CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 10-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
0.7870 |
0.7895 |
0.0025 |
0.3% |
0.7980 |
High |
0.7920 |
0.7945 |
0.0025 |
0.3% |
0.7986 |
Low |
0.7857 |
0.7881 |
0.0024 |
0.3% |
0.7837 |
Close |
0.7906 |
0.7899 |
-0.0007 |
-0.1% |
0.7899 |
Range |
0.0063 |
0.0064 |
0.0001 |
1.6% |
0.0149 |
ATR |
0.0056 |
0.0056 |
0.0001 |
1.1% |
0.0000 |
Volume |
275 |
51 |
-224 |
-81.5% |
430 |
|
Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8100 |
0.8064 |
0.7934 |
|
R3 |
0.8036 |
0.8000 |
0.7917 |
|
R2 |
0.7972 |
0.7972 |
0.7911 |
|
R1 |
0.7936 |
0.7936 |
0.7905 |
0.7954 |
PP |
0.7908 |
0.7908 |
0.7908 |
0.7918 |
S1 |
0.7872 |
0.7872 |
0.7893 |
0.7890 |
S2 |
0.7844 |
0.7844 |
0.7887 |
|
S3 |
0.7780 |
0.7808 |
0.7881 |
|
S4 |
0.7716 |
0.7744 |
0.7864 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8354 |
0.8276 |
0.7981 |
|
R3 |
0.8205 |
0.8127 |
0.7940 |
|
R2 |
0.8056 |
0.8056 |
0.7926 |
|
R1 |
0.7978 |
0.7978 |
0.7913 |
0.7943 |
PP |
0.7907 |
0.7907 |
0.7907 |
0.7890 |
S1 |
0.7829 |
0.7829 |
0.7885 |
0.7794 |
S2 |
0.7758 |
0.7758 |
0.7872 |
|
S3 |
0.7609 |
0.7680 |
0.7858 |
|
S4 |
0.7460 |
0.7531 |
0.7817 |
|
|
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% |
0.0063 |
0.8% |
38% |
False |
False |
88 |
10 |
0.8001 |
0.7837 |
0.0164 |
2.1% |
0.0054 |
0.7% |
38% |
False |
False |
72 |
20 |
0.8001 |
0.7724 |
0.0277 |
3.5% |
0.0052 |
0.7% |
63% |
False |
False |
58 |
40 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0046 |
0.6% |
54% |
False |
False |
35 |
60 |
0.8159 |
0.7724 |
0.0435 |
5.5% |
0.0049 |
0.6% |
40% |
False |
False |
29 |
80 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0046 |
0.6% |
29% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8217 |
2.618 |
0.8113 |
1.618 |
0.8049 |
1.000 |
0.8009 |
0.618 |
0.7985 |
HIGH |
0.7945 |
0.618 |
0.7921 |
0.500 |
0.7913 |
0.382 |
0.7905 |
LOW |
0.7881 |
0.618 |
0.7841 |
1.000 |
0.7817 |
1.618 |
0.7777 |
2.618 |
0.7713 |
4.250 |
0.7609 |
|
|
Fisher Pivots for day following 10-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7913 |
0.7896 |
PP |
0.7908 |
0.7894 |
S1 |
0.7904 |
0.7891 |
|