.0017 |
-0.0018 |
-51.4% |
0.0079 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-4.6% |
0.0000 |
| Volume |
8 |
28 |
20 |
250.0% |
56 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8036 |
0.8024 |
0.7988 |
|
| R3 |
0.8019 |
0.8007 |
0.7984 |
|
| R2 |
0.8002 |
0.8002 |
0.7982 |
|
| R1 |
0.7990 |
0.7990 |
0.7981 |
0.7988 |
| PP |
0.7985 |
0.7985 |
0.7985 |
0.7983 |
| S1 |
0.7973 |
0.7973 |
0.7977 |
0.7971 |
| S2 |
0.7968 |
0.7968 |
0.7976 |
|
| S3 |
0.7951 |
0.7956 |
0.7974 |
|
| S4 |
0.7934 |
0.7939 |
0.7970 |
|
|
| 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 |
0.8004 |
0.7944 |
0.0060 |
0.8% |
0.0035 |
0.4% |
58% |
False |
False |
13 |
| 10 |
0.8048 |
0.7944 |
0.0104 |
1.3% |
0.0034 |
0.4% |
34% |
False |
False |
12 |
| 20 |
0.8048 |
0.7809 |
0.0239 |
3.0% |
0.0039 |
0.5% |
71% |
False |
False |
11 |
| 40 |
0.8159 |
0.7809 |
0.0350 |
4.4% |
0.0047 |
0.6% |
49% |
False |
False |
14 |
| 60 |
0.8319 |
0.7809 |
0.0510 |
6.4% |
0.0043 |
0.5% |
33% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8068 |
|
2.618 |
0.8041 |
|
1.618 |
0.8024 |
|
1.000 |
0.8013 |
|
0.618 |
0.8007 |
|
HIGH |
0.7996 |
|
0.618 |
0.7990 |
|
0.500 |
0.7988 |
|
0.382 |
0.7985 |
|
LOW |
0.7979 |
|
0.618 |
0.7968 |
|
1.000 |
0.7962 |
|
1.618 |
0.7951 |
|
2.618 |
0.7934 |
|
4.250 |
0.7907 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7988 |
0.7977 |
| PP |
0.7985 |
0.7976 |
| S1 |
0.7982 |
0.7974 |
|