CME Canadian Dollar Future December 2021
| 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 |
0.7838 |
0.7885 |
0.0047 |
0.6% |
0.7900 |
| High |
0.7917 |
0.7919 |
0.0002 |
0.0% |
0.7940 |
| Low |
0.7835 |
0.7849 |
0.0015 |
0.2% |
0.7827 |
| Close |
0.7899 |
0.7913 |
0.0014 |
0.2% |
0.7913 |
| Range |
0.0082 |
0.0070 |
-0.0013 |
-15.2% |
0.0113 |
| ATR |
0.0065 |
0.0066 |
0.0000 |
0.5% |
0.0000 |
| Volume |
108,452 |
93,406 |
-15,046 |
-13.9% |
446,414 |
|
| Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8102 |
0.8077 |
0.7951 |
|
| R3 |
0.8033 |
0.8008 |
0.7932 |
|
| R2 |
0.7963 |
0.7963 |
0.7926 |
|
| R1 |
0.7938 |
0.7938 |
0.7919 |
0.7951 |
| PP |
0.7894 |
0.7894 |
0.7894 |
0.7900 |
| S1 |
0.7869 |
0.7869 |
0.7907 |
0.7881 |
| S2 |
0.7824 |
0.7824 |
0.7900 |
|
| S3 |
0.7755 |
0.7799 |
0.7894 |
|
| S4 |
0.7685 |
0.7730 |
0.7875 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8231 |
0.8184 |
0.7975 |
|
| R3 |
0.8118 |
0.8072 |
0.7944 |
|
| R2 |
0.8006 |
0.8006 |
0.7934 |
|
| R1 |
0.7959 |
0.7959 |
0.7923 |
0.7983 |
| PP |
0.7893 |
0.7893 |
0.7893 |
0.7905 |
| S1 |
0.7847 |
0.7847 |
0.7903 |
0.7870 |
| S2 |
0.7781 |
0.7781 |
0.7892 |
|
| S3 |
0.7668 |
0.7734 |
0.7882 |
|
| S4 |
0.7556 |
0.7622 |
0.7851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7940 |
0.7827 |
0.0113 |
1.4% |
0.0065 |
0.8% |
76% |
False |
False |
89,282 |
| 10 |
0.7940 |
0.7754 |
0.0186 |
2.4% |
0.0071 |
0.9% |
86% |
False |
False |
88,350 |
| 20 |
0.8009 |
0.7754 |
0.0255 |
3.2% |
0.0068 |
0.9% |
63% |
False |
False |
75,758 |
| 40 |
0.8009 |
0.7723 |
0.0286 |
3.6% |
0.0060 |
0.8% |
67% |
False |
False |
38,389 |
| 60 |
0.8048 |
0.7723 |
0.0326 |
4.1% |
0.0059 |
0.7% |
59% |
False |
False |
25,658 |
| 80 |
0.8283 |
0.7723 |
0.0560 |
7.1% |
0.0059 |
0.7% |
34% |
False |
False |
19,286 |
| 100 |
0.8324 |
0.7723 |
0.0601 |
7.6% |
0.0056 |
0.7% |
32% |
False |
False |
15,456 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.6% |
0.0055 |
0.7% |
32% |
False |
False |
12,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8214 |
|
2.618 |
0.8100 |
|
1.618 |
0.8031 |
|
1.000 |
0.7988 |
|
0.618 |
0.7961 |
|
HIGH |
0.7919 |
|
0.618 |
0.7892 |
|
0.500 |
0.7884 |
|
0.382 |
0.7876 |
|
LOW |
0.7849 |
|
0.618 |
0.7806 |
|
1.000 |
0.7780 |
|
1.618 |
0.7737 |
|
2.618 |
0.7667 |
|
4.250 |
0.7554 |
|
|
| Fisher Pivots for day following 01-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7903 |
0.7900 |
| PP |
0.7894 |
0.7886 |
| S1 |
0.7884 |
0.7873 |
|