CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 24-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2021 |
24-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7815 |
0.7900 |
0.0086 |
1.1% |
0.7821 |
| High |
0.7914 |
0.7910 |
-0.0004 |
-0.1% |
0.7914 |
| Low |
0.7815 |
0.7856 |
0.0041 |
0.5% |
0.7755 |
| Close |
0.7905 |
0.7898 |
-0.0007 |
-0.1% |
0.7898 |
| Range |
0.0100 |
0.0055 |
-0.0045 |
-45.2% |
0.0160 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
74 |
42 |
-32 |
-43.2% |
485 |
|
| Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8051 |
0.8029 |
0.7928 |
|
| R3 |
0.7997 |
0.7975 |
0.7913 |
|
| R2 |
0.7942 |
0.7942 |
0.7908 |
|
| R1 |
0.7920 |
0.7920 |
0.7903 |
0.7904 |
| PP |
0.7888 |
0.7888 |
0.7888 |
0.7880 |
| S1 |
0.7866 |
0.7866 |
0.7893 |
0.7850 |
| S2 |
0.7833 |
0.7833 |
0.7888 |
|
| S3 |
0.7779 |
0.7811 |
0.7883 |
|
| S4 |
0.7724 |
0.7757 |
0.7868 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8334 |
0.8276 |
0.7986 |
|
| R3 |
0.8175 |
0.8116 |
0.7942 |
|
| R2 |
0.8015 |
0.8015 |
0.7927 |
|
| R1 |
0.7957 |
0.7957 |
0.7913 |
0.7986 |
| PP |
0.7856 |
0.7856 |
0.7856 |
0.7870 |
| S1 |
0.7797 |
0.7797 |
0.7883 |
0.7826 |
| S2 |
0.7696 |
0.7696 |
0.7869 |
|
| S3 |
0.7537 |
0.7638 |
0.7854 |
|
| S4 |
0.7377 |
0.7478 |
0.7810 |
|
|
| 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% |
0.0072 |
0.9% |
90% |
False |
False |
97 |
| 10 |
0.7934 |
0.7755 |
0.0180 |
2.3% |
0.0064 |
0.8% |
80% |
False |
False |
76 |
| 20 |
0.8001 |
0.7755 |
0.0246 |
3.1% |
0.0059 |
0.7% |
58% |
False |
False |
74 |
| 40 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0050 |
0.6% |
54% |
False |
False |
51 |
| 60 |
0.8127 |
0.7724 |
0.0403 |
5.1% |
0.0052 |
0.7% |
43% |
False |
False |
38 |
| 80 |
0.8311 |
0.7724 |
0.0587 |
7.4% |
0.0049 |
0.6% |
30% |
False |
False |
32 |
| 100 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0046 |
0.6% |
29% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8142 |
|
2.618 |
0.8053 |
|
1.618 |
0.7998 |
|
1.000 |
0.7965 |
|
0.618 |
0.7944 |
|
HIGH |
0.7910 |
|
0.618 |
0.7889 |
|
0.500 |
0.7883 |
|
0.382 |
0.7876 |
|
LOW |
0.7856 |
|
0.618 |
0.7822 |
|
1.000 |
0.7801 |
|
1.618 |
0.7767 |
|
2.618 |
0.7713 |
|
4.250 |
0.7624 |
|
|
| Fisher Pivots for day following 24-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7893 |
0.7884 |
| PP |
0.7888 |
0.7870 |
| S1 |
0.7883 |
0.7855 |
|