CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 23-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2021 |
23-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7797 |
0.7815 |
0.0018 |
0.2% |
0.7884 |
| High |
0.7873 |
0.7914 |
0.0041 |
0.5% |
0.7934 |
| Low |
0.7797 |
0.7815 |
0.0018 |
0.2% |
0.7830 |
| Close |
0.7826 |
0.7905 |
0.0080 |
1.0% |
0.7845 |
| Range |
0.0077 |
0.0100 |
0.0023 |
30.1% |
0.0105 |
| ATR |
0.0060 |
0.0063 |
0.0003 |
4.7% |
0.0000 |
| Volume |
56 |
74 |
18 |
32.1% |
280 |
|
| Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8176 |
0.8140 |
0.7960 |
|
| R3 |
0.8077 |
0.8041 |
0.7932 |
|
| R2 |
0.7977 |
0.7977 |
0.7923 |
|
| R1 |
0.7941 |
0.7941 |
0.7914 |
0.7959 |
| PP |
0.7878 |
0.7878 |
0.7878 |
0.7887 |
| S1 |
0.7842 |
0.7842 |
0.7896 |
0.7860 |
| S2 |
0.7778 |
0.7778 |
0.7887 |
|
| S3 |
0.7679 |
0.7742 |
0.7878 |
|
| S4 |
0.7579 |
0.7643 |
0.7850 |
|
|
| 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 |
0.7914 |
0.7755 |
0.0160 |
2.0% |
0.0078 |
1.0% |
94% |
True |
False |
117 |
| 10 |
0.7945 |
0.7755 |
0.0191 |
2.4% |
0.0064 |
0.8% |
79% |
False |
False |
77 |
| 20 |
0.8001 |
0.7755 |
0.0246 |
3.1% |
0.0059 |
0.7% |
61% |
False |
False |
74 |
| 40 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0049 |
0.6% |
56% |
False |
False |
50 |
| 60 |
0.8127 |
0.7724 |
0.0403 |
5.1% |
0.0051 |
0.7% |
45% |
False |
False |
38 |
| 80 |
0.8311 |
0.7724 |
0.0587 |
7.4% |
0.0049 |
0.6% |
31% |
False |
False |
32 |
| 100 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0046 |
0.6% |
30% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8337 |
|
2.618 |
0.8174 |
|
1.618 |
0.8075 |
|
1.000 |
0.8014 |
|
0.618 |
0.7975 |
|
HIGH |
0.7914 |
|
0.618 |
0.7876 |
|
0.500 |
0.7864 |
|
0.382 |
0.7853 |
|
LOW |
0.7815 |
|
0.618 |
0.7753 |
|
1.000 |
0.7715 |
|
1.618 |
0.7654 |
|
2.618 |
0.7554 |
|
4.250 |
0.7392 |
|
|
| Fisher Pivots for day following 23-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7891 |
0.7886 |
| PP |
0.7878 |
0.7868 |
| S1 |
0.7864 |
0.7849 |
|