CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 21-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2021 |
21-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7821 |
0.7807 |
-0.0014 |
-0.2% |
0.7884 |
| High |
0.7821 |
0.7847 |
0.0026 |
0.3% |
0.7934 |
| Low |
0.7755 |
0.7784 |
0.0030 |
0.4% |
0.7830 |
| Close |
0.7795 |
0.7805 |
0.0010 |
0.1% |
0.7845 |
| Range |
0.0067 |
0.0063 |
-0.0004 |
-5.3% |
0.0105 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.5% |
0.0000 |
| Volume |
74 |
239 |
165 |
223.0% |
280 |
|
| Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8001 |
0.7966 |
0.7840 |
|
| R3 |
0.7938 |
0.7903 |
0.7822 |
|
| R2 |
0.7875 |
0.7875 |
0.7817 |
|
| R1 |
0.7840 |
0.7840 |
0.7811 |
0.7826 |
| PP |
0.7812 |
0.7812 |
0.7812 |
0.7805 |
| S1 |
0.7777 |
0.7777 |
0.7799 |
0.7763 |
| S2 |
0.7749 |
0.7749 |
0.7793 |
|
| S3 |
0.7686 |
0.7714 |
0.7788 |
|
| S4 |
0.7623 |
0.7651 |
0.7770 |
|
|
| 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 |
0.7925 |
0.7755 |
0.0171 |
2.2% |
0.0063 |
0.8% |
30% |
False |
False |
107 |
| 10 |
0.7945 |
0.7755 |
0.0191 |
2.4% |
0.0061 |
0.8% |
27% |
False |
False |
99 |
| 20 |
0.8001 |
0.7755 |
0.0246 |
3.2% |
0.0054 |
0.7% |
21% |
False |
False |
68 |
| 40 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0047 |
0.6% |
25% |
False |
False |
47 |
| 60 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0050 |
0.6% |
20% |
False |
False |
37 |
| 80 |
0.8319 |
0.7724 |
0.0595 |
7.6% |
0.0047 |
0.6% |
14% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8115 |
|
2.618 |
0.8012 |
|
1.618 |
0.7949 |
|
1.000 |
0.7910 |
|
0.618 |
0.7886 |
|
HIGH |
0.7847 |
|
0.618 |
0.7823 |
|
0.500 |
0.7816 |
|
0.382 |
0.7808 |
|
LOW |
0.7784 |
|
0.618 |
0.7745 |
|
1.000 |
0.7721 |
|
1.618 |
0.7682 |
|
2.618 |
0.7619 |
|
4.250 |
0.7516 |
|
|
| Fisher Pivots for day following 21-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7816 |
0.7834 |
| PP |
0.7812 |
0.7824 |
| S1 |
0.7809 |
0.7815 |
|