CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 03-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2021 |
03-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8083 |
0.8059 |
-0.0024 |
-0.3% |
0.8087 |
| High |
0.8085 |
0.8077 |
-0.0008 |
-0.1% |
0.8130 |
| Low |
0.8048 |
0.8027 |
-0.0021 |
-0.3% |
0.8041 |
| Close |
0.8060 |
0.8070 |
0.0010 |
0.1% |
0.8081 |
| Range |
0.0037 |
0.0050 |
0.0014 |
37.0% |
0.0089 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.0% |
0.0000 |
| Volume |
66,894 |
74,646 |
7,752 |
11.6% |
394,436 |
|
| Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8208 |
0.8189 |
0.8097 |
|
| R3 |
0.8158 |
0.8139 |
0.8083 |
|
| R2 |
0.8108 |
0.8108 |
0.8079 |
|
| R1 |
0.8089 |
0.8089 |
0.8074 |
0.8098 |
| PP |
0.8058 |
0.8058 |
0.8058 |
0.8063 |
| S1 |
0.8039 |
0.8039 |
0.8065 |
0.8048 |
| S2 |
0.8008 |
0.8008 |
0.8060 |
|
| S3 |
0.7958 |
0.7989 |
0.8056 |
|
| S4 |
0.7908 |
0.7939 |
0.8042 |
|
|
| 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 |
0.8112 |
0.8027 |
0.0085 |
1.0% |
0.0042 |
0.5% |
50% |
False |
True |
73,020 |
| 10 |
0.8137 |
0.8027 |
0.0110 |
1.4% |
0.0048 |
0.6% |
39% |
False |
True |
72,008 |
| 20 |
0.8137 |
0.7937 |
0.0201 |
2.5% |
0.0046 |
0.6% |
66% |
False |
False |
68,314 |
| 40 |
0.8137 |
0.7754 |
0.0384 |
4.8% |
0.0055 |
0.7% |
82% |
False |
False |
75,300 |
| 60 |
0.8137 |
0.7723 |
0.0415 |
5.1% |
0.0056 |
0.7% |
84% |
False |
False |
52,171 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.1% |
0.0055 |
0.7% |
84% |
False |
False |
39,194 |
| 100 |
0.8241 |
0.7723 |
0.0519 |
6.4% |
0.0057 |
0.7% |
67% |
False |
False |
31,372 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.4% |
0.0054 |
0.7% |
58% |
False |
False |
26,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8290 |
|
2.618 |
0.8208 |
|
1.618 |
0.8158 |
|
1.000 |
0.8127 |
|
0.618 |
0.8108 |
|
HIGH |
0.8077 |
|
0.618 |
0.8058 |
|
0.500 |
0.8052 |
|
0.382 |
0.8046 |
|
LOW |
0.8027 |
|
0.618 |
0.7996 |
|
1.000 |
0.7977 |
|
1.618 |
0.7946 |
|
2.618 |
0.7896 |
|
4.250 |
0.7815 |
|
|
| Fisher Pivots for day following 03-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8064 |
0.8067 |
| PP |
0.8058 |
0.8064 |
| S1 |
0.8052 |
0.8062 |
|