CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 03-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7939 |
0.7979 |
0.0041 |
0.5% |
0.7950 |
| High |
0.7965 |
0.8001 |
0.0036 |
0.4% |
0.8001 |
| Low |
0.7914 |
0.7976 |
0.0062 |
0.8% |
0.7905 |
| Close |
0.7964 |
0.7991 |
0.0027 |
0.3% |
0.7991 |
| Range |
0.0051 |
0.0025 |
-0.0027 |
-52.0% |
0.0096 |
| ATR |
0.0052 |
0.0050 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
14 |
11 |
-3 |
-21.4% |
278 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8063 |
0.8051 |
0.8004 |
|
| R3 |
0.8038 |
0.8027 |
0.7997 |
|
| R2 |
0.8014 |
0.8014 |
0.7995 |
|
| R1 |
0.8002 |
0.8002 |
0.7993 |
0.8008 |
| PP |
0.7989 |
0.7989 |
0.7989 |
0.7992 |
| S1 |
0.7978 |
0.7978 |
0.7988 |
0.7983 |
| S2 |
0.7965 |
0.7965 |
0.7986 |
|
| S3 |
0.7940 |
0.7953 |
0.7984 |
|
| S4 |
0.7916 |
0.7929 |
0.7977 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8253 |
0.8218 |
0.8043 |
|
| R3 |
0.8157 |
0.8122 |
0.8017 |
|
| R2 |
0.8061 |
0.8061 |
0.8008 |
|
| R1 |
0.8026 |
0.8026 |
0.7999 |
0.8044 |
| PP |
0.7965 |
0.7965 |
0.7965 |
0.7974 |
| S1 |
0.7930 |
0.7930 |
0.7982 |
0.7948 |
| S2 |
0.7869 |
0.7869 |
0.7973 |
|
| S3 |
0.7773 |
0.7834 |
0.7964 |
|
| S4 |
0.7677 |
0.7738 |
0.7938 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8001 |
0.7905 |
0.0096 |
1.2% |
0.0038 |
0.5% |
90% |
True |
False |
55 |
| 10 |
0.8001 |
0.7816 |
0.0185 |
2.3% |
0.0049 |
0.6% |
95% |
True |
False |
41 |
| 20 |
0.8004 |
0.7724 |
0.0280 |
3.5% |
0.0044 |
0.5% |
95% |
False |
False |
40 |
| 40 |
0.8048 |
0.7724 |
0.0324 |
4.0% |
0.0044 |
0.5% |
82% |
False |
False |
26 |
| 60 |
0.8276 |
0.7724 |
0.0552 |
6.9% |
0.0047 |
0.6% |
48% |
False |
False |
22 |
| 80 |
0.8319 |
0.7724 |
0.0595 |
7.4% |
0.0044 |
0.6% |
45% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8105 |
|
2.618 |
0.8065 |
|
1.618 |
0.8040 |
|
1.000 |
0.8025 |
|
0.618 |
0.8016 |
|
HIGH |
0.8001 |
|
0.618 |
0.7991 |
|
0.500 |
0.7988 |
|
0.382 |
0.7985 |
|
LOW |
0.7976 |
|
0.618 |
0.7961 |
|
1.000 |
0.7952 |
|
1.618 |
0.7936 |
|
2.618 |
0.7912 |
|
4.250 |
0.7872 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7990 |
0.7979 |
| PP |
0.7989 |
0.7968 |
| S1 |
0.7988 |
0.7957 |
|