CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 04-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2021 |
04-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7885 |
0.7924 |
0.0039 |
0.5% |
0.7910 |
| High |
0.7919 |
0.7959 |
0.0040 |
0.5% |
0.7940 |
| Low |
0.7850 |
0.7906 |
0.0057 |
0.7% |
0.7829 |
| Close |
0.7914 |
0.7948 |
0.0035 |
0.4% |
0.7914 |
| Range |
0.0070 |
0.0053 |
-0.0017 |
-24.5% |
0.0111 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
197 |
192 |
-5 |
-2.5% |
615 |
|
| Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8095 |
0.8074 |
0.7977 |
|
| R3 |
0.8043 |
0.8022 |
0.7962 |
|
| R2 |
0.7990 |
0.7990 |
0.7958 |
|
| R1 |
0.7969 |
0.7969 |
0.7953 |
0.7980 |
| PP |
0.7938 |
0.7938 |
0.7938 |
0.7943 |
| S1 |
0.7917 |
0.7917 |
0.7943 |
0.7927 |
| S2 |
0.7885 |
0.7885 |
0.7938 |
|
| S3 |
0.7833 |
0.7864 |
0.7934 |
|
| S4 |
0.7780 |
0.7812 |
0.7919 |
|
|
| 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 |
0.7959 |
0.7829 |
0.0130 |
1.6% |
0.0067 |
0.8% |
92% |
True |
False |
138 |
| 10 |
0.7959 |
0.7784 |
0.0175 |
2.2% |
0.0067 |
0.8% |
94% |
True |
False |
121 |
| 20 |
0.7986 |
0.7755 |
0.0232 |
2.9% |
0.0065 |
0.8% |
84% |
False |
False |
100 |
| 40 |
0.8004 |
0.7724 |
0.0280 |
3.5% |
0.0054 |
0.7% |
80% |
False |
False |
70 |
| 60 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0051 |
0.6% |
69% |
False |
False |
51 |
| 80 |
0.8276 |
0.7724 |
0.0552 |
6.9% |
0.0051 |
0.6% |
41% |
False |
False |
42 |
| 100 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0048 |
0.6% |
38% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8182 |
|
2.618 |
0.8096 |
|
1.618 |
0.8043 |
|
1.000 |
0.8011 |
|
0.618 |
0.7991 |
|
HIGH |
0.7959 |
|
0.618 |
0.7938 |
|
0.500 |
0.7932 |
|
0.382 |
0.7926 |
|
LOW |
0.7906 |
|
0.618 |
0.7874 |
|
1.000 |
0.7854 |
|
1.618 |
0.7821 |
|
2.618 |
0.7769 |
|
4.250 |
0.7683 |
|
|
| Fisher Pivots for day following 04-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7943 |
0.7931 |
| PP |
0.7938 |
0.7914 |
| S1 |
0.7932 |
0.7897 |
|