CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 27-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2021 |
27-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7900 |
0.7910 |
0.0010 |
0.1% |
0.7821 |
| High |
0.7910 |
0.7930 |
0.0020 |
0.2% |
0.7914 |
| Low |
0.7856 |
0.7892 |
0.0037 |
0.5% |
0.7755 |
| Close |
0.7898 |
0.7923 |
0.0025 |
0.3% |
0.7898 |
| Range |
0.0055 |
0.0038 |
-0.0017 |
-31.2% |
0.0160 |
| ATR |
0.0062 |
0.0061 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
42 |
116 |
74 |
176.2% |
485 |
|
| Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8027 |
0.8013 |
0.7944 |
|
| R3 |
0.7990 |
0.7975 |
0.7933 |
|
| R2 |
0.7952 |
0.7952 |
0.7930 |
|
| R1 |
0.7938 |
0.7938 |
0.7926 |
0.7945 |
| PP |
0.7915 |
0.7915 |
0.7915 |
0.7919 |
| S1 |
0.7900 |
0.7900 |
0.7920 |
0.7908 |
| S2 |
0.7877 |
0.7877 |
0.7916 |
|
| S3 |
0.7840 |
0.7863 |
0.7913 |
|
| S4 |
0.7802 |
0.7825 |
0.7902 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8334 |
0.8276 |
0.7986 |
|
| R3 |
0.8175 |
0.8116 |
0.7942 |
|
| R2 |
0.8015 |
0.8015 |
0.7927 |
|
| R1 |
0.7957 |
0.7957 |
0.7913 |
0.7986 |
| PP |
0.7856 |
0.7856 |
0.7856 |
0.7870 |
| S1 |
0.7797 |
0.7797 |
0.7883 |
0.7826 |
| S2 |
0.7696 |
0.7696 |
0.7869 |
|
| S3 |
0.7537 |
0.7638 |
0.7854 |
|
| S4 |
0.7377 |
0.7478 |
0.7810 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7930 |
0.7784 |
0.0146 |
1.8% |
0.0066 |
0.8% |
96% |
True |
False |
105 |
| 10 |
0.7934 |
0.7755 |
0.0180 |
2.3% |
0.0064 |
0.8% |
94% |
False |
False |
86 |
| 20 |
0.8001 |
0.7755 |
0.0246 |
3.1% |
0.0058 |
0.7% |
68% |
False |
False |
79 |
| 40 |
0.8028 |
0.7724 |
0.0304 |
3.8% |
0.0050 |
0.6% |
65% |
False |
False |
54 |
| 60 |
0.8127 |
0.7724 |
0.0403 |
5.1% |
0.0051 |
0.6% |
49% |
False |
False |
40 |
| 80 |
0.8286 |
0.7724 |
0.0562 |
7.1% |
0.0049 |
0.6% |
35% |
False |
False |
34 |
| 100 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0046 |
0.6% |
33% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8089 |
|
2.618 |
0.8028 |
|
1.618 |
0.7990 |
|
1.000 |
0.7967 |
|
0.618 |
0.7953 |
|
HIGH |
0.7930 |
|
0.618 |
0.7915 |
|
0.500 |
0.7911 |
|
0.382 |
0.7906 |
|
LOW |
0.7892 |
|
0.618 |
0.7869 |
|
1.000 |
0.7855 |
|
1.618 |
0.7831 |
|
2.618 |
0.7794 |
|
4.250 |
0.7733 |
|
|
| Fisher Pivots for day following 27-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7919 |
0.7906 |
| PP |
0.7915 |
0.7889 |
| S1 |
0.7911 |
0.7872 |
|