CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 07-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7979 |
0.7980 |
0.0001 |
0.0% |
0.7950 |
| High |
0.8001 |
0.7986 |
-0.0015 |
-0.2% |
0.8001 |
| Low |
0.7976 |
0.7904 |
-0.0072 |
-0.9% |
0.7905 |
| Close |
0.7991 |
0.7909 |
-0.0082 |
-1.0% |
0.7991 |
| Range |
0.0025 |
0.0082 |
0.0058 |
234.7% |
0.0096 |
| ATR |
0.0050 |
0.0053 |
0.0003 |
5.1% |
0.0000 |
| Volume |
11 |
30 |
19 |
172.7% |
278 |
|
| Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8179 |
0.8126 |
0.7954 |
|
| R3 |
0.8097 |
0.8044 |
0.7932 |
|
| R2 |
0.8015 |
0.8015 |
0.7924 |
|
| R1 |
0.7962 |
0.7962 |
0.7917 |
0.7948 |
| PP |
0.7933 |
0.7933 |
0.7933 |
0.7926 |
| S1 |
0.7880 |
0.7880 |
0.7901 |
0.7866 |
| S2 |
0.7851 |
0.7851 |
0.7894 |
|
| S3 |
0.7769 |
0.7798 |
0.7886 |
|
| S4 |
0.7687 |
0.7716 |
0.7864 |
|
|
| 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 |
0.7904 |
0.0097 |
1.2% |
0.0048 |
0.6% |
5% |
False |
True |
19 |
| 10 |
0.8001 |
0.7871 |
0.0130 |
1.6% |
0.0048 |
0.6% |
30% |
False |
False |
37 |
| 20 |
0.8004 |
0.7724 |
0.0280 |
3.5% |
0.0046 |
0.6% |
66% |
False |
False |
41 |
| 40 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0045 |
0.6% |
57% |
False |
False |
27 |
| 60 |
0.8238 |
0.7724 |
0.0514 |
6.5% |
0.0047 |
0.6% |
36% |
False |
False |
22 |
| 80 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0045 |
0.6% |
31% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8335 |
|
2.618 |
0.8201 |
|
1.618 |
0.8119 |
|
1.000 |
0.8068 |
|
0.618 |
0.8037 |
|
HIGH |
0.7986 |
|
0.618 |
0.7955 |
|
0.500 |
0.7945 |
|
0.382 |
0.7935 |
|
LOW |
0.7904 |
|
0.618 |
0.7853 |
|
1.000 |
0.7822 |
|
1.618 |
0.7771 |
|
2.618 |
0.7689 |
|
4.250 |
0.7556 |
|
|
| Fisher Pivots for day following 07-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7945 |
0.7952 |
| PP |
0.7933 |
0.7938 |
| S1 |
0.7921 |
0.7923 |
|