CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 18-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7922 |
0.7926 |
0.0004 |
0.0% |
0.7950 |
| High |
0.7922 |
0.7935 |
0.0013 |
0.2% |
0.8004 |
| Low |
0.7908 |
0.7901 |
-0.0008 |
-0.1% |
0.7944 |
| Close |
0.7920 |
0.7915 |
-0.0005 |
-0.1% |
0.7988 |
| Range |
0.0014 |
0.0035 |
0.0021 |
146.4% |
0.0060 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
3 |
10 |
7 |
233.3% |
76 |
|
| Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8020 |
0.8002 |
0.7934 |
|
| R3 |
0.7986 |
0.7968 |
0.7924 |
|
| R2 |
0.7951 |
0.7951 |
0.7921 |
|
| R1 |
0.7933 |
0.7933 |
0.7918 |
0.7925 |
| PP |
0.7917 |
0.7917 |
0.7917 |
0.7913 |
| S1 |
0.7899 |
0.7899 |
0.7912 |
0.7891 |
| S2 |
0.7882 |
0.7882 |
0.7909 |
|
| S3 |
0.7848 |
0.7864 |
0.7906 |
|
| S4 |
0.7813 |
0.7830 |
0.7896 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8159 |
0.8133 |
0.8021 |
|
| R3 |
0.8099 |
0.8073 |
0.8004 |
|
| R2 |
0.8039 |
0.8039 |
0.7999 |
|
| R1 |
0.8013 |
0.8013 |
0.7993 |
0.8026 |
| PP |
0.7979 |
0.7979 |
0.7979 |
0.7985 |
| S1 |
0.7953 |
0.7953 |
0.7982 |
0.7966 |
| S2 |
0.7919 |
0.7919 |
0.7977 |
|
| S3 |
0.7859 |
0.7893 |
0.7971 |
|
| S4 |
0.7799 |
0.7833 |
0.7955 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7996 |
0.7901 |
0.0096 |
1.2% |
0.0025 |
0.3% |
15% |
False |
True |
11 |
| 10 |
0.8013 |
0.7901 |
0.0112 |
1.4% |
0.0029 |
0.4% |
13% |
False |
True |
9 |
| 20 |
0.8048 |
0.7901 |
0.0147 |
1.9% |
0.0031 |
0.4% |
10% |
False |
True |
9 |
| 40 |
0.8159 |
0.7809 |
0.0350 |
4.4% |
0.0044 |
0.6% |
30% |
False |
False |
13 |
| 60 |
0.8319 |
0.7809 |
0.0510 |
6.4% |
0.0043 |
0.5% |
21% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8082 |
|
2.618 |
0.8025 |
|
1.618 |
0.7991 |
|
1.000 |
0.7970 |
|
0.618 |
0.7956 |
|
HIGH |
0.7935 |
|
0.618 |
0.7922 |
|
0.500 |
0.7918 |
|
0.382 |
0.7914 |
|
LOW |
0.7901 |
|
0.618 |
0.7879 |
|
1.000 |
0.7866 |
|
1.618 |
0.7845 |
|
2.618 |
0.7810 |
|
4.250 |
0.7754 |
|
|
| Fisher Pivots for day following 18-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7918 |
0.7945 |
| PP |
0.7917 |
0.7935 |
| S1 |
0.7916 |
0.7925 |
|