CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 12-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8015 |
0.8010 |
-0.0005 |
-0.1% |
0.7910 |
| High |
0.8034 |
0.8042 |
0.0008 |
0.1% |
0.8031 |
| Low |
0.8005 |
0.8000 |
-0.0005 |
-0.1% |
0.7902 |
| Close |
0.8013 |
0.8024 |
0.0011 |
0.1% |
0.8025 |
| Range |
0.0030 |
0.0042 |
0.0013 |
42.4% |
0.0129 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
44,989 |
63,119 |
18,130 |
40.3% |
374,010 |
|
| Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8148 |
0.8128 |
0.8047 |
|
| R3 |
0.8106 |
0.8086 |
0.8036 |
|
| R2 |
0.8064 |
0.8064 |
0.8032 |
|
| R1 |
0.8044 |
0.8044 |
0.8028 |
0.8054 |
| PP |
0.8022 |
0.8022 |
0.8022 |
0.8027 |
| S1 |
0.8002 |
0.8002 |
0.8020 |
0.8012 |
| S2 |
0.7980 |
0.7980 |
0.8016 |
|
| S3 |
0.7938 |
0.7960 |
0.8012 |
|
| S4 |
0.7896 |
0.7918 |
0.8001 |
|
|
| 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 |
0.8042 |
0.7906 |
0.0137 |
1.7% |
0.0045 |
0.6% |
87% |
True |
False |
66,475 |
| 10 |
0.8042 |
0.7827 |
0.0215 |
2.7% |
0.0056 |
0.7% |
92% |
True |
False |
76,569 |
| 20 |
0.8042 |
0.7754 |
0.0289 |
3.6% |
0.0062 |
0.8% |
94% |
True |
False |
78,616 |
| 40 |
0.8042 |
0.7723 |
0.0320 |
4.0% |
0.0062 |
0.8% |
94% |
True |
False |
50,354 |
| 60 |
0.8048 |
0.7723 |
0.0326 |
4.1% |
0.0057 |
0.7% |
93% |
False |
False |
33,671 |
| 80 |
0.8159 |
0.7723 |
0.0437 |
5.4% |
0.0058 |
0.7% |
69% |
False |
False |
25,282 |
| 100 |
0.8324 |
0.7723 |
0.0601 |
7.5% |
0.0056 |
0.7% |
50% |
False |
False |
20,274 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.5% |
0.0054 |
0.7% |
50% |
False |
False |
16,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8221 |
|
2.618 |
0.8152 |
|
1.618 |
0.8110 |
|
1.000 |
0.8084 |
|
0.618 |
0.8068 |
|
HIGH |
0.8042 |
|
0.618 |
0.8026 |
|
0.500 |
0.8021 |
|
0.382 |
0.8016 |
|
LOW |
0.8000 |
|
0.618 |
0.7974 |
|
1.000 |
0.7958 |
|
1.618 |
0.7932 |
|
2.618 |
0.7890 |
|
4.250 |
0.7822 |
|
|
| Fisher Pivots for day following 12-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8023 |
0.8016 |
| PP |
0.8022 |
0.8009 |
| S1 |
0.8021 |
0.8001 |
|