CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 30-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7910 |
0.7950 |
0.0040 |
0.5% |
0.7819 |
| High |
0.7932 |
0.7950 |
0.0019 |
0.2% |
0.7948 |
| Low |
0.7871 |
0.7916 |
0.0045 |
0.6% |
0.7816 |
| Close |
0.7924 |
0.7931 |
0.0007 |
0.1% |
0.7924 |
| Range |
0.0061 |
0.0035 |
-0.0027 |
-43.4% |
0.0132 |
| ATR |
0.0055 |
0.0053 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
16 |
209 |
193 |
1,206.3% |
132 |
|
| Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8036 |
0.8018 |
0.7950 |
|
| R3 |
0.8001 |
0.7983 |
0.7940 |
|
| R2 |
0.7967 |
0.7967 |
0.7937 |
|
| R1 |
0.7949 |
0.7949 |
0.7934 |
0.7941 |
| PP |
0.7932 |
0.7932 |
0.7932 |
0.7928 |
| S1 |
0.7914 |
0.7914 |
0.7928 |
0.7906 |
| S2 |
0.7898 |
0.7898 |
0.7925 |
|
| S3 |
0.7863 |
0.7880 |
0.7922 |
|
| S4 |
0.7829 |
0.7845 |
0.7912 |
|
|
| 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 |
0.7950 |
0.7871 |
0.0080 |
1.0% |
0.0048 |
0.6% |
76% |
True |
False |
55 |
| 10 |
0.7950 |
0.7724 |
0.0226 |
2.8% |
0.0053 |
0.7% |
92% |
True |
False |
65 |
| 20 |
0.8013 |
0.7724 |
0.0289 |
3.6% |
0.0043 |
0.5% |
72% |
False |
False |
37 |
| 40 |
0.8127 |
0.7724 |
0.0403 |
5.1% |
0.0047 |
0.6% |
51% |
False |
False |
25 |
| 60 |
0.8286 |
0.7724 |
0.0562 |
7.1% |
0.0046 |
0.6% |
37% |
False |
False |
22 |
| 80 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0043 |
0.5% |
35% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8097 |
|
2.618 |
0.8040 |
|
1.618 |
0.8006 |
|
1.000 |
0.7985 |
|
0.618 |
0.7971 |
|
HIGH |
0.7950 |
|
0.618 |
0.7937 |
|
0.500 |
0.7933 |
|
0.382 |
0.7929 |
|
LOW |
0.7916 |
|
0.618 |
0.7894 |
|
1.000 |
0.7881 |
|
1.618 |
0.7860 |
|
2.618 |
0.7825 |
|
4.250 |
0.7769 |
|
|
| Fisher Pivots for day following 30-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7933 |
0.7924 |
| PP |
0.7932 |
0.7917 |
| S1 |
0.7932 |
0.7910 |
|