CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 03-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2021 |
03-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8082 |
0.8056 |
-0.0026 |
-0.3% |
0.8081 |
| High |
0.8082 |
0.8068 |
-0.0014 |
-0.2% |
0.8127 |
| Low |
0.8046 |
0.8032 |
-0.0015 |
-0.2% |
0.8046 |
| Close |
0.8059 |
0.8068 |
0.0009 |
0.1% |
0.8079 |
| Range |
0.0036 |
0.0037 |
0.0001 |
2.8% |
0.0081 |
| ATR |
0.0044 |
0.0044 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
152 |
236 |
84 |
55.3% |
681 |
|
| Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8165 |
0.8153 |
0.8088 |
|
| R3 |
0.8129 |
0.8117 |
0.8078 |
|
| R2 |
0.8092 |
0.8092 |
0.8075 |
|
| R1 |
0.8080 |
0.8080 |
0.8071 |
0.8086 |
| PP |
0.8056 |
0.8056 |
0.8056 |
0.8059 |
| S1 |
0.8044 |
0.8044 |
0.8065 |
0.8050 |
| S2 |
0.8019 |
0.8019 |
0.8061 |
|
| S3 |
0.7983 |
0.8007 |
0.8058 |
|
| S4 |
0.7946 |
0.7971 |
0.8048 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8325 |
0.8282 |
0.8123 |
|
| R3 |
0.8245 |
0.8202 |
0.8101 |
|
| R2 |
0.8164 |
0.8164 |
0.8093 |
|
| R1 |
0.8121 |
0.8121 |
0.8086 |
0.8103 |
| PP |
0.8084 |
0.8084 |
0.8084 |
0.8074 |
| S1 |
0.8041 |
0.8041 |
0.8071 |
0.8022 |
| S2 |
0.8003 |
0.8003 |
0.8064 |
|
| S3 |
0.7923 |
0.7960 |
0.8056 |
|
| S4 |
0.7842 |
0.7880 |
0.8034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8109 |
0.8032 |
0.0078 |
1.0% |
0.0035 |
0.4% |
47% |
False |
True |
151 |
| 10 |
0.8137 |
0.8032 |
0.0106 |
1.3% |
0.0041 |
0.5% |
35% |
False |
True |
144 |
| 20 |
0.8137 |
0.7942 |
0.0195 |
2.4% |
0.0038 |
0.5% |
65% |
False |
False |
134 |
| 40 |
0.8137 |
0.7755 |
0.0383 |
4.7% |
0.0050 |
0.6% |
82% |
False |
False |
121 |
| 60 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0049 |
0.6% |
83% |
False |
False |
95 |
| 80 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0048 |
0.6% |
83% |
False |
False |
74 |
| 100 |
0.8236 |
0.7724 |
0.0512 |
6.3% |
0.0049 |
0.6% |
67% |
False |
False |
62 |
| 120 |
0.8319 |
0.7724 |
0.0595 |
7.4% |
0.0046 |
0.6% |
58% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8223 |
|
2.618 |
0.8164 |
|
1.618 |
0.8127 |
|
1.000 |
0.8105 |
|
0.618 |
0.8091 |
|
HIGH |
0.8068 |
|
0.618 |
0.8054 |
|
0.500 |
0.8050 |
|
0.382 |
0.8045 |
|
LOW |
0.8032 |
|
0.618 |
0.8009 |
|
1.000 |
0.7995 |
|
1.618 |
0.7972 |
|
2.618 |
0.7936 |
|
4.250 |
0.7876 |
|
|
| Fisher Pivots for day following 03-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8062 |
0.8066 |
| PP |
0.8056 |
0.8064 |
| S1 |
0.8050 |
0.8062 |
|