CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 27-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7941 |
0.7910 |
-0.0031 |
-0.4% |
0.7819 |
| High |
0.7944 |
0.7932 |
-0.0012 |
-0.2% |
0.7948 |
| Low |
0.7880 |
0.7871 |
-0.0009 |
-0.1% |
0.7816 |
| Close |
0.7883 |
0.7924 |
0.0042 |
0.5% |
0.7924 |
| Range |
0.0064 |
0.0061 |
-0.0003 |
-4.7% |
0.0132 |
| ATR |
0.0054 |
0.0055 |
0.0000 |
0.9% |
0.0000 |
| Volume |
36 |
16 |
-20 |
-55.6% |
132 |
|
| Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8092 |
0.8069 |
0.7958 |
|
| R3 |
0.8031 |
0.8008 |
0.7941 |
|
| R2 |
0.7970 |
0.7970 |
0.7935 |
|
| R1 |
0.7947 |
0.7947 |
0.7930 |
0.7958 |
| PP |
0.7909 |
0.7909 |
0.7909 |
0.7914 |
| S1 |
0.7886 |
0.7886 |
0.7918 |
0.7897 |
| S2 |
0.7848 |
0.7848 |
0.7913 |
|
| S3 |
0.7787 |
0.7825 |
0.7907 |
|
| S4 |
0.7726 |
0.7764 |
0.7890 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8290 |
0.8239 |
0.7996 |
|
| R3 |
0.8159 |
0.8107 |
0.7960 |
|
| R2 |
0.8027 |
0.8027 |
0.7948 |
|
| R1 |
0.7976 |
0.7976 |
0.7936 |
0.8002 |
| PP |
0.7896 |
0.7896 |
0.7896 |
0.7909 |
| S1 |
0.7844 |
0.7844 |
0.7912 |
0.7870 |
| S2 |
0.7764 |
0.7764 |
0.7900 |
|
| S3 |
0.7633 |
0.7713 |
0.7888 |
|
| S4 |
0.7501 |
0.7581 |
0.7852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7948 |
0.7816 |
0.0132 |
1.7% |
0.0059 |
0.7% |
82% |
False |
False |
26 |
| 10 |
0.7990 |
0.7724 |
0.0266 |
3.4% |
0.0054 |
0.7% |
75% |
False |
False |
45 |
| 20 |
0.8028 |
0.7724 |
0.0304 |
3.8% |
0.0043 |
0.5% |
66% |
False |
False |
29 |
| 40 |
0.8127 |
0.7724 |
0.0403 |
5.1% |
0.0048 |
0.6% |
50% |
False |
False |
20 |
| 60 |
0.8286 |
0.7724 |
0.0562 |
7.1% |
0.0046 |
0.6% |
36% |
False |
False |
19 |
| 80 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0043 |
0.5% |
34% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8191 |
|
2.618 |
0.8091 |
|
1.618 |
0.8030 |
|
1.000 |
0.7993 |
|
0.618 |
0.7969 |
|
HIGH |
0.7932 |
|
0.618 |
0.7908 |
|
0.500 |
0.7901 |
|
0.382 |
0.7894 |
|
LOW |
0.7871 |
|
0.618 |
0.7833 |
|
1.000 |
0.7810 |
|
1.618 |
0.7772 |
|
2.618 |
0.7711 |
|
4.250 |
0.7611 |
|
|
| Fisher Pivots for day following 27-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7916 |
0.7918 |
| PP |
0.7909 |
0.7913 |
| S1 |
0.7901 |
0.7907 |
|