CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 01-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2021 |
01-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7866 |
0.7904 |
0.0038 |
0.5% |
0.7904 |
| High |
0.7911 |
0.7913 |
0.0003 |
0.0% |
0.7935 |
| Low |
0.7836 |
0.7848 |
0.0012 |
0.1% |
0.7827 |
| Close |
0.7896 |
0.7910 |
0.0014 |
0.2% |
0.7910 |
| Range |
0.0075 |
0.0066 |
-0.0009 |
-12.1% |
0.0109 |
| ATR |
|
|
|
|
|
| Volume |
24 |
12 |
-12 |
-50.0% |
57 |
|
| Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8087 |
0.8064 |
0.7946 |
|
| R3 |
0.8021 |
0.7998 |
0.7928 |
|
| R2 |
0.7956 |
0.7956 |
0.7922 |
|
| R1 |
0.7933 |
0.7933 |
0.7916 |
0.7944 |
| PP |
0.7890 |
0.7890 |
0.7890 |
0.7896 |
| S1 |
0.7867 |
0.7867 |
0.7904 |
0.7879 |
| S2 |
0.7825 |
0.7825 |
0.7898 |
|
| S3 |
0.7759 |
0.7802 |
0.7892 |
|
| S4 |
0.7694 |
0.7736 |
0.7874 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8216 |
0.8172 |
0.7970 |
|
| R3 |
0.8108 |
0.8063 |
0.7940 |
|
| R2 |
0.7999 |
0.7999 |
0.7930 |
|
| R1 |
0.7955 |
0.7955 |
0.7920 |
0.7977 |
| PP |
0.7891 |
0.7891 |
0.7891 |
0.7902 |
| S1 |
0.7846 |
0.7846 |
0.7900 |
0.7868 |
| S2 |
0.7782 |
0.7782 |
0.7890 |
|
| S3 |
0.7674 |
0.7738 |
0.7880 |
|
| S4 |
0.7565 |
0.7629 |
0.7850 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8191 |
|
2.618 |
0.8084 |
|
1.618 |
0.8019 |
|
1.000 |
0.7979 |
|
0.618 |
0.7953 |
|
HIGH |
0.7913 |
|
0.618 |
0.7888 |
|
0.500 |
0.7880 |
|
0.382 |
0.7873 |
|
LOW |
0.7848 |
|
0.618 |
0.7807 |
|
1.000 |
0.7782 |
|
1.618 |
0.7742 |
|
2.618 |
0.7676 |
|
4.250 |
0.7569 |
|
|
| Fisher Pivots for day following 01-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7900 |
0.7897 |
| PP |
0.7890 |
0.7883 |
| S1 |
0.7880 |
0.7870 |
|