CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 01-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2021 |
01-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7921 |
0.7929 |
0.0008 |
0.1% |
0.7819 |
| High |
0.7954 |
0.7947 |
-0.0007 |
-0.1% |
0.7948 |
| Low |
0.7905 |
0.7915 |
0.0010 |
0.1% |
0.7816 |
| Close |
0.7932 |
0.7926 |
-0.0006 |
-0.1% |
0.7924 |
| Range |
0.0049 |
0.0032 |
-0.0017 |
-34.7% |
0.0132 |
| ATR |
0.0053 |
0.0052 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
22 |
22 |
0 |
0.0% |
132 |
|
| Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8025 |
0.8008 |
0.7944 |
|
| R3 |
0.7993 |
0.7976 |
0.7935 |
|
| R2 |
0.7961 |
0.7961 |
0.7932 |
|
| R1 |
0.7944 |
0.7944 |
0.7929 |
0.7936 |
| PP |
0.7929 |
0.7929 |
0.7929 |
0.7925 |
| S1 |
0.7912 |
0.7912 |
0.7923 |
0.7904 |
| S2 |
0.7897 |
0.7897 |
0.7920 |
|
| S3 |
0.7865 |
0.7880 |
0.7917 |
|
| S4 |
0.7833 |
0.7848 |
0.7908 |
|
|
| 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 |
0.7954 |
0.7871 |
0.0083 |
1.0% |
0.0048 |
0.6% |
67% |
False |
False |
61 |
| 10 |
0.7954 |
0.7724 |
0.0230 |
2.9% |
0.0057 |
0.7% |
88% |
False |
False |
68 |
| 20 |
0.8013 |
0.7724 |
0.0289 |
3.6% |
0.0043 |
0.5% |
70% |
False |
False |
39 |
| 40 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0045 |
0.6% |
62% |
False |
False |
26 |
| 60 |
0.8285 |
0.7724 |
0.0561 |
7.1% |
0.0047 |
0.6% |
36% |
False |
False |
22 |
| 80 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0044 |
0.6% |
34% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8083 |
|
2.618 |
0.8030 |
|
1.618 |
0.7998 |
|
1.000 |
0.7979 |
|
0.618 |
0.7966 |
|
HIGH |
0.7947 |
|
0.618 |
0.7934 |
|
0.500 |
0.7931 |
|
0.382 |
0.7927 |
|
LOW |
0.7915 |
|
0.618 |
0.7895 |
|
1.000 |
0.7883 |
|
1.618 |
0.7863 |
|
2.618 |
0.7831 |
|
4.250 |
0.7779 |
|
|
| Fisher Pivots for day following 01-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7931 |
0.7929 |
| PP |
0.7929 |
0.7928 |
| S1 |
0.7928 |
0.7927 |
|