CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 25-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2021 |
25-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7902 |
0.7920 |
0.0018 |
0.2% |
0.7987 |
| High |
0.7948 |
0.7942 |
-0.0006 |
-0.1% |
0.7990 |
| Low |
0.7902 |
0.7910 |
0.0008 |
0.1% |
0.7724 |
| Close |
0.7940 |
0.7937 |
-0.0003 |
0.0% |
0.7784 |
| Range |
0.0046 |
0.0032 |
-0.0014 |
-30.4% |
0.0266 |
| ATR |
0.0055 |
0.0054 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
15 |
2 |
-13 |
-86.7% |
320 |
|
| Daily Pivots for day following 25-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8025 |
0.8013 |
0.7954 |
|
| R3 |
0.7993 |
0.7981 |
0.7945 |
|
| R2 |
0.7961 |
0.7961 |
0.7942 |
|
| R1 |
0.7949 |
0.7949 |
0.7939 |
0.7955 |
| PP |
0.7929 |
0.7929 |
0.7929 |
0.7932 |
| S1 |
0.7917 |
0.7917 |
0.7934 |
0.7923 |
| S2 |
0.7897 |
0.7897 |
0.7931 |
|
| S3 |
0.7865 |
0.7885 |
0.7928 |
|
| S4 |
0.7833 |
0.7853 |
0.7919 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8629 |
0.8472 |
0.7930 |
|
| R3 |
0.8364 |
0.8207 |
0.7857 |
|
| R2 |
0.8098 |
0.8098 |
0.7833 |
|
| R1 |
0.7941 |
0.7941 |
0.7808 |
0.7887 |
| PP |
0.7833 |
0.7833 |
0.7833 |
0.7805 |
| S1 |
0.7676 |
0.7676 |
0.7760 |
0.7621 |
| S2 |
0.7567 |
0.7567 |
0.7735 |
|
| S3 |
0.7302 |
0.7410 |
0.7711 |
|
| S4 |
0.7036 |
0.7145 |
0.7638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7948 |
0.7724 |
0.0224 |
2.8% |
0.0065 |
0.8% |
95% |
False |
False |
76 |
| 10 |
0.7996 |
0.7724 |
0.0272 |
3.4% |
0.0045 |
0.6% |
78% |
False |
False |
44 |
| 20 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0039 |
0.5% |
66% |
False |
False |
26 |
| 40 |
0.8127 |
0.7724 |
0.0403 |
5.1% |
0.0048 |
0.6% |
53% |
False |
False |
20 |
| 60 |
0.8311 |
0.7724 |
0.0587 |
7.4% |
0.0046 |
0.6% |
36% |
False |
False |
18 |
| 80 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0042 |
0.5% |
36% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8078 |
|
2.618 |
0.8025 |
|
1.618 |
0.7993 |
|
1.000 |
0.7974 |
|
0.618 |
0.7961 |
|
HIGH |
0.7942 |
|
0.618 |
0.7929 |
|
0.500 |
0.7926 |
|
0.382 |
0.7922 |
|
LOW |
0.7910 |
|
0.618 |
0.7890 |
|
1.000 |
0.7878 |
|
1.618 |
0.7858 |
|
2.618 |
0.7826 |
|
4.250 |
0.7774 |
|
|
| Fisher Pivots for day following 25-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7933 |
0.7918 |
| PP |
0.7929 |
0.7900 |
| S1 |
0.7926 |
0.7882 |
|