CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 07-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2021 |
07-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7946 |
0.7943 |
-0.0003 |
0.0% |
0.7910 |
| High |
0.7946 |
0.7971 |
0.0025 |
0.3% |
0.7940 |
| Low |
0.7910 |
0.7942 |
0.0033 |
0.4% |
0.7829 |
| Close |
0.7942 |
0.7966 |
0.0024 |
0.3% |
0.7914 |
| Range |
0.0036 |
0.0029 |
-0.0008 |
-20.8% |
0.0111 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
118 |
109 |
-9 |
-7.6% |
615 |
|
| Daily Pivots for day following 07-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8045 |
0.8034 |
0.7981 |
|
| R3 |
0.8016 |
0.8005 |
0.7973 |
|
| R2 |
0.7988 |
0.7988 |
0.7971 |
|
| R1 |
0.7977 |
0.7977 |
0.7968 |
0.7982 |
| PP |
0.7959 |
0.7959 |
0.7959 |
0.7962 |
| S1 |
0.7948 |
0.7948 |
0.7963 |
0.7954 |
| S2 |
0.7931 |
0.7931 |
0.7960 |
|
| S3 |
0.7902 |
0.7920 |
0.7958 |
|
| S4 |
0.7874 |
0.7891 |
0.7950 |
|
|
| 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 |
0.7971 |
0.7850 |
0.0121 |
1.5% |
0.0047 |
0.6% |
96% |
True |
False |
148 |
| 10 |
0.7971 |
0.7829 |
0.0142 |
1.8% |
0.0054 |
0.7% |
96% |
True |
False |
120 |
| 20 |
0.7971 |
0.7755 |
0.0216 |
2.7% |
0.0059 |
0.7% |
98% |
True |
False |
98 |
| 40 |
0.8001 |
0.7724 |
0.0277 |
3.5% |
0.0054 |
0.7% |
87% |
False |
False |
78 |
| 60 |
0.8048 |
0.7724 |
0.0324 |
4.1% |
0.0050 |
0.6% |
75% |
False |
False |
56 |
| 80 |
0.8219 |
0.7724 |
0.0495 |
6.2% |
0.0052 |
0.6% |
49% |
False |
False |
46 |
| 100 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0048 |
0.6% |
41% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8092 |
|
2.618 |
0.8045 |
|
1.618 |
0.8017 |
|
1.000 |
0.7999 |
|
0.618 |
0.7988 |
|
HIGH |
0.7971 |
|
0.618 |
0.7960 |
|
0.500 |
0.7956 |
|
0.382 |
0.7953 |
|
LOW |
0.7942 |
|
0.618 |
0.7924 |
|
1.000 |
0.7914 |
|
1.618 |
0.7896 |
|
2.618 |
0.7867 |
|
4.250 |
0.7821 |
|
|
| Fisher Pivots for day following 07-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7962 |
0.7957 |
| PP |
0.7959 |
0.7949 |
| S1 |
0.7956 |
0.7940 |
|