CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 17-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7923 |
0.7887 |
-0.0036 |
-0.4% |
0.7884 |
| High |
0.7925 |
0.7913 |
-0.0013 |
-0.2% |
0.7934 |
| Low |
0.7875 |
0.7830 |
-0.0046 |
-0.6% |
0.7830 |
| Close |
0.7887 |
0.7845 |
-0.0042 |
-0.5% |
0.7845 |
| Range |
0.0050 |
0.0083 |
0.0033 |
66.0% |
0.0105 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.8% |
0.0000 |
| Volume |
56 |
146 |
90 |
160.7% |
280 |
|
| Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8111 |
0.8061 |
0.7891 |
|
| R3 |
0.8028 |
0.7978 |
0.7868 |
|
| R2 |
0.7945 |
0.7945 |
0.7860 |
|
| R1 |
0.7895 |
0.7895 |
0.7853 |
0.7879 |
| PP |
0.7862 |
0.7862 |
0.7862 |
0.7854 |
| S1 |
0.7812 |
0.7812 |
0.7837 |
0.7796 |
| S2 |
0.7779 |
0.7779 |
0.7830 |
|
| S3 |
0.7696 |
0.7729 |
0.7822 |
|
| S4 |
0.7613 |
0.7646 |
0.7799 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8183 |
0.8119 |
0.7902 |
|
| R3 |
0.8079 |
0.8014 |
0.7874 |
|
| R2 |
0.7974 |
0.7974 |
0.7864 |
|
| R1 |
0.7910 |
0.7910 |
0.7855 |
0.7890 |
| PP |
0.7870 |
0.7870 |
0.7870 |
0.7860 |
| S1 |
0.7805 |
0.7805 |
0.7835 |
0.7785 |
| S2 |
0.7765 |
0.7765 |
0.7826 |
|
| S3 |
0.7661 |
0.7701 |
0.7816 |
|
| S4 |
0.7556 |
0.7596 |
0.7788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7934 |
0.7830 |
0.0105 |
1.3% |
0.0055 |
0.7% |
15% |
False |
True |
56 |
| 10 |
0.8001 |
0.7830 |
0.0171 |
2.2% |
0.0059 |
0.8% |
9% |
False |
True |
72 |
| 20 |
0.8001 |
0.7724 |
0.0277 |
3.5% |
0.0056 |
0.7% |
44% |
False |
False |
66 |
| 40 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0045 |
0.6% |
37% |
False |
False |
40 |
| 60 |
0.8147 |
0.7724 |
0.0423 |
5.4% |
0.0049 |
0.6% |
29% |
False |
False |
32 |
| 80 |
0.8319 |
0.7724 |
0.0595 |
7.6% |
0.0047 |
0.6% |
20% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8265 |
|
2.618 |
0.8130 |
|
1.618 |
0.8047 |
|
1.000 |
0.7996 |
|
0.618 |
0.7964 |
|
HIGH |
0.7913 |
|
0.618 |
0.7881 |
|
0.500 |
0.7871 |
|
0.382 |
0.7861 |
|
LOW |
0.7830 |
|
0.618 |
0.7778 |
|
1.000 |
0.7747 |
|
1.618 |
0.7695 |
|
2.618 |
0.7612 |
|
4.250 |
0.7477 |
|
|
| Fisher Pivots for day following 17-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7871 |
0.7877 |
| PP |
0.7862 |
0.7867 |
| S1 |
0.7854 |
0.7856 |
|