CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 02-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2021 |
02-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8075 |
0.8083 |
0.0008 |
0.1% |
0.8087 |
| High |
0.8096 |
0.8085 |
-0.0012 |
-0.1% |
0.8130 |
| Low |
0.8062 |
0.8048 |
-0.0014 |
-0.2% |
0.8041 |
| Close |
0.8084 |
0.8060 |
-0.0024 |
-0.3% |
0.8081 |
| Range |
0.0035 |
0.0037 |
0.0002 |
5.8% |
0.0089 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
60,266 |
66,894 |
6,628 |
11.0% |
394,436 |
|
| Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8174 |
0.8153 |
0.8080 |
|
| R3 |
0.8137 |
0.8117 |
0.8070 |
|
| R2 |
0.8101 |
0.8101 |
0.8067 |
|
| R1 |
0.8080 |
0.8080 |
0.8063 |
0.8072 |
| PP |
0.8064 |
0.8064 |
0.8064 |
0.8060 |
| S1 |
0.8044 |
0.8044 |
0.8057 |
0.8036 |
| S2 |
0.8028 |
0.8028 |
0.8053 |
|
| S3 |
0.7991 |
0.8007 |
0.8050 |
|
| S4 |
0.7955 |
0.7971 |
0.8040 |
|
|
| 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% |
0.0050 |
0.6% |
21% |
False |
False |
82,818 |
| 10 |
0.8137 |
0.8041 |
0.0096 |
1.2% |
0.0047 |
0.6% |
20% |
False |
False |
70,914 |
| 20 |
0.8137 |
0.7906 |
0.0232 |
2.9% |
0.0045 |
0.6% |
67% |
False |
False |
68,597 |
| 40 |
0.8137 |
0.7754 |
0.0384 |
4.8% |
0.0056 |
0.7% |
80% |
False |
False |
75,042 |
| 60 |
0.8137 |
0.7723 |
0.0415 |
5.1% |
0.0055 |
0.7% |
81% |
False |
False |
50,935 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.1% |
0.0055 |
0.7% |
81% |
False |
False |
38,263 |
| 100 |
0.8243 |
0.7723 |
0.0520 |
6.5% |
0.0056 |
0.7% |
65% |
False |
False |
30,629 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.5% |
0.0055 |
0.7% |
56% |
False |
False |
25,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8240 |
|
2.618 |
0.8180 |
|
1.618 |
0.8144 |
|
1.000 |
0.8121 |
|
0.618 |
0.8107 |
|
HIGH |
0.8085 |
|
0.618 |
0.8071 |
|
0.500 |
0.8066 |
|
0.382 |
0.8062 |
|
LOW |
0.8048 |
|
0.618 |
0.8025 |
|
1.000 |
0.8012 |
|
1.618 |
0.7989 |
|
2.618 |
0.7952 |
|
4.250 |
0.7893 |
|
|
| Fisher Pivots for day following 02-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8066 |
0.8080 |
| PP |
0.8064 |
0.8073 |
| S1 |
0.8062 |
0.8067 |
|