CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 14-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7884 |
0.7907 |
0.0023 |
0.3% |
0.7980 |
| High |
0.7911 |
0.7934 |
0.0024 |
0.3% |
0.7986 |
| Low |
0.7879 |
0.7875 |
-0.0004 |
-0.1% |
0.7837 |
| Close |
0.7895 |
0.7883 |
-0.0012 |
-0.2% |
0.7899 |
| Range |
0.0032 |
0.0059 |
0.0028 |
87.3% |
0.0149 |
| ATR |
0.0054 |
0.0055 |
0.0000 |
0.6% |
0.0000 |
| Volume |
14 |
43 |
29 |
207.1% |
430 |
|
| Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8074 |
0.8037 |
0.7915 |
|
| R3 |
0.8015 |
0.7978 |
0.7899 |
|
| R2 |
0.7956 |
0.7956 |
0.7893 |
|
| R1 |
0.7919 |
0.7919 |
0.7888 |
0.7908 |
| PP |
0.7897 |
0.7897 |
0.7897 |
0.7892 |
| S1 |
0.7860 |
0.7860 |
0.7877 |
0.7849 |
| S2 |
0.7838 |
0.7838 |
0.7872 |
|
| S3 |
0.7779 |
0.7801 |
0.7866 |
|
| S4 |
0.7720 |
0.7742 |
0.7850 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8354 |
0.8276 |
0.7981 |
|
| R3 |
0.8205 |
0.8127 |
0.7940 |
|
| R2 |
0.8056 |
0.8056 |
0.7926 |
|
| R1 |
0.7978 |
0.7978 |
0.7913 |
0.7943 |
| PP |
0.7907 |
0.7907 |
0.7907 |
0.7890 |
| S1 |
0.7829 |
0.7829 |
0.7885 |
0.7794 |
| S2 |
0.7758 |
0.7758 |
0.7872 |
|
| S3 |
0.7609 |
0.7680 |
0.7858 |
|
| S4 |
0.7460 |
0.7531 |
0.7817 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7945 |
0.7837 |
0.0108 |
1.4% |
0.0060 |
0.8% |
42% |
False |
False |
91 |
| 10 |
0.8001 |
0.7837 |
0.0164 |
2.1% |
0.0054 |
0.7% |
28% |
False |
False |
55 |
| 20 |
0.8001 |
0.7724 |
0.0277 |
3.5% |
0.0054 |
0.7% |
57% |
False |
False |
60 |
| 40 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0046 |
0.6% |
49% |
False |
False |
35 |
| 60 |
0.8159 |
0.7724 |
0.0435 |
5.5% |
0.0049 |
0.6% |
36% |
False |
False |
29 |
| 80 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0046 |
0.6% |
27% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8185 |
|
2.618 |
0.8088 |
|
1.618 |
0.8029 |
|
1.000 |
0.7993 |
|
0.618 |
0.7970 |
|
HIGH |
0.7934 |
|
0.618 |
0.7911 |
|
0.500 |
0.7905 |
|
0.382 |
0.7898 |
|
LOW |
0.7875 |
|
0.618 |
0.7839 |
|
1.000 |
0.7816 |
|
1.618 |
0.7780 |
|
2.618 |
0.7721 |
|
4.250 |
0.7624 |
|
|
| Fisher Pivots for day following 14-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7905 |
0.7910 |
| PP |
0.7897 |
0.7901 |
| S1 |
0.7890 |
0.7892 |
|