CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 09-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2021 |
09-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7880 |
0.7870 |
-0.0010 |
-0.1% |
0.7950 |
| High |
0.7917 |
0.7920 |
0.0003 |
0.0% |
0.8001 |
| Low |
0.7837 |
0.7857 |
0.0020 |
0.3% |
0.7905 |
| Close |
0.7890 |
0.7906 |
0.0016 |
0.2% |
0.7991 |
| Range |
0.0080 |
0.0063 |
-0.0017 |
-21.3% |
0.0096 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.0% |
0.0000 |
| Volume |
74 |
275 |
201 |
271.6% |
278 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8083 |
0.8057 |
0.7940 |
|
| R3 |
0.8020 |
0.7994 |
0.7923 |
|
| R2 |
0.7957 |
0.7957 |
0.7917 |
|
| R1 |
0.7931 |
0.7931 |
0.7911 |
0.7944 |
| PP |
0.7894 |
0.7894 |
0.7894 |
0.7901 |
| S1 |
0.7868 |
0.7868 |
0.7900 |
0.7881 |
| S2 |
0.7831 |
0.7831 |
0.7894 |
|
| S3 |
0.7768 |
0.7805 |
0.7888 |
|
| S4 |
0.7705 |
0.7742 |
0.7871 |
|
|
| 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 |
0.7837 |
0.0164 |
2.1% |
0.0060 |
0.8% |
42% |
False |
False |
80 |
| 10 |
0.8001 |
0.7837 |
0.0164 |
2.1% |
0.0054 |
0.7% |
42% |
False |
False |
70 |
| 20 |
0.8001 |
0.7724 |
0.0277 |
3.5% |
0.0050 |
0.6% |
66% |
False |
False |
57 |
| 40 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0046 |
0.6% |
56% |
False |
False |
34 |
| 60 |
0.8219 |
0.7724 |
0.0495 |
6.3% |
0.0049 |
0.6% |
37% |
False |
False |
28 |
| 80 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0045 |
0.6% |
31% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8188 |
|
2.618 |
0.8085 |
|
1.618 |
0.8022 |
|
1.000 |
0.7983 |
|
0.618 |
0.7959 |
|
HIGH |
0.7920 |
|
0.618 |
0.7896 |
|
0.500 |
0.7889 |
|
0.382 |
0.7881 |
|
LOW |
0.7857 |
|
0.618 |
0.7818 |
|
1.000 |
0.7794 |
|
1.618 |
0.7755 |
|
2.618 |
0.7692 |
|
4.250 |
0.7589 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7900 |
0.7912 |
| PP |
0.7894 |
0.7910 |
| S1 |
0.7889 |
0.7908 |
|