CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 02-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2021 |
02-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
0.7929 |
0.7939 |
0.0010 |
0.1% |
0.7819 |
High |
0.7947 |
0.7965 |
0.0019 |
0.2% |
0.7948 |
Low |
0.7915 |
0.7914 |
-0.0001 |
0.0% |
0.7816 |
Close |
0.7926 |
0.7964 |
0.0038 |
0.5% |
0.7924 |
Range |
0.0032 |
0.0051 |
0.0019 |
59.4% |
0.0132 |
ATR |
0.0052 |
0.0052 |
0.0000 |
-0.1% |
0.0000 |
Volume |
22 |
14 |
-8 |
-36.4% |
132 |
|
Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8101 |
0.8083 |
0.7992 |
|
R3 |
0.8050 |
0.8032 |
0.7978 |
|
R2 |
0.7999 |
0.7999 |
0.7973 |
|
R1 |
0.7981 |
0.7981 |
0.7969 |
0.7990 |
PP |
0.7948 |
0.7948 |
0.7948 |
0.7952 |
S1 |
0.7930 |
0.7930 |
0.7959 |
0.7939 |
S2 |
0.7897 |
0.7897 |
0.7955 |
|
S3 |
0.7846 |
0.7879 |
0.7950 |
|
S4 |
0.7795 |
0.7828 |
0.7936 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8290 |
0.8239 |
0.7996 |
|
R3 |
0.8159 |
0.8107 |
0.7960 |
|
R2 |
0.8027 |
0.8027 |
0.7948 |
|
R1 |
0.7976 |
0.7976 |
0.7936 |
0.8002 |
PP |
0.7896 |
0.7896 |
0.7896 |
0.7909 |
S1 |
0.7844 |
0.7844 |
0.7912 |
0.7870 |
S2 |
0.7764 |
0.7764 |
0.7900 |
|
S3 |
0.7633 |
0.7713 |
0.7888 |
|
S4 |
0.7501 |
0.7581 |
0.7852 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7965 |
0.7871 |
0.0095 |
1.2% |
0.0046 |
0.6% |
99% |
True |
False |
56 |
10 |
0.7965 |
0.7724 |
0.0241 |
3.0% |
0.0054 |
0.7% |
100% |
True |
False |
60 |
20 |
0.8004 |
0.7724 |
0.0280 |
3.5% |
0.0045 |
0.6% |
86% |
False |
False |
39 |
40 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0045 |
0.6% |
74% |
False |
False |
26 |
60 |
0.8278 |
0.7724 |
0.0554 |
7.0% |
0.0047 |
0.6% |
43% |
False |
False |
22 |
80 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0044 |
0.6% |
40% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8182 |
2.618 |
0.8099 |
1.618 |
0.8048 |
1.000 |
0.8016 |
0.618 |
0.7997 |
HIGH |
0.7965 |
0.618 |
0.7946 |
0.500 |
0.7940 |
0.382 |
0.7933 |
LOW |
0.7914 |
0.618 |
0.7882 |
1.000 |
0.7863 |
1.618 |
0.7831 |
2.618 |
0.7780 |
4.250 |
0.7697 |
|
|
Fisher Pivots for day following 02-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7956 |
0.7954 |
PP |
0.7948 |
0.7945 |
S1 |
0.7940 |
0.7935 |
|