CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 28-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2021 |
28-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7910 |
0.7917 |
0.0007 |
0.1% |
0.7821 |
| High |
0.7930 |
0.7940 |
0.0010 |
0.1% |
0.7914 |
| Low |
0.7892 |
0.7871 |
-0.0022 |
-0.3% |
0.7755 |
| Close |
0.7923 |
0.7888 |
-0.0036 |
-0.4% |
0.7898 |
| Range |
0.0038 |
0.0069 |
0.0032 |
84.0% |
0.0160 |
| ATR |
0.0061 |
0.0061 |
0.0001 |
1.0% |
0.0000 |
| Volume |
116 |
56 |
-60 |
-51.7% |
485 |
|
| Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8106 |
0.8066 |
0.7925 |
|
| R3 |
0.8037 |
0.7997 |
0.7906 |
|
| R2 |
0.7968 |
0.7968 |
0.7900 |
|
| R1 |
0.7928 |
0.7928 |
0.7894 |
0.7914 |
| PP |
0.7899 |
0.7899 |
0.7899 |
0.7892 |
| S1 |
0.7859 |
0.7859 |
0.7881 |
0.7845 |
| S2 |
0.7830 |
0.7830 |
0.7875 |
|
| S3 |
0.7761 |
0.7790 |
0.7869 |
|
| S4 |
0.7692 |
0.7721 |
0.7850 |
|
|
| 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 |
0.7940 |
0.7797 |
0.0143 |
1.8% |
0.0067 |
0.9% |
64% |
True |
False |
68 |
| 10 |
0.7940 |
0.7755 |
0.0185 |
2.3% |
0.0065 |
0.8% |
72% |
True |
False |
88 |
| 20 |
0.8001 |
0.7755 |
0.0246 |
3.1% |
0.0059 |
0.8% |
54% |
False |
False |
71 |
| 40 |
0.8013 |
0.7724 |
0.0289 |
3.7% |
0.0051 |
0.6% |
57% |
False |
False |
54 |
| 60 |
0.8127 |
0.7724 |
0.0403 |
5.1% |
0.0051 |
0.6% |
41% |
False |
False |
40 |
| 80 |
0.8286 |
0.7724 |
0.0562 |
7.1% |
0.0049 |
0.6% |
29% |
False |
False |
34 |
| 100 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0047 |
0.6% |
27% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8233 |
|
2.618 |
0.8120 |
|
1.618 |
0.8051 |
|
1.000 |
0.8009 |
|
0.618 |
0.7982 |
|
HIGH |
0.7940 |
|
0.618 |
0.7913 |
|
0.500 |
0.7905 |
|
0.382 |
0.7897 |
|
LOW |
0.7871 |
|
0.618 |
0.7828 |
|
1.000 |
0.7802 |
|
1.618 |
0.7759 |
|
2.618 |
0.7690 |
|
4.250 |
0.7577 |
|
|
| Fisher Pivots for day following 28-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7905 |
0.7898 |
| PP |
0.7899 |
0.7894 |
| S1 |
0.7893 |
0.7891 |
|