CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 06-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2021 |
06-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7944 |
0.7948 |
0.0004 |
0.0% |
0.7900 |
| High |
0.7971 |
0.7950 |
-0.0021 |
-0.3% |
0.7940 |
| Low |
0.7918 |
0.7906 |
-0.0012 |
-0.2% |
0.7827 |
| Close |
0.7950 |
0.7942 |
-0.0009 |
-0.1% |
0.7913 |
| Range |
0.0053 |
0.0044 |
-0.0009 |
-17.0% |
0.0113 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
69,591 |
80,317 |
10,726 |
15.4% |
446,414 |
|
| Daily Pivots for day following 06-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8064 |
0.8047 |
0.7966 |
|
| R3 |
0.8020 |
0.8003 |
0.7954 |
|
| R2 |
0.7976 |
0.7976 |
0.7950 |
|
| R1 |
0.7959 |
0.7959 |
0.7946 |
0.7946 |
| PP |
0.7932 |
0.7932 |
0.7932 |
0.7926 |
| S1 |
0.7915 |
0.7915 |
0.7937 |
0.7902 |
| S2 |
0.7888 |
0.7888 |
0.7933 |
|
| S3 |
0.7844 |
0.7871 |
0.7929 |
|
| S4 |
0.7800 |
0.7827 |
0.7917 |
|
|
| 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 |
0.7971 |
0.7835 |
0.0136 |
1.7% |
0.0062 |
0.8% |
79% |
False |
False |
86,383 |
| 10 |
0.7971 |
0.7814 |
0.0157 |
2.0% |
0.0064 |
0.8% |
81% |
False |
False |
83,769 |
| 20 |
0.7971 |
0.7754 |
0.0217 |
2.7% |
0.0065 |
0.8% |
87% |
False |
False |
82,285 |
| 40 |
0.8009 |
0.7723 |
0.0286 |
3.6% |
0.0060 |
0.8% |
77% |
False |
False |
44,100 |
| 60 |
0.8048 |
0.7723 |
0.0326 |
4.1% |
0.0058 |
0.7% |
67% |
False |
False |
29,488 |
| 80 |
0.8241 |
0.7723 |
0.0519 |
6.5% |
0.0059 |
0.7% |
42% |
False |
False |
22,137 |
| 100 |
0.8324 |
0.7723 |
0.0601 |
7.6% |
0.0056 |
0.7% |
36% |
False |
False |
17,755 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.6% |
0.0055 |
0.7% |
36% |
False |
False |
14,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8137 |
|
2.618 |
0.8065 |
|
1.618 |
0.8021 |
|
1.000 |
0.7994 |
|
0.618 |
0.7977 |
|
HIGH |
0.7950 |
|
0.618 |
0.7933 |
|
0.500 |
0.7928 |
|
0.382 |
0.7922 |
|
LOW |
0.7906 |
|
0.618 |
0.7878 |
|
1.000 |
0.7862 |
|
1.618 |
0.7834 |
|
2.618 |
0.7790 |
|
4.250 |
0.7719 |
|
|
| Fisher Pivots for day following 06-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7937 |
0.7940 |
| PP |
0.7932 |
0.7938 |
| S1 |
0.7928 |
0.7936 |
|