CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 13-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2021 |
13-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8010 |
0.8023 |
0.0013 |
0.2% |
0.7910 |
| High |
0.8042 |
0.8044 |
0.0002 |
0.0% |
0.8031 |
| Low |
0.8000 |
0.8013 |
0.0013 |
0.2% |
0.7902 |
| Close |
0.8024 |
0.8042 |
0.0018 |
0.2% |
0.8025 |
| Range |
0.0042 |
0.0031 |
-0.0011 |
-26.2% |
0.0129 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
63,119 |
60,535 |
-2,584 |
-4.1% |
374,010 |
|
| Daily Pivots for day following 13-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8126 |
0.8115 |
0.8059 |
|
| R3 |
0.8095 |
0.8084 |
0.8050 |
|
| R2 |
0.8064 |
0.8064 |
0.8047 |
|
| R1 |
0.8053 |
0.8053 |
0.8044 |
0.8058 |
| PP |
0.8033 |
0.8033 |
0.8033 |
0.8036 |
| S1 |
0.8022 |
0.8022 |
0.8039 |
0.8027 |
| S2 |
0.8002 |
0.8002 |
0.8036 |
|
| S3 |
0.7971 |
0.7991 |
0.8033 |
|
| S4 |
0.7940 |
0.7960 |
0.8024 |
|
|
| 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 |
0.8044 |
0.7937 |
0.0108 |
1.3% |
0.0042 |
0.5% |
98% |
True |
False |
62,519 |
| 10 |
0.8044 |
0.7835 |
0.0210 |
2.6% |
0.0052 |
0.6% |
99% |
True |
False |
74,451 |
| 20 |
0.8044 |
0.7754 |
0.0291 |
3.6% |
0.0061 |
0.8% |
99% |
True |
False |
78,337 |
| 40 |
0.8044 |
0.7723 |
0.0322 |
4.0% |
0.0061 |
0.8% |
99% |
True |
False |
51,853 |
| 60 |
0.8048 |
0.7723 |
0.0326 |
4.0% |
0.0056 |
0.7% |
98% |
False |
False |
34,676 |
| 80 |
0.8159 |
0.7723 |
0.0437 |
5.4% |
0.0057 |
0.7% |
73% |
False |
False |
26,038 |
| 100 |
0.8324 |
0.7723 |
0.0601 |
7.5% |
0.0056 |
0.7% |
53% |
False |
False |
20,879 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.5% |
0.0054 |
0.7% |
53% |
False |
False |
17,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8176 |
|
2.618 |
0.8125 |
|
1.618 |
0.8094 |
|
1.000 |
0.8075 |
|
0.618 |
0.8063 |
|
HIGH |
0.8044 |
|
0.618 |
0.8032 |
|
0.500 |
0.8029 |
|
0.382 |
0.8025 |
|
LOW |
0.8013 |
|
0.618 |
0.7994 |
|
1.000 |
0.7982 |
|
1.618 |
0.7963 |
|
2.618 |
0.7932 |
|
4.250 |
0.7881 |
|
|
| Fisher Pivots for day following 13-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8037 |
0.8035 |
| PP |
0.8033 |
0.8029 |
| S1 |
0.8029 |
0.8022 |
|