CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 25-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2021 |
25-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
0.8083 |
0.8087 |
0.0004 |
0.0% |
0.8087 |
High |
0.8116 |
0.8104 |
-0.0012 |
-0.1% |
0.8137 |
Low |
0.8071 |
0.8064 |
-0.0007 |
-0.1% |
0.8058 |
Close |
0.8086 |
0.8074 |
-0.0012 |
-0.1% |
0.8086 |
Range |
0.0046 |
0.0041 |
-0.0005 |
-11.0% |
0.0080 |
ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
63,416 |
52,908 |
-10,508 |
-16.6% |
315,382 |
|
Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8202 |
0.8179 |
0.8096 |
|
R3 |
0.8162 |
0.8138 |
0.8085 |
|
R2 |
0.8121 |
0.8121 |
0.8081 |
|
R1 |
0.8098 |
0.8098 |
0.8078 |
0.8089 |
PP |
0.8081 |
0.8081 |
0.8081 |
0.8076 |
S1 |
0.8057 |
0.8057 |
0.8070 |
0.8049 |
S2 |
0.8040 |
0.8040 |
0.8067 |
|
S3 |
0.8000 |
0.8017 |
0.8063 |
|
S4 |
0.7959 |
0.7976 |
0.8052 |
|
|
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 |
0.8064 |
0.0074 |
0.9% |
0.0047 |
0.6% |
14% |
False |
True |
61,461 |
10 |
0.8137 |
0.8000 |
0.0137 |
1.7% |
0.0045 |
0.6% |
54% |
False |
False |
63,401 |
20 |
0.8137 |
0.7827 |
0.0310 |
3.8% |
0.0052 |
0.6% |
80% |
False |
False |
71,505 |
40 |
0.8137 |
0.7754 |
0.0384 |
4.7% |
0.0057 |
0.7% |
84% |
False |
False |
64,424 |
60 |
0.8137 |
0.7723 |
0.0415 |
5.1% |
0.0055 |
0.7% |
85% |
False |
False |
43,156 |
80 |
0.8137 |
0.7723 |
0.0415 |
5.1% |
0.0058 |
0.7% |
85% |
False |
False |
32,412 |
100 |
0.8291 |
0.7723 |
0.0568 |
7.0% |
0.0056 |
0.7% |
62% |
False |
False |
25,970 |
120 |
0.8324 |
0.7723 |
0.0601 |
7.4% |
0.0055 |
0.7% |
58% |
False |
False |
21,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8276 |
2.618 |
0.8210 |
1.618 |
0.8170 |
1.000 |
0.8145 |
0.618 |
0.8129 |
HIGH |
0.8104 |
0.618 |
0.8089 |
0.500 |
0.8084 |
0.382 |
0.8079 |
LOW |
0.8064 |
0.618 |
0.8038 |
1.000 |
0.8023 |
1.618 |
0.7998 |
2.618 |
0.7957 |
4.250 |
0.7891 |
|
|
Fisher Pivots for day following 25-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8084 |
0.8100 |
PP |
0.8081 |
0.8092 |
S1 |
0.8077 |
0.8083 |
|