CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 08-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2021 |
08-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7941 |
0.7967 |
0.0026 |
0.3% |
0.7910 |
| High |
0.7974 |
0.8031 |
0.0057 |
0.7% |
0.8031 |
| Low |
0.7937 |
0.7960 |
0.0024 |
0.3% |
0.7902 |
| Close |
0.7965 |
0.8025 |
0.0060 |
0.8% |
0.8025 |
| Range |
0.0038 |
0.0071 |
0.0033 |
88.0% |
0.0129 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.1% |
0.0000 |
| Volume |
63,527 |
80,426 |
16,899 |
26.6% |
374,010 |
|
| Daily Pivots for day following 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8217 |
0.8191 |
0.8064 |
|
| R3 |
0.8146 |
0.8121 |
0.8044 |
|
| R2 |
0.8076 |
0.8076 |
0.8038 |
|
| R1 |
0.8050 |
0.8050 |
0.8031 |
0.8063 |
| PP |
0.8005 |
0.8005 |
0.8005 |
0.8012 |
| S1 |
0.7980 |
0.7980 |
0.8019 |
0.7993 |
| S2 |
0.7935 |
0.7935 |
0.8012 |
|
| S3 |
0.7864 |
0.7909 |
0.8006 |
|
| S4 |
0.7794 |
0.7839 |
0.7986 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8373 |
0.8328 |
0.8096 |
|
| R3 |
0.8244 |
0.8199 |
0.8060 |
|
| R2 |
0.8115 |
0.8115 |
0.8049 |
|
| R1 |
0.8070 |
0.8070 |
0.8037 |
0.8092 |
| PP |
0.7986 |
0.7986 |
0.7986 |
0.7997 |
| S1 |
0.7941 |
0.7941 |
0.8013 |
0.7963 |
| S2 |
0.7857 |
0.7857 |
0.8001 |
|
| S3 |
0.7728 |
0.7812 |
0.7990 |
|
| S4 |
0.7599 |
0.7683 |
0.7954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8031 |
0.7902 |
0.0129 |
1.6% |
0.0053 |
0.7% |
96% |
True |
False |
74,802 |
| 10 |
0.8031 |
0.7827 |
0.0204 |
2.5% |
0.0059 |
0.7% |
97% |
True |
False |
82,042 |
| 20 |
0.8031 |
0.7754 |
0.0277 |
3.5% |
0.0063 |
0.8% |
98% |
True |
False |
80,377 |
| 40 |
0.8031 |
0.7723 |
0.0308 |
3.8% |
0.0062 |
0.8% |
98% |
True |
False |
47,674 |
| 60 |
0.8048 |
0.7723 |
0.0326 |
4.1% |
0.0058 |
0.7% |
93% |
False |
False |
31,882 |
| 80 |
0.8159 |
0.7723 |
0.0437 |
5.4% |
0.0059 |
0.7% |
69% |
False |
False |
23,934 |
| 100 |
0.8324 |
0.7723 |
0.0601 |
7.5% |
0.0056 |
0.7% |
50% |
False |
False |
19,194 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.5% |
0.0055 |
0.7% |
50% |
False |
False |
16,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8330 |
|
2.618 |
0.8215 |
|
1.618 |
0.8145 |
|
1.000 |
0.8101 |
|
0.618 |
0.8074 |
|
HIGH |
0.8031 |
|
0.618 |
0.8004 |
|
0.500 |
0.7995 |
|
0.382 |
0.7987 |
|
LOW |
0.7960 |
|
0.618 |
0.7916 |
|
1.000 |
0.7890 |
|
1.618 |
0.7846 |
|
2.618 |
0.7775 |
|
4.250 |
0.7660 |
|
|
| Fisher Pivots for day following 08-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8015 |
0.8006 |
| PP |
0.8005 |
0.7987 |
| S1 |
0.7995 |
0.7968 |
|