CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 06-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2021 |
06-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
0.7934 |
0.7946 |
0.0012 |
0.2% |
0.7910 |
High |
0.7967 |
0.7946 |
-0.0022 |
-0.3% |
0.7940 |
Low |
0.7919 |
0.7910 |
-0.0010 |
-0.1% |
0.7829 |
Close |
0.7951 |
0.7942 |
-0.0009 |
-0.1% |
0.7914 |
Range |
0.0048 |
0.0036 |
-0.0012 |
-25.0% |
0.0111 |
ATR |
0.0062 |
0.0060 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
128 |
118 |
-10 |
-7.8% |
615 |
|
Daily Pivots for day following 06-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8040 |
0.8027 |
0.7961 |
|
R3 |
0.8004 |
0.7991 |
0.7951 |
|
R2 |
0.7968 |
0.7968 |
0.7948 |
|
R1 |
0.7955 |
0.7955 |
0.7945 |
0.7944 |
PP |
0.7932 |
0.7932 |
0.7932 |
0.7927 |
S1 |
0.7919 |
0.7919 |
0.7938 |
0.7908 |
S2 |
0.7896 |
0.7896 |
0.7935 |
|
S3 |
0.7860 |
0.7883 |
0.7932 |
|
S4 |
0.7824 |
0.7847 |
0.7922 |
|
|
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 |
0.7835 |
0.0133 |
1.7% |
0.0058 |
0.7% |
81% |
False |
False |
160 |
10 |
0.7967 |
0.7815 |
0.0153 |
1.9% |
0.0061 |
0.8% |
83% |
False |
False |
116 |
20 |
0.7967 |
0.7755 |
0.0213 |
2.7% |
0.0061 |
0.8% |
88% |
False |
False |
107 |
40 |
0.8004 |
0.7724 |
0.0280 |
3.5% |
0.0055 |
0.7% |
78% |
False |
False |
75 |
60 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0051 |
0.6% |
67% |
False |
False |
55 |
80 |
0.8236 |
0.7724 |
0.0512 |
6.4% |
0.0052 |
0.7% |
43% |
False |
False |
44 |
100 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0048 |
0.6% |
37% |
False |
False |
37 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8099 |
2.618 |
0.8040 |
1.618 |
0.8004 |
1.000 |
0.7982 |
0.618 |
0.7968 |
HIGH |
0.7946 |
0.618 |
0.7932 |
0.500 |
0.7928 |
0.382 |
0.7923 |
LOW |
0.7910 |
0.618 |
0.7887 |
1.000 |
0.7874 |
1.618 |
0.7851 |
2.618 |
0.7815 |
4.250 |
0.7757 |
|
|
Fisher Pivots for day following 06-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7937 |
0.7940 |
PP |
0.7932 |
0.7938 |
S1 |
0.7928 |
0.7937 |
|