CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 24-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7819 |
0.7902 |
0.0084 |
1.1% |
0.7987 |
| High |
0.7908 |
0.7948 |
0.0040 |
0.5% |
0.7990 |
| Low |
0.7816 |
0.7902 |
0.0086 |
1.1% |
0.7724 |
| Close |
0.7908 |
0.7940 |
0.0032 |
0.4% |
0.7784 |
| Range |
0.0092 |
0.0046 |
-0.0046 |
-50.0% |
0.0266 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
63 |
15 |
-48 |
-76.2% |
320 |
|
| Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8068 |
0.8050 |
0.7965 |
|
| R3 |
0.8022 |
0.8004 |
0.7952 |
|
| R2 |
0.7976 |
0.7976 |
0.7948 |
|
| R1 |
0.7958 |
0.7958 |
0.7944 |
0.7967 |
| PP |
0.7930 |
0.7930 |
0.7930 |
0.7934 |
| S1 |
0.7912 |
0.7912 |
0.7935 |
0.7921 |
| S2 |
0.7884 |
0.7884 |
0.7931 |
|
| S3 |
0.7838 |
0.7866 |
0.7927 |
|
| S4 |
0.7792 |
0.7820 |
0.7914 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8629 |
0.8472 |
0.7930 |
|
| R3 |
0.8364 |
0.8207 |
0.7857 |
|
| R2 |
0.8098 |
0.8098 |
0.7833 |
|
| R1 |
0.7941 |
0.7941 |
0.7808 |
0.7887 |
| PP |
0.7833 |
0.7833 |
0.7833 |
0.7805 |
| S1 |
0.7676 |
0.7676 |
0.7760 |
0.7621 |
| S2 |
0.7567 |
0.7567 |
0.7735 |
|
| S3 |
0.7302 |
0.7410 |
0.7711 |
|
| S4 |
0.7036 |
0.7145 |
0.7638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7948 |
0.7724 |
0.0224 |
2.8% |
0.0066 |
0.8% |
96% |
True |
False |
77 |
| 10 |
0.8004 |
0.7724 |
0.0280 |
3.5% |
0.0045 |
0.6% |
77% |
False |
False |
44 |
| 20 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0040 |
0.5% |
67% |
False |
False |
26 |
| 40 |
0.8127 |
0.7724 |
0.0403 |
5.1% |
0.0048 |
0.6% |
54% |
False |
False |
22 |
| 60 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0045 |
0.6% |
36% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8143 |
|
2.618 |
0.8068 |
|
1.618 |
0.8022 |
|
1.000 |
0.7994 |
|
0.618 |
0.7976 |
|
HIGH |
0.7948 |
|
0.618 |
0.7930 |
|
0.500 |
0.7925 |
|
0.382 |
0.7919 |
|
LOW |
0.7902 |
|
0.618 |
0.7873 |
|
1.000 |
0.7856 |
|
1.618 |
0.7827 |
|
2.618 |
0.7781 |
|
4.250 |
0.7706 |
|
|
| Fisher Pivots for day following 24-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7935 |
0.7905 |
| PP |
0.7930 |
0.7870 |
| S1 |
0.7925 |
0.7836 |
|