CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 29-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2021 |
29-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8090 |
0.8101 |
0.0012 |
0.1% |
0.8087 |
| High |
0.8111 |
0.8112 |
0.0001 |
0.0% |
0.8130 |
| Low |
0.8076 |
0.8059 |
-0.0017 |
-0.2% |
0.8041 |
| Close |
0.8099 |
0.8081 |
-0.0018 |
-0.2% |
0.8081 |
| Range |
0.0035 |
0.0053 |
0.0018 |
50.0% |
0.0089 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.1% |
0.0000 |
| Volume |
71,584 |
91,713 |
20,129 |
28.1% |
394,436 |
|
| Daily Pivots for day following 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8241 |
0.8213 |
0.8109 |
|
| R3 |
0.8189 |
0.8161 |
0.8095 |
|
| R2 |
0.8136 |
0.8136 |
0.8090 |
|
| R1 |
0.8108 |
0.8108 |
0.8085 |
0.8096 |
| PP |
0.8084 |
0.8084 |
0.8084 |
0.8078 |
| S1 |
0.8056 |
0.8056 |
0.8076 |
0.8044 |
| S2 |
0.8031 |
0.8031 |
0.8071 |
|
| S3 |
0.7979 |
0.8003 |
0.8066 |
|
| S4 |
0.7926 |
0.7951 |
0.8052 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8351 |
0.8305 |
0.8129 |
|
| R3 |
0.8262 |
0.8216 |
0.8105 |
|
| R2 |
0.8173 |
0.8173 |
0.8097 |
|
| R1 |
0.8127 |
0.8127 |
0.8089 |
0.8105 |
| PP |
0.8084 |
0.8084 |
0.8084 |
0.8073 |
| S1 |
0.8038 |
0.8038 |
0.8072 |
0.8016 |
| S2 |
0.7995 |
0.7995 |
0.8064 |
|
| S3 |
0.7906 |
0.7949 |
0.8056 |
|
| S4 |
0.7817 |
0.7860 |
0.8032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8130 |
0.8041 |
0.0089 |
1.1% |
0.0049 |
0.6% |
44% |
False |
False |
78,887 |
| 10 |
0.8137 |
0.8041 |
0.0096 |
1.2% |
0.0048 |
0.6% |
41% |
False |
False |
70,981 |
| 20 |
0.8137 |
0.7902 |
0.0236 |
2.9% |
0.0048 |
0.6% |
76% |
False |
False |
69,726 |
| 40 |
0.8137 |
0.7754 |
0.0384 |
4.7% |
0.0058 |
0.7% |
85% |
False |
False |
72,742 |
| 60 |
0.8137 |
0.7723 |
0.0415 |
5.1% |
0.0056 |
0.7% |
86% |
False |
False |
48,835 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.1% |
0.0056 |
0.7% |
86% |
False |
False |
36,675 |
| 100 |
0.8283 |
0.7723 |
0.0560 |
6.9% |
0.0057 |
0.7% |
64% |
False |
False |
29,374 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.4% |
0.0055 |
0.7% |
60% |
False |
False |
24,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8335 |
|
2.618 |
0.8249 |
|
1.618 |
0.8196 |
|
1.000 |
0.8164 |
|
0.618 |
0.8144 |
|
HIGH |
0.8112 |
|
0.618 |
0.8091 |
|
0.500 |
0.8085 |
|
0.382 |
0.8079 |
|
LOW |
0.8059 |
|
0.618 |
0.8027 |
|
1.000 |
0.8007 |
|
1.618 |
0.7974 |
|
2.618 |
0.7922 |
|
4.250 |
0.7836 |
|
|
| Fisher Pivots for day following 29-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8085 |
0.8086 |
| PP |
0.8084 |
0.8084 |
| S1 |
0.8082 |
0.8082 |
|