CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 16-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7880 |
0.7923 |
0.0043 |
0.5% |
0.7980 |
| High |
0.7920 |
0.7925 |
0.0005 |
0.1% |
0.7986 |
| Low |
0.7869 |
0.7875 |
0.0007 |
0.1% |
0.7837 |
| Close |
0.7911 |
0.7887 |
-0.0024 |
-0.3% |
0.7899 |
| Range |
0.0052 |
0.0050 |
-0.0002 |
-2.9% |
0.0149 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
21 |
56 |
35 |
166.7% |
430 |
|
| Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8046 |
0.8016 |
0.7914 |
|
| R3 |
0.7996 |
0.7966 |
0.7900 |
|
| R2 |
0.7946 |
0.7946 |
0.7896 |
|
| R1 |
0.7916 |
0.7916 |
0.7891 |
0.7906 |
| PP |
0.7896 |
0.7896 |
0.7896 |
0.7890 |
| S1 |
0.7866 |
0.7866 |
0.7882 |
0.7856 |
| S2 |
0.7846 |
0.7846 |
0.7877 |
|
| S3 |
0.7796 |
0.7816 |
0.7873 |
|
| S4 |
0.7746 |
0.7766 |
0.7859 |
|
|
| 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 |
0.7869 |
0.0077 |
1.0% |
0.0051 |
0.6% |
24% |
False |
False |
37 |
| 10 |
0.8001 |
0.7837 |
0.0164 |
2.1% |
0.0056 |
0.7% |
30% |
False |
False |
58 |
| 20 |
0.8001 |
0.7724 |
0.0277 |
3.5% |
0.0056 |
0.7% |
59% |
False |
False |
63 |
| 40 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0044 |
0.6% |
50% |
False |
False |
36 |
| 60 |
0.8159 |
0.7724 |
0.0435 |
5.5% |
0.0048 |
0.6% |
37% |
False |
False |
30 |
| 80 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0046 |
0.6% |
27% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8138 |
|
2.618 |
0.8056 |
|
1.618 |
0.8006 |
|
1.000 |
0.7975 |
|
0.618 |
0.7956 |
|
HIGH |
0.7925 |
|
0.618 |
0.7906 |
|
0.500 |
0.7900 |
|
0.382 |
0.7894 |
|
LOW |
0.7875 |
|
0.618 |
0.7844 |
|
1.000 |
0.7825 |
|
1.618 |
0.7794 |
|
2.618 |
0.7744 |
|
4.250 |
0.7663 |
|
|
| Fisher Pivots for day following 16-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7900 |
0.7901 |
| PP |
0.7896 |
0.7896 |
| S1 |
0.7891 |
0.7891 |
|