CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 13-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
0.7984 |
0.7984 |
0.0000 |
0.0% |
0.7950 |
High |
0.7996 |
0.7996 |
-0.0001 |
0.0% |
0.8004 |
Low |
0.7979 |
0.7980 |
0.0001 |
0.0% |
0.7944 |
Close |
0.7979 |
0.7988 |
0.0009 |
0.1% |
0.7988 |
Range |
0.0017 |
0.0016 |
-0.0001 |
-5.9% |
0.0060 |
ATR |
0.0046 |
0.0044 |
-0.0002 |
-4.6% |
0.0000 |
Volume |
28 |
12 |
-16 |
-57.1% |
76 |
|
Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8036 |
0.8028 |
0.7996 |
|
R3 |
0.8020 |
0.8012 |
0.7992 |
|
R2 |
0.8004 |
0.8004 |
0.7990 |
|
R1 |
0.7996 |
0.7996 |
0.7989 |
0.8000 |
PP |
0.7988 |
0.7988 |
0.7988 |
0.7990 |
S1 |
0.7980 |
0.7980 |
0.7986 |
0.7984 |
S2 |
0.7972 |
0.7972 |
0.7985 |
|
S3 |
0.7956 |
0.7964 |
0.7983 |
|
S4 |
0.7940 |
0.7948 |
0.7979 |
|
|
Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8159 |
0.8133 |
0.8021 |
|
R3 |
0.8099 |
0.8073 |
0.8004 |
|
R2 |
0.8039 |
0.8039 |
0.7999 |
|
R1 |
0.8013 |
0.8013 |
0.7993 |
0.8026 |
PP |
0.7979 |
0.7979 |
0.7979 |
0.7985 |
S1 |
0.7953 |
0.7953 |
0.7982 |
0.7966 |
S2 |
0.7919 |
0.7919 |
0.7977 |
|
S3 |
0.7859 |
0.7893 |
0.7971 |
|
S4 |
0.7799 |
0.7833 |
0.7955 |
|
|
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% |
0.0028 |
0.3% |
73% |
False |
False |
15 |
10 |
0.8028 |
0.7944 |
0.0084 |
1.1% |
0.0032 |
0.4% |
52% |
False |
False |
13 |
20 |
0.8048 |
0.7809 |
0.0239 |
3.0% |
0.0038 |
0.5% |
75% |
False |
False |
11 |
40 |
0.8159 |
0.7809 |
0.0350 |
4.4% |
0.0047 |
0.6% |
51% |
False |
False |
13 |
60 |
0.8319 |
0.7809 |
0.0510 |
6.4% |
0.0043 |
0.5% |
35% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8064 |
2.618 |
0.8037 |
1.618 |
0.8021 |
1.000 |
0.8012 |
0.618 |
0.8005 |
HIGH |
0.7996 |
0.618 |
0.7989 |
0.500 |
0.7988 |
0.382 |
0.7986 |
LOW |
0.7980 |
0.618 |
0.7970 |
1.000 |
0.7964 |
1.618 |
0.7954 |
2.618 |
0.7938 |
4.250 |
0.7912 |
|
|
Fisher Pivots for day following 13-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7988 |
0.7987 |
PP |
0.7988 |
0.7987 |
S1 |
0.7988 |
0.7987 |
|