CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 05-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2021 |
05-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7924 |
0.7934 |
0.0010 |
0.1% |
0.7910 |
| High |
0.7959 |
0.7967 |
0.0009 |
0.1% |
0.7940 |
| Low |
0.7906 |
0.7919 |
0.0013 |
0.2% |
0.7829 |
| Close |
0.7948 |
0.7951 |
0.0003 |
0.0% |
0.7914 |
| Range |
0.0053 |
0.0048 |
-0.0005 |
-8.6% |
0.0111 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
192 |
128 |
-64 |
-33.3% |
615 |
|
| Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8090 |
0.8068 |
0.7977 |
|
| R3 |
0.8042 |
0.8020 |
0.7964 |
|
| R2 |
0.7994 |
0.7994 |
0.7959 |
|
| R1 |
0.7972 |
0.7972 |
0.7955 |
0.7983 |
| PP |
0.7946 |
0.7946 |
0.7946 |
0.7951 |
| S1 |
0.7924 |
0.7924 |
0.7946 |
0.7935 |
| S2 |
0.7898 |
0.7898 |
0.7942 |
|
| S3 |
0.7850 |
0.7876 |
0.7937 |
|
| S4 |
0.7802 |
0.7828 |
0.7924 |
|
|
| 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 |
0.7967 |
0.7829 |
0.0139 |
1.7% |
0.0063 |
0.8% |
88% |
True |
False |
152 |
| 10 |
0.7967 |
0.7797 |
0.0171 |
2.1% |
0.0065 |
0.8% |
90% |
True |
False |
110 |
| 20 |
0.7967 |
0.7755 |
0.0213 |
2.7% |
0.0063 |
0.8% |
92% |
True |
False |
105 |
| 40 |
0.8004 |
0.7724 |
0.0280 |
3.5% |
0.0055 |
0.7% |
81% |
False |
False |
73 |
| 60 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0051 |
0.6% |
70% |
False |
False |
53 |
| 80 |
0.8238 |
0.7724 |
0.0514 |
6.5% |
0.0051 |
0.6% |
44% |
False |
False |
43 |
| 100 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0048 |
0.6% |
38% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8171 |
|
2.618 |
0.8093 |
|
1.618 |
0.8045 |
|
1.000 |
0.8015 |
|
0.618 |
0.7997 |
|
HIGH |
0.7967 |
|
0.618 |
0.7949 |
|
0.500 |
0.7943 |
|
0.382 |
0.7937 |
|
LOW |
0.7919 |
|
0.618 |
0.7889 |
|
1.000 |
0.7871 |
|
1.618 |
0.7841 |
|
2.618 |
0.7793 |
|
4.250 |
0.7715 |
|
|
| Fisher Pivots for day following 05-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7948 |
0.7936 |
| PP |
0.7946 |
0.7922 |
| S1 |
0.7943 |
0.7908 |
|