CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 01-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2021 |
01-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7835 |
0.7885 |
0.0051 |
0.6% |
0.7910 |
| High |
0.7916 |
0.7919 |
0.0003 |
0.0% |
0.7940 |
| Low |
0.7835 |
0.7850 |
0.0015 |
0.2% |
0.7829 |
| Close |
0.7900 |
0.7914 |
0.0014 |
0.2% |
0.7914 |
| Range |
0.0082 |
0.0070 |
-0.0012 |
-14.7% |
0.0111 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.8% |
0.0000 |
| Volume |
168 |
197 |
29 |
17.3% |
615 |
|
| Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8103 |
0.8078 |
0.7952 |
|
| R3 |
0.8033 |
0.8008 |
0.7933 |
|
| R2 |
0.7964 |
0.7964 |
0.7926 |
|
| R1 |
0.7939 |
0.7939 |
0.7920 |
0.7951 |
| PP |
0.7894 |
0.7894 |
0.7894 |
0.7900 |
| S1 |
0.7869 |
0.7869 |
0.7907 |
0.7882 |
| S2 |
0.7825 |
0.7825 |
0.7901 |
|
| S3 |
0.7755 |
0.7800 |
0.7894 |
|
| S4 |
0.7686 |
0.7730 |
0.7875 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8227 |
0.8181 |
0.7975 |
|
| R3 |
0.8116 |
0.8070 |
0.7944 |
|
| R2 |
0.8005 |
0.8005 |
0.7934 |
|
| R1 |
0.7959 |
0.7959 |
0.7924 |
0.7982 |
| PP |
0.7894 |
0.7894 |
0.7894 |
0.7905 |
| S1 |
0.7848 |
0.7848 |
0.7903 |
0.7871 |
| S2 |
0.7783 |
0.7783 |
0.7893 |
|
| S3 |
0.7672 |
0.7737 |
0.7883 |
|
| S4 |
0.7561 |
0.7626 |
0.7852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7940 |
0.7829 |
0.0111 |
1.4% |
0.0064 |
0.8% |
77% |
False |
False |
123 |
| 10 |
0.7940 |
0.7755 |
0.0185 |
2.3% |
0.0068 |
0.9% |
86% |
False |
False |
110 |
| 20 |
0.8001 |
0.7755 |
0.0246 |
3.1% |
0.0064 |
0.8% |
65% |
False |
False |
91 |
| 40 |
0.8004 |
0.7724 |
0.0280 |
3.5% |
0.0054 |
0.7% |
68% |
False |
False |
65 |
| 60 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0051 |
0.6% |
59% |
False |
False |
47 |
| 80 |
0.8278 |
0.7724 |
0.0554 |
7.0% |
0.0051 |
0.6% |
34% |
False |
False |
39 |
| 100 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0048 |
0.6% |
32% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8214 |
|
2.618 |
0.8101 |
|
1.618 |
0.8031 |
|
1.000 |
0.7989 |
|
0.618 |
0.7962 |
|
HIGH |
0.7919 |
|
0.618 |
0.7892 |
|
0.500 |
0.7884 |
|
0.382 |
0.7876 |
|
LOW |
0.7850 |
|
0.618 |
0.7807 |
|
1.000 |
0.7780 |
|
1.618 |
0.7737 |
|
2.618 |
0.7668 |
|
4.250 |
0.7554 |
|
|
| Fisher Pivots for day following 01-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7904 |
0.7900 |
| PP |
0.7894 |
0.7887 |
| S1 |
0.7884 |
0.7874 |
|