CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 17-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7987 |
0.7922 |
-0.0065 |
-0.8% |
0.7950 |
| High |
0.7990 |
0.7922 |
-0.0068 |
-0.8% |
0.8004 |
| Low |
0.7949 |
0.7908 |
-0.0041 |
-0.5% |
0.7944 |
| Close |
0.7954 |
0.7920 |
-0.0034 |
-0.4% |
0.7988 |
| Range |
0.0041 |
0.0014 |
-0.0027 |
-65.9% |
0.0060 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.3% |
0.0000 |
| Volume |
6 |
3 |
-3 |
-50.0% |
76 |
|
| Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7959 |
0.7953 |
0.7927 |
|
| R3 |
0.7945 |
0.7939 |
0.7923 |
|
| R2 |
0.7931 |
0.7931 |
0.7922 |
|
| R1 |
0.7925 |
0.7925 |
0.7921 |
0.7921 |
| PP |
0.7917 |
0.7917 |
0.7917 |
0.7914 |
| S1 |
0.7911 |
0.7911 |
0.7918 |
0.7907 |
| S2 |
0.7903 |
0.7903 |
0.7917 |
|
| S3 |
0.7889 |
0.7897 |
0.7916 |
|
| S4 |
0.7875 |
0.7883 |
0.7912 |
|
|
| 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 |
0.7908 |
0.0096 |
1.2% |
0.0025 |
0.3% |
12% |
False |
True |
11 |
| 10 |
0.8013 |
0.7908 |
0.0105 |
1.3% |
0.0028 |
0.4% |
11% |
False |
True |
9 |
| 20 |
0.8048 |
0.7858 |
0.0190 |
2.4% |
0.0036 |
0.5% |
32% |
False |
False |
9 |
| 40 |
0.8159 |
0.7809 |
0.0350 |
4.4% |
0.0045 |
0.6% |
32% |
False |
False |
13 |
| 60 |
0.8319 |
0.7809 |
0.0510 |
6.4% |
0.0043 |
0.5% |
22% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7982 |
|
2.618 |
0.7959 |
|
1.618 |
0.7945 |
|
1.000 |
0.7936 |
|
0.618 |
0.7931 |
|
HIGH |
0.7922 |
|
0.618 |
0.7917 |
|
0.500 |
0.7915 |
|
0.382 |
0.7913 |
|
LOW |
0.7908 |
|
0.618 |
0.7899 |
|
1.000 |
0.7894 |
|
1.618 |
0.7885 |
|
2.618 |
0.7871 |
|
4.250 |
0.7849 |
|
|
| Fisher Pivots for day following 17-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7918 |
0.7952 |
| PP |
0.7917 |
0.7941 |
| S1 |
0.7915 |
0.7930 |
|