CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 22-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7937 |
0.7907 |
-0.0030 |
-0.4% |
0.7972 |
| High |
0.7948 |
0.7919 |
-0.0029 |
-0.4% |
0.8000 |
| Low |
0.7899 |
0.7873 |
-0.0026 |
-0.3% |
0.7899 |
| Close |
0.7900 |
0.7876 |
-0.0024 |
-0.3% |
0.7900 |
| Range |
0.0049 |
0.0046 |
-0.0003 |
-5.2% |
0.0101 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
0.5% |
0.0000 |
| Volume |
338 |
487 |
149 |
44.1% |
2,119 |
|
| Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8027 |
0.7998 |
0.7901 |
|
| R3 |
0.7981 |
0.7952 |
0.7889 |
|
| R2 |
0.7935 |
0.7935 |
0.7884 |
|
| R1 |
0.7906 |
0.7906 |
0.7880 |
0.7898 |
| PP |
0.7889 |
0.7889 |
0.7889 |
0.7885 |
| S1 |
0.7860 |
0.7860 |
0.7872 |
0.7852 |
| S2 |
0.7843 |
0.7843 |
0.7868 |
|
| S3 |
0.7797 |
0.7814 |
0.7863 |
|
| S4 |
0.7751 |
0.7768 |
0.7851 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8234 |
0.8168 |
0.7955 |
|
| R3 |
0.8134 |
0.8067 |
0.7928 |
|
| R2 |
0.8033 |
0.8033 |
0.7918 |
|
| R1 |
0.7967 |
0.7967 |
0.7909 |
0.7950 |
| PP |
0.7933 |
0.7933 |
0.7933 |
0.7924 |
| S1 |
0.7866 |
0.7866 |
0.7891 |
0.7849 |
| S2 |
0.7832 |
0.7832 |
0.7882 |
|
| S3 |
0.7732 |
0.7766 |
0.7872 |
|
| S4 |
0.7631 |
0.7665 |
0.7845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7998 |
0.7873 |
0.0125 |
1.6% |
0.0043 |
0.5% |
2% |
False |
True |
432 |
| 10 |
0.8070 |
0.7873 |
0.0197 |
2.5% |
0.0046 |
0.6% |
2% |
False |
True |
399 |
| 20 |
0.8127 |
0.7873 |
0.0254 |
3.2% |
0.0042 |
0.5% |
1% |
False |
True |
285 |
| 40 |
0.8137 |
0.7829 |
0.0309 |
3.9% |
0.0044 |
0.6% |
15% |
False |
False |
206 |
| 60 |
0.8137 |
0.7755 |
0.0383 |
4.9% |
0.0048 |
0.6% |
32% |
False |
False |
164 |
| 80 |
0.8137 |
0.7724 |
0.0413 |
5.2% |
0.0047 |
0.6% |
37% |
False |
False |
130 |
| 100 |
0.8137 |
0.7724 |
0.0413 |
5.2% |
0.0048 |
0.6% |
37% |
False |
False |
106 |
| 120 |
0.8286 |
0.7724 |
0.0562 |
7.1% |
0.0047 |
0.6% |
27% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8115 |
|
2.618 |
0.8039 |
|
1.618 |
0.7993 |
|
1.000 |
0.7965 |
|
0.618 |
0.7947 |
|
HIGH |
0.7919 |
|
0.618 |
0.7901 |
|
0.500 |
0.7896 |
|
0.382 |
0.7891 |
|
LOW |
0.7873 |
|
0.618 |
0.7845 |
|
1.000 |
0.7827 |
|
1.618 |
0.7799 |
|
2.618 |
0.7753 |
|
4.250 |
0.7678 |
|
|
| Fisher Pivots for day following 22-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7896 |
0.7910 |
| PP |
0.7889 |
0.7899 |
| S1 |
0.7883 |
0.7887 |
|