CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 28-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8072 |
0.8080 |
0.0008 |
0.1% |
0.8080 |
| High |
0.8127 |
0.8107 |
-0.0020 |
-0.2% |
0.8137 |
| Low |
0.8046 |
0.8077 |
0.0031 |
0.4% |
0.8063 |
| Close |
0.8099 |
0.8097 |
-0.0002 |
0.0% |
0.8086 |
| Range |
0.0081 |
0.0031 |
-0.0050 |
-62.1% |
0.0074 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
252 |
100 |
-152 |
-60.3% |
573 |
|
| Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8185 |
0.8172 |
0.8114 |
|
| R3 |
0.8155 |
0.8141 |
0.8105 |
|
| R2 |
0.8124 |
0.8124 |
0.8103 |
|
| R1 |
0.8111 |
0.8111 |
0.8100 |
0.8117 |
| PP |
0.8094 |
0.8094 |
0.8094 |
0.8097 |
| S1 |
0.8080 |
0.8080 |
0.8094 |
0.8087 |
| S2 |
0.8063 |
0.8063 |
0.8091 |
|
| S3 |
0.8033 |
0.8050 |
0.8089 |
|
| S4 |
0.8002 |
0.8019 |
0.8080 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8317 |
0.8276 |
0.8127 |
|
| R3 |
0.8243 |
0.8202 |
0.8106 |
|
| R2 |
0.8169 |
0.8169 |
0.8100 |
|
| R1 |
0.8128 |
0.8128 |
0.8093 |
0.8149 |
| PP |
0.8095 |
0.8095 |
0.8095 |
0.8106 |
| S1 |
0.8054 |
0.8054 |
0.8079 |
0.8075 |
| S2 |
0.8021 |
0.8021 |
0.8072 |
|
| S3 |
0.7947 |
0.7980 |
0.8066 |
|
| S4 |
0.7873 |
0.7906 |
0.8045 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8127 |
0.8046 |
0.0081 |
1.0% |
0.0042 |
0.5% |
63% |
False |
False |
135 |
| 10 |
0.8137 |
0.8046 |
0.0091 |
1.1% |
0.0040 |
0.5% |
56% |
False |
False |
133 |
| 20 |
0.8137 |
0.7850 |
0.0288 |
3.6% |
0.0042 |
0.5% |
86% |
False |
False |
133 |
| 40 |
0.8137 |
0.7755 |
0.0383 |
4.7% |
0.0052 |
0.6% |
90% |
False |
False |
107 |
| 60 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0049 |
0.6% |
90% |
False |
False |
84 |
| 80 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0048 |
0.6% |
90% |
False |
False |
67 |
| 100 |
0.8285 |
0.7724 |
0.0561 |
6.9% |
0.0049 |
0.6% |
66% |
False |
False |
56 |
| 120 |
0.8319 |
0.7724 |
0.0595 |
7.3% |
0.0047 |
0.6% |
63% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8237 |
|
2.618 |
0.8187 |
|
1.618 |
0.8156 |
|
1.000 |
0.8138 |
|
0.618 |
0.8126 |
|
HIGH |
0.8107 |
|
0.618 |
0.8095 |
|
0.500 |
0.8092 |
|
0.382 |
0.8088 |
|
LOW |
0.8077 |
|
0.618 |
0.8058 |
|
1.000 |
0.8046 |
|
1.618 |
0.8027 |
|
2.618 |
0.7997 |
|
4.250 |
0.7947 |
|
|
| Fisher Pivots for day following 28-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8095 |
0.8093 |
| PP |
0.8094 |
0.8090 |
| S1 |
0.8092 |
0.8086 |
|