CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 08-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2021 |
08-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7980 |
0.7880 |
-0.0100 |
-1.3% |
0.7950 |
| High |
0.7986 |
0.7917 |
-0.0069 |
-0.9% |
0.8001 |
| Low |
0.7904 |
0.7837 |
-0.0067 |
-0.8% |
0.7905 |
| Close |
0.7909 |
0.7890 |
-0.0020 |
-0.2% |
0.7991 |
| Range |
0.0082 |
0.0080 |
-0.0002 |
-2.4% |
0.0096 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
3.6% |
0.0000 |
| Volume |
30 |
74 |
44 |
146.7% |
278 |
|
| Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8121 |
0.8085 |
0.7934 |
|
| R3 |
0.8041 |
0.8005 |
0.7912 |
|
| R2 |
0.7961 |
0.7961 |
0.7904 |
|
| R1 |
0.7925 |
0.7925 |
0.7897 |
0.7943 |
| PP |
0.7881 |
0.7881 |
0.7881 |
0.7890 |
| S1 |
0.7845 |
0.7845 |
0.7882 |
0.7863 |
| S2 |
0.7801 |
0.7801 |
0.7875 |
|
| S3 |
0.7721 |
0.7765 |
0.7868 |
|
| S4 |
0.7641 |
0.7685 |
0.7846 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8253 |
0.8218 |
0.8043 |
|
| R3 |
0.8157 |
0.8122 |
0.8017 |
|
| R2 |
0.8061 |
0.8061 |
0.8008 |
|
| R1 |
0.8026 |
0.8026 |
0.7999 |
0.8044 |
| PP |
0.7965 |
0.7965 |
0.7965 |
0.7974 |
| S1 |
0.7930 |
0.7930 |
0.7982 |
0.7948 |
| S2 |
0.7869 |
0.7869 |
0.7973 |
|
| S3 |
0.7773 |
0.7834 |
0.7964 |
|
| S4 |
0.7677 |
0.7738 |
0.7938 |
|
|
| 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% |
0.0054 |
0.7% |
32% |
False |
True |
30 |
| 10 |
0.8001 |
0.7837 |
0.0164 |
2.1% |
0.0051 |
0.6% |
32% |
False |
True |
43 |
| 20 |
0.8004 |
0.7724 |
0.0280 |
3.5% |
0.0048 |
0.6% |
59% |
False |
False |
44 |
| 40 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0045 |
0.6% |
51% |
False |
False |
28 |
| 60 |
0.8236 |
0.7724 |
0.0512 |
6.5% |
0.0049 |
0.6% |
32% |
False |
False |
24 |
| 80 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0045 |
0.6% |
28% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8257 |
|
2.618 |
0.8126 |
|
1.618 |
0.8046 |
|
1.000 |
0.7997 |
|
0.618 |
0.7966 |
|
HIGH |
0.7917 |
|
0.618 |
0.7886 |
|
0.500 |
0.7877 |
|
0.382 |
0.7868 |
|
LOW |
0.7837 |
|
0.618 |
0.7788 |
|
1.000 |
0.7757 |
|
1.618 |
0.7708 |
|
2.618 |
0.7628 |
|
4.250 |
0.7497 |
|
|
| Fisher Pivots for day following 08-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7885 |
0.7919 |
| PP |
0.7881 |
0.7909 |
| S1 |
0.7877 |
0.7899 |
|