CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 01-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2021 |
01-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8101 |
0.8075 |
-0.0026 |
-0.3% |
0.8087 |
| High |
0.8112 |
0.8096 |
-0.0016 |
-0.2% |
0.8130 |
| Low |
0.8059 |
0.8062 |
0.0003 |
0.0% |
0.8041 |
| Close |
0.8081 |
0.8084 |
0.0004 |
0.0% |
0.8081 |
| Range |
0.0053 |
0.0035 |
-0.0018 |
-34.3% |
0.0089 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
91,713 |
60,266 |
-31,447 |
-34.3% |
394,436 |
|
| Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8184 |
0.8169 |
0.8103 |
|
| R3 |
0.8150 |
0.8134 |
0.8093 |
|
| R2 |
0.8115 |
0.8115 |
0.8090 |
|
| R1 |
0.8100 |
0.8100 |
0.8087 |
0.8107 |
| PP |
0.8081 |
0.8081 |
0.8081 |
0.8084 |
| S1 |
0.8065 |
0.8065 |
0.8081 |
0.8073 |
| S2 |
0.8046 |
0.8046 |
0.8078 |
|
| S3 |
0.8012 |
0.8031 |
0.8075 |
|
| S4 |
0.7977 |
0.7996 |
0.8065 |
|
|
| 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% |
0.0048 |
0.6% |
48% |
False |
False |
80,358 |
| 10 |
0.8137 |
0.8041 |
0.0096 |
1.2% |
0.0048 |
0.6% |
45% |
False |
False |
70,910 |
| 20 |
0.8137 |
0.7906 |
0.0232 |
2.9% |
0.0046 |
0.6% |
77% |
False |
False |
68,732 |
| 40 |
0.8137 |
0.7754 |
0.0384 |
4.7% |
0.0057 |
0.7% |
86% |
False |
False |
74,062 |
| 60 |
0.8137 |
0.7723 |
0.0415 |
5.1% |
0.0055 |
0.7% |
87% |
False |
False |
49,835 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.1% |
0.0055 |
0.7% |
87% |
False |
False |
37,428 |
| 100 |
0.8275 |
0.7723 |
0.0553 |
6.8% |
0.0057 |
0.7% |
65% |
False |
False |
29,963 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.4% |
0.0055 |
0.7% |
60% |
False |
False |
25,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8243 |
|
2.618 |
0.8186 |
|
1.618 |
0.8152 |
|
1.000 |
0.8131 |
|
0.618 |
0.8117 |
|
HIGH |
0.8096 |
|
0.618 |
0.8083 |
|
0.500 |
0.8079 |
|
0.382 |
0.8075 |
|
LOW |
0.8062 |
|
0.618 |
0.8040 |
|
1.000 |
0.8027 |
|
1.618 |
0.8006 |
|
2.618 |
0.7971 |
|
4.250 |
0.7915 |
|
|
| Fisher Pivots for day following 01-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8082 |
0.8085 |
| PP |
0.8081 |
0.8085 |
| S1 |
0.8079 |
0.8084 |
|