CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 13-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
0.7895 |
0.7884 |
-0.0011 |
-0.1% |
0.7980 |
High |
0.7945 |
0.7911 |
-0.0035 |
-0.4% |
0.7986 |
Low |
0.7881 |
0.7879 |
-0.0002 |
0.0% |
0.7837 |
Close |
0.7899 |
0.7895 |
-0.0005 |
-0.1% |
0.7899 |
Range |
0.0064 |
0.0032 |
-0.0033 |
-50.8% |
0.0149 |
ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
51 |
14 |
-37 |
-72.5% |
430 |
|
Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7989 |
0.7973 |
0.7912 |
|
R3 |
0.7958 |
0.7942 |
0.7903 |
|
R2 |
0.7926 |
0.7926 |
0.7900 |
|
R1 |
0.7910 |
0.7910 |
0.7897 |
0.7918 |
PP |
0.7895 |
0.7895 |
0.7895 |
0.7899 |
S1 |
0.7879 |
0.7879 |
0.7892 |
0.7887 |
S2 |
0.7863 |
0.7863 |
0.7889 |
|
S3 |
0.7832 |
0.7847 |
0.7886 |
|
S4 |
0.7800 |
0.7816 |
0.7877 |
|
|
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 |
0.7986 |
0.7837 |
0.0149 |
1.9% |
0.0064 |
0.8% |
39% |
False |
False |
88 |
10 |
0.8001 |
0.7837 |
0.0164 |
2.1% |
0.0051 |
0.6% |
35% |
False |
False |
72 |
20 |
0.8001 |
0.7724 |
0.0277 |
3.5% |
0.0053 |
0.7% |
62% |
False |
False |
58 |
40 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0046 |
0.6% |
53% |
False |
False |
35 |
60 |
0.8159 |
0.7724 |
0.0435 |
5.5% |
0.0049 |
0.6% |
39% |
False |
False |
28 |
80 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0046 |
0.6% |
29% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8044 |
2.618 |
0.7993 |
1.618 |
0.7961 |
1.000 |
0.7942 |
0.618 |
0.7930 |
HIGH |
0.7911 |
0.618 |
0.7898 |
0.500 |
0.7895 |
0.382 |
0.7891 |
LOW |
0.7879 |
0.618 |
0.7860 |
1.000 |
0.7848 |
1.618 |
0.7828 |
2.618 |
0.7797 |
4.250 |
0.7745 |
|
|
Fisher Pivots for day following 13-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7895 |
0.7901 |
PP |
0.7895 |
0.7899 |
S1 |
0.7895 |
0.7897 |
|