CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 22-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2021 |
22-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7800 |
0.7801 |
0.0001 |
0.0% |
0.7883 |
| High |
0.7847 |
0.7874 |
0.0028 |
0.4% |
0.7935 |
| Low |
0.7782 |
0.7795 |
0.0014 |
0.2% |
0.7828 |
| Close |
0.7805 |
0.7825 |
0.0021 |
0.3% |
0.7845 |
| Range |
0.0065 |
0.0079 |
0.0014 |
21.5% |
0.0108 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
2.0% |
0.0000 |
| Volume |
82,030 |
94,350 |
12,320 |
15.0% |
350,044 |
|
| Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8068 |
0.8026 |
0.7868 |
|
| R3 |
0.7989 |
0.7947 |
0.7847 |
|
| R2 |
0.7910 |
0.7910 |
0.7839 |
|
| R1 |
0.7868 |
0.7868 |
0.7832 |
0.7889 |
| PP |
0.7831 |
0.7831 |
0.7831 |
0.7842 |
| S1 |
0.7789 |
0.7789 |
0.7818 |
0.7810 |
| S2 |
0.7752 |
0.7752 |
0.7811 |
|
| S3 |
0.7673 |
0.7710 |
0.7803 |
|
| S4 |
0.7594 |
0.7631 |
0.7782 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8192 |
0.8126 |
0.7904 |
|
| R3 |
0.8084 |
0.8018 |
0.7874 |
|
| R2 |
0.7977 |
0.7977 |
0.7864 |
|
| R1 |
0.7911 |
0.7911 |
0.7854 |
0.7890 |
| PP |
0.7869 |
0.7869 |
0.7869 |
0.7859 |
| S1 |
0.7803 |
0.7803 |
0.7835 |
0.7782 |
| S2 |
0.7762 |
0.7762 |
0.7825 |
|
| S3 |
0.7654 |
0.7696 |
0.7815 |
|
| S4 |
0.7547 |
0.7588 |
0.7785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7925 |
0.7754 |
0.0172 |
2.2% |
0.0073 |
0.9% |
42% |
False |
False |
83,292 |
| 10 |
0.7947 |
0.7754 |
0.0193 |
2.5% |
0.0065 |
0.8% |
37% |
False |
False |
80,802 |
| 20 |
0.8009 |
0.7754 |
0.0255 |
3.3% |
0.0061 |
0.8% |
28% |
False |
False |
45,941 |
| 40 |
0.8048 |
0.7723 |
0.0326 |
4.2% |
0.0056 |
0.7% |
31% |
False |
False |
23,241 |
| 60 |
0.8127 |
0.7723 |
0.0405 |
5.2% |
0.0059 |
0.7% |
25% |
False |
False |
15,542 |
| 80 |
0.8324 |
0.7723 |
0.0601 |
7.7% |
0.0057 |
0.7% |
17% |
False |
False |
11,709 |
| 100 |
0.8324 |
0.7723 |
0.0601 |
7.7% |
0.0055 |
0.7% |
17% |
False |
False |
9,386 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.7% |
0.0053 |
0.7% |
17% |
False |
False |
7,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8210 |
|
2.618 |
0.8081 |
|
1.618 |
0.8002 |
|
1.000 |
0.7953 |
|
0.618 |
0.7923 |
|
HIGH |
0.7874 |
|
0.618 |
0.7844 |
|
0.500 |
0.7835 |
|
0.382 |
0.7825 |
|
LOW |
0.7795 |
|
0.618 |
0.7746 |
|
1.000 |
0.7716 |
|
1.618 |
0.7667 |
|
2.618 |
0.7588 |
|
4.250 |
0.7459 |
|
|
| Fisher Pivots for day following 22-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7835 |
0.7821 |
| PP |
0.7831 |
0.7818 |
| S1 |
0.7828 |
0.7814 |
|