CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 22-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2021 |
22-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8118 |
0.8083 |
-0.0035 |
-0.4% |
0.8087 |
| High |
0.8137 |
0.8116 |
-0.0021 |
-0.3% |
0.8137 |
| Low |
0.8074 |
0.8071 |
-0.0004 |
0.0% |
0.8058 |
| Close |
0.8077 |
0.8086 |
0.0009 |
0.1% |
0.8086 |
| Range |
0.0063 |
0.0046 |
-0.0018 |
-27.8% |
0.0080 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
60,430 |
63,416 |
2,986 |
4.9% |
315,382 |
|
| Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8227 |
0.8202 |
0.8111 |
|
| R3 |
0.8182 |
0.8157 |
0.8099 |
|
| R2 |
0.8136 |
0.8136 |
0.8094 |
|
| R1 |
0.8111 |
0.8111 |
0.8090 |
0.8124 |
| PP |
0.8091 |
0.8091 |
0.8091 |
0.8097 |
| S1 |
0.8066 |
0.8066 |
0.8082 |
0.8078 |
| S2 |
0.8045 |
0.8045 |
0.8078 |
|
| S3 |
0.8000 |
0.8020 |
0.8073 |
|
| S4 |
0.7954 |
0.7975 |
0.8061 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8332 |
0.8289 |
0.8130 |
|
| R3 |
0.8253 |
0.8209 |
0.8108 |
|
| R2 |
0.8173 |
0.8173 |
0.8101 |
|
| R1 |
0.8130 |
0.8130 |
0.8093 |
0.8112 |
| PP |
0.8094 |
0.8094 |
0.8094 |
0.8085 |
| S1 |
0.8050 |
0.8050 |
0.8079 |
0.8032 |
| S2 |
0.8014 |
0.8014 |
0.8071 |
|
| S3 |
0.7935 |
0.7971 |
0.8064 |
|
| S4 |
0.7855 |
0.7891 |
0.8042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8137 |
0.8058 |
0.0080 |
1.0% |
0.0047 |
0.6% |
36% |
False |
False |
63,076 |
| 10 |
0.8137 |
0.8000 |
0.0137 |
1.7% |
0.0044 |
0.5% |
63% |
False |
False |
62,609 |
| 20 |
0.8137 |
0.7827 |
0.0310 |
3.8% |
0.0052 |
0.6% |
84% |
False |
False |
72,325 |
| 40 |
0.8137 |
0.7754 |
0.0384 |
4.7% |
0.0057 |
0.7% |
87% |
False |
False |
63,130 |
| 60 |
0.8137 |
0.7723 |
0.0415 |
5.1% |
0.0055 |
0.7% |
88% |
False |
False |
42,282 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.1% |
0.0058 |
0.7% |
88% |
False |
False |
31,751 |
| 100 |
0.8311 |
0.7723 |
0.0588 |
7.3% |
0.0056 |
0.7% |
62% |
False |
False |
25,442 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.4% |
0.0055 |
0.7% |
60% |
False |
False |
21,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8309 |
|
2.618 |
0.8235 |
|
1.618 |
0.8190 |
|
1.000 |
0.8162 |
|
0.618 |
0.8144 |
|
HIGH |
0.8116 |
|
0.618 |
0.8099 |
|
0.500 |
0.8093 |
|
0.382 |
0.8088 |
|
LOW |
0.8071 |
|
0.618 |
0.8042 |
|
1.000 |
0.8025 |
|
1.618 |
0.7997 |
|
2.618 |
0.7951 |
|
4.250 |
0.7877 |
|
|
| Fisher Pivots for day following 22-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8093 |
0.8104 |
| PP |
0.8091 |
0.8098 |
| S1 |
0.8088 |
0.8092 |
|