CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 29-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2021 |
29-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7919 |
0.7883 |
-0.0036 |
-0.4% |
0.7835 |
| High |
0.7940 |
0.7893 |
-0.0047 |
-0.6% |
0.7915 |
| Low |
0.7869 |
0.7827 |
-0.0042 |
-0.5% |
0.7754 |
| Close |
0.7887 |
0.7844 |
-0.0043 |
-0.5% |
0.7897 |
| Range |
0.0071 |
0.0066 |
-0.0005 |
-6.4% |
0.0161 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.3% |
0.0000 |
| Volume |
93,516 |
81,718 |
-11,798 |
-12.6% |
437,087 |
|
| Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8053 |
0.8014 |
0.7880 |
|
| R3 |
0.7987 |
0.7948 |
0.7862 |
|
| R2 |
0.7921 |
0.7921 |
0.7856 |
|
| R1 |
0.7882 |
0.7882 |
0.7850 |
0.7869 |
| PP |
0.7855 |
0.7855 |
0.7855 |
0.7848 |
| S1 |
0.7816 |
0.7816 |
0.7838 |
0.7803 |
| S2 |
0.7789 |
0.7789 |
0.7832 |
|
| S3 |
0.7723 |
0.7750 |
0.7826 |
|
| S4 |
0.7657 |
0.7684 |
0.7808 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8338 |
0.8279 |
0.7986 |
|
| R3 |
0.8177 |
0.8118 |
0.7941 |
|
| R2 |
0.8016 |
0.8016 |
0.7927 |
|
| R1 |
0.7957 |
0.7957 |
0.7912 |
0.7986 |
| PP |
0.7855 |
0.7855 |
0.7855 |
0.7870 |
| S1 |
0.7796 |
0.7796 |
0.7882 |
0.7825 |
| S2 |
0.7694 |
0.7694 |
0.7867 |
|
| S3 |
0.7533 |
0.7635 |
0.7853 |
|
| S4 |
0.7372 |
0.7474 |
0.7808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7940 |
0.7814 |
0.0126 |
1.6% |
0.0066 |
0.8% |
24% |
False |
False |
81,156 |
| 10 |
0.7940 |
0.7754 |
0.0186 |
2.4% |
0.0070 |
0.9% |
49% |
False |
False |
82,224 |
| 20 |
0.8009 |
0.7754 |
0.0255 |
3.3% |
0.0064 |
0.8% |
35% |
False |
False |
65,895 |
| 40 |
0.8014 |
0.7723 |
0.0292 |
3.7% |
0.0058 |
0.7% |
42% |
False |
False |
33,351 |
| 60 |
0.8049 |
0.7723 |
0.0326 |
4.2% |
0.0058 |
0.7% |
37% |
False |
False |
22,296 |
| 80 |
0.8288 |
0.7723 |
0.0566 |
7.2% |
0.0058 |
0.7% |
21% |
False |
False |
16,768 |
| 100 |
0.8324 |
0.7723 |
0.0601 |
7.7% |
0.0055 |
0.7% |
20% |
False |
False |
13,439 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.7% |
0.0054 |
0.7% |
20% |
False |
False |
11,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8174 |
|
2.618 |
0.8066 |
|
1.618 |
0.8000 |
|
1.000 |
0.7959 |
|
0.618 |
0.7934 |
|
HIGH |
0.7893 |
|
0.618 |
0.7868 |
|
0.500 |
0.7860 |
|
0.382 |
0.7852 |
|
LOW |
0.7827 |
|
0.618 |
0.7786 |
|
1.000 |
0.7761 |
|
1.618 |
0.7720 |
|
2.618 |
0.7654 |
|
4.250 |
0.7547 |
|
|
| Fisher Pivots for day following 29-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7860 |
0.7883 |
| PP |
0.7855 |
0.7870 |
| S1 |
0.7849 |
0.7857 |
|