CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 16-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
0.7984 |
0.7987 |
0.0003 |
0.0% |
0.7950 |
High |
0.7996 |
0.7990 |
-0.0006 |
-0.1% |
0.8004 |
Low |
0.7980 |
0.7949 |
-0.0031 |
-0.4% |
0.7944 |
Close |
0.7988 |
0.7954 |
-0.0034 |
-0.4% |
0.7988 |
Range |
0.0016 |
0.0041 |
0.0025 |
156.3% |
0.0060 |
ATR |
0.0044 |
0.0044 |
0.0000 |
-0.5% |
0.0000 |
Volume |
12 |
6 |
-6 |
-50.0% |
76 |
|
Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8087 |
0.8061 |
0.7976 |
|
R3 |
0.8046 |
0.8020 |
0.7965 |
|
R2 |
0.8005 |
0.8005 |
0.7961 |
|
R1 |
0.7979 |
0.7979 |
0.7957 |
0.7972 |
PP |
0.7964 |
0.7964 |
0.7964 |
0.7960 |
S1 |
0.7938 |
0.7938 |
0.7950 |
0.7931 |
S2 |
0.7923 |
0.7923 |
0.7946 |
|
S3 |
0.7882 |
0.7897 |
0.7942 |
|
S4 |
0.7841 |
0.7856 |
0.7931 |
|
|
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% |
0.0030 |
0.4% |
16% |
False |
False |
14 |
10 |
0.8013 |
0.7944 |
0.0069 |
0.9% |
0.0032 |
0.4% |
14% |
False |
False |
9 |
20 |
0.8048 |
0.7823 |
0.0225 |
2.8% |
0.0038 |
0.5% |
58% |
False |
False |
9 |
40 |
0.8159 |
0.7809 |
0.0350 |
4.4% |
0.0046 |
0.6% |
41% |
False |
False |
13 |
60 |
0.8319 |
0.7809 |
0.0510 |
6.4% |
0.0043 |
0.5% |
28% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8164 |
2.618 |
0.8097 |
1.618 |
0.8056 |
1.000 |
0.8031 |
0.618 |
0.8015 |
HIGH |
0.7990 |
0.618 |
0.7974 |
0.500 |
0.7969 |
0.382 |
0.7964 |
LOW |
0.7949 |
0.618 |
0.7923 |
1.000 |
0.7908 |
1.618 |
0.7882 |
2.618 |
0.7841 |
4.250 |
0.7774 |
|
|
Fisher Pivots for day following 16-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7969 |
0.7972 |
PP |
0.7964 |
0.7966 |
S1 |
0.7959 |
0.7960 |
|