CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 11-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2021 |
11-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7967 |
0.8010 |
0.0043 |
0.5% |
0.7924 |
| High |
0.8025 |
0.8035 |
0.0010 |
0.1% |
0.8025 |
| Low |
0.7965 |
0.8009 |
0.0044 |
0.6% |
0.7906 |
| Close |
0.8025 |
0.8014 |
-0.0012 |
-0.1% |
0.8025 |
| Range |
0.0060 |
0.0026 |
-0.0035 |
-57.5% |
0.0119 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
130 |
123 |
-7 |
-5.4% |
677 |
|
| Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8096 |
0.8080 |
0.8028 |
|
| R3 |
0.8070 |
0.8055 |
0.8021 |
|
| R2 |
0.8045 |
0.8045 |
0.8018 |
|
| R1 |
0.8029 |
0.8029 |
0.8016 |
0.8037 |
| PP |
0.8019 |
0.8019 |
0.8019 |
0.8023 |
| S1 |
0.8004 |
0.8004 |
0.8011 |
0.8011 |
| S2 |
0.7994 |
0.7994 |
0.8009 |
|
| S3 |
0.7968 |
0.7978 |
0.8006 |
|
| S4 |
0.7943 |
0.7953 |
0.7999 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8342 |
0.8303 |
0.8090 |
|
| R3 |
0.8223 |
0.8184 |
0.8058 |
|
| R2 |
0.8104 |
0.8104 |
0.8047 |
|
| R1 |
0.8065 |
0.8065 |
0.8036 |
0.8085 |
| PP |
0.7985 |
0.7985 |
0.7985 |
0.7995 |
| S1 |
0.7946 |
0.7946 |
0.8014 |
0.7966 |
| S2 |
0.7866 |
0.7866 |
0.8003 |
|
| S3 |
0.7747 |
0.7827 |
0.7992 |
|
| S4 |
0.7628 |
0.7708 |
0.7960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8035 |
0.7910 |
0.0125 |
1.6% |
0.0040 |
0.5% |
83% |
True |
False |
121 |
| 10 |
0.8035 |
0.7829 |
0.0206 |
2.6% |
0.0053 |
0.7% |
90% |
True |
False |
129 |
| 20 |
0.8035 |
0.7755 |
0.0280 |
3.5% |
0.0059 |
0.7% |
93% |
True |
False |
108 |
| 40 |
0.8035 |
0.7724 |
0.0311 |
3.9% |
0.0056 |
0.7% |
93% |
True |
False |
83 |
| 60 |
0.8048 |
0.7724 |
0.0324 |
4.0% |
0.0050 |
0.6% |
89% |
False |
False |
59 |
| 80 |
0.8159 |
0.7724 |
0.0435 |
5.4% |
0.0051 |
0.6% |
67% |
False |
False |
48 |
| 100 |
0.8319 |
0.7724 |
0.0595 |
7.4% |
0.0048 |
0.6% |
49% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8143 |
|
2.618 |
0.8101 |
|
1.618 |
0.8076 |
|
1.000 |
0.8060 |
|
0.618 |
0.8050 |
|
HIGH |
0.8035 |
|
0.618 |
0.8025 |
|
0.500 |
0.8022 |
|
0.382 |
0.8019 |
|
LOW |
0.8009 |
|
0.618 |
0.7993 |
|
1.000 |
0.7984 |
|
1.618 |
0.7968 |
|
2.618 |
0.7942 |
|
4.250 |
0.7901 |
|
|
| Fisher Pivots for day following 11-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8022 |
0.8005 |
| PP |
0.8019 |
0.7997 |
| S1 |
0.8016 |
0.7988 |
|