CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 29-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2021 |
29-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7917 |
0.7882 |
-0.0035 |
-0.4% |
0.7821 |
| High |
0.7940 |
0.7893 |
-0.0047 |
-0.6% |
0.7914 |
| Low |
0.7871 |
0.7829 |
-0.0042 |
-0.5% |
0.7755 |
| Close |
0.7888 |
0.7845 |
-0.0043 |
-0.5% |
0.7898 |
| Range |
0.0069 |
0.0064 |
-0.0005 |
-7.2% |
0.0160 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.3% |
0.0000 |
| Volume |
56 |
78 |
22 |
39.3% |
485 |
|
| Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8047 |
0.8010 |
0.7880 |
|
| R3 |
0.7983 |
0.7946 |
0.7863 |
|
| R2 |
0.7919 |
0.7919 |
0.7857 |
|
| R1 |
0.7882 |
0.7882 |
0.7851 |
0.7869 |
| PP |
0.7855 |
0.7855 |
0.7855 |
0.7849 |
| S1 |
0.7818 |
0.7818 |
0.7839 |
0.7805 |
| S2 |
0.7791 |
0.7791 |
0.7833 |
|
| S3 |
0.7727 |
0.7754 |
0.7827 |
|
| S4 |
0.7663 |
0.7690 |
0.7810 |
|
|
| 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 |
0.7815 |
0.0125 |
1.6% |
0.0065 |
0.8% |
24% |
False |
False |
73 |
| 10 |
0.7940 |
0.7755 |
0.0185 |
2.4% |
0.0066 |
0.8% |
49% |
False |
False |
93 |
| 20 |
0.8001 |
0.7755 |
0.0246 |
3.1% |
0.0060 |
0.8% |
37% |
False |
False |
74 |
| 40 |
0.8013 |
0.7724 |
0.0289 |
3.7% |
0.0051 |
0.7% |
42% |
False |
False |
56 |
| 60 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0050 |
0.6% |
37% |
False |
False |
42 |
| 80 |
0.8285 |
0.7724 |
0.0561 |
7.2% |
0.0050 |
0.6% |
22% |
False |
False |
35 |
| 100 |
0.8319 |
0.7724 |
0.0595 |
7.6% |
0.0047 |
0.6% |
20% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8165 |
|
2.618 |
0.8060 |
|
1.618 |
0.7996 |
|
1.000 |
0.7957 |
|
0.618 |
0.7932 |
|
HIGH |
0.7893 |
|
0.618 |
0.7868 |
|
0.500 |
0.7861 |
|
0.382 |
0.7853 |
|
LOW |
0.7829 |
|
0.618 |
0.7789 |
|
1.000 |
0.7765 |
|
1.618 |
0.7725 |
|
2.618 |
0.7661 |
|
4.250 |
0.7557 |
|
|
| Fisher Pivots for day following 29-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7861 |
0.7884 |
| PP |
0.7855 |
0.7871 |
| S1 |
0.7850 |
0.7858 |
|