CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 20-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7887 |
0.7821 |
-0.0066 |
-0.8% |
0.7884 |
| High |
0.7913 |
0.7821 |
-0.0092 |
-1.2% |
0.7934 |
| Low |
0.7830 |
0.7755 |
-0.0075 |
-1.0% |
0.7830 |
| Close |
0.7845 |
0.7795 |
-0.0050 |
-0.6% |
0.7845 |
| Range |
0.0083 |
0.0067 |
-0.0017 |
-19.9% |
0.0105 |
| ATR |
0.0056 |
0.0059 |
0.0002 |
4.4% |
0.0000 |
| Volume |
146 |
74 |
-72 |
-49.3% |
280 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7990 |
0.7959 |
0.7832 |
|
| R3 |
0.7923 |
0.7892 |
0.7813 |
|
| R2 |
0.7857 |
0.7857 |
0.7807 |
|
| R1 |
0.7826 |
0.7826 |
0.7801 |
0.7808 |
| PP |
0.7790 |
0.7790 |
0.7790 |
0.7781 |
| S1 |
0.7759 |
0.7759 |
0.7789 |
0.7742 |
| S2 |
0.7724 |
0.7724 |
0.7783 |
|
| S3 |
0.7657 |
0.7693 |
0.7777 |
|
| S4 |
0.7591 |
0.7626 |
0.7758 |
|
|
| 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 |
0.7755 |
0.0180 |
2.3% |
0.0062 |
0.8% |
23% |
False |
True |
68 |
| 10 |
0.7986 |
0.7755 |
0.0232 |
3.0% |
0.0063 |
0.8% |
17% |
False |
True |
78 |
| 20 |
0.8001 |
0.7755 |
0.0246 |
3.2% |
0.0056 |
0.7% |
16% |
False |
True |
59 |
| 40 |
0.8048 |
0.7724 |
0.0324 |
4.2% |
0.0046 |
0.6% |
22% |
False |
False |
42 |
| 60 |
0.8147 |
0.7724 |
0.0423 |
5.4% |
0.0049 |
0.6% |
17% |
False |
False |
33 |
| 80 |
0.8319 |
0.7724 |
0.0595 |
7.6% |
0.0047 |
0.6% |
12% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8104 |
|
2.618 |
0.7995 |
|
1.618 |
0.7929 |
|
1.000 |
0.7888 |
|
0.618 |
0.7862 |
|
HIGH |
0.7821 |
|
0.618 |
0.7796 |
|
0.500 |
0.7788 |
|
0.382 |
0.7780 |
|
LOW |
0.7755 |
|
0.618 |
0.7713 |
|
1.000 |
0.7688 |
|
1.618 |
0.7647 |
|
2.618 |
0.7580 |
|
4.250 |
0.7472 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7793 |
0.7840 |
| PP |
0.7790 |
0.7825 |
| S1 |
0.7788 |
0.7810 |
|