CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 30-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2021 |
30-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7882 |
0.7835 |
-0.0048 |
-0.6% |
0.7821 |
| High |
0.7893 |
0.7916 |
0.0024 |
0.3% |
0.7914 |
| Low |
0.7829 |
0.7835 |
0.0006 |
0.1% |
0.7755 |
| Close |
0.7845 |
0.7900 |
0.0055 |
0.7% |
0.7898 |
| Range |
0.0064 |
0.0082 |
0.0018 |
27.3% |
0.0160 |
| ATR |
0.0061 |
0.0063 |
0.0001 |
2.3% |
0.0000 |
| Volume |
78 |
168 |
90 |
115.4% |
485 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8128 |
0.8095 |
0.7944 |
|
| R3 |
0.8046 |
0.8014 |
0.7922 |
|
| R2 |
0.7965 |
0.7965 |
0.7914 |
|
| R1 |
0.7932 |
0.7932 |
0.7907 |
0.7949 |
| PP |
0.7883 |
0.7883 |
0.7883 |
0.7892 |
| S1 |
0.7851 |
0.7851 |
0.7892 |
0.7867 |
| S2 |
0.7802 |
0.7802 |
0.7885 |
|
| S3 |
0.7720 |
0.7769 |
0.7877 |
|
| S4 |
0.7639 |
0.7688 |
0.7855 |
|
|
| 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 |
0.7940 |
0.7829 |
0.0111 |
1.4% |
0.0061 |
0.8% |
64% |
False |
False |
92 |
| 10 |
0.7940 |
0.7755 |
0.0185 |
2.3% |
0.0070 |
0.9% |
78% |
False |
False |
104 |
| 20 |
0.8001 |
0.7755 |
0.0246 |
3.1% |
0.0063 |
0.8% |
59% |
False |
False |
81 |
| 40 |
0.8013 |
0.7724 |
0.0289 |
3.7% |
0.0053 |
0.7% |
61% |
False |
False |
60 |
| 60 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0051 |
0.6% |
54% |
False |
False |
44 |
| 80 |
0.8285 |
0.7724 |
0.0561 |
7.1% |
0.0051 |
0.6% |
31% |
False |
False |
37 |
| 100 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0048 |
0.6% |
29% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8262 |
|
2.618 |
0.8129 |
|
1.618 |
0.8048 |
|
1.000 |
0.7998 |
|
0.618 |
0.7966 |
|
HIGH |
0.7916 |
|
0.618 |
0.7885 |
|
0.500 |
0.7875 |
|
0.382 |
0.7866 |
|
LOW |
0.7835 |
|
0.618 |
0.7784 |
|
1.000 |
0.7753 |
|
1.618 |
0.7703 |
|
2.618 |
0.7621 |
|
4.250 |
0.7488 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7891 |
0.7894 |
| PP |
0.7883 |
0.7889 |
| S1 |
0.7875 |
0.7884 |
|