CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 08-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2021 |
08-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7943 |
0.7967 |
0.0025 |
0.3% |
0.7924 |
| High |
0.7971 |
0.8025 |
0.0055 |
0.7% |
0.8025 |
| Low |
0.7942 |
0.7965 |
0.0023 |
0.3% |
0.7906 |
| Close |
0.7966 |
0.8025 |
0.0060 |
0.7% |
0.8025 |
| Range |
0.0029 |
0.0060 |
0.0032 |
110.5% |
0.0119 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.3% |
0.0000 |
| Volume |
109 |
130 |
21 |
19.3% |
677 |
|
| Daily Pivots for day following 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8185 |
0.8165 |
0.8058 |
|
| R3 |
0.8125 |
0.8105 |
0.8042 |
|
| R2 |
0.8065 |
0.8065 |
0.8036 |
|
| R1 |
0.8045 |
0.8045 |
0.8031 |
0.8055 |
| PP |
0.8005 |
0.8005 |
0.8005 |
0.8010 |
| S1 |
0.7985 |
0.7985 |
0.8020 |
0.7995 |
| S2 |
0.7945 |
0.7945 |
0.8014 |
|
| S3 |
0.7885 |
0.7925 |
0.8009 |
|
| S4 |
0.7825 |
0.7865 |
0.7992 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8342 |
0.8303 |
0.8090 |
|
| R3 |
0.8223 |
0.8184 |
0.8058 |
|
| R2 |
0.8104 |
0.8104 |
0.8047 |
|
| R1 |
0.8065 |
0.8065 |
0.8036 |
0.8085 |
| PP |
0.7985 |
0.7985 |
0.7985 |
0.7995 |
| S1 |
0.7946 |
0.7946 |
0.8014 |
0.7966 |
| S2 |
0.7866 |
0.7866 |
0.8003 |
|
| S3 |
0.7747 |
0.7827 |
0.7992 |
|
| S4 |
0.7628 |
0.7708 |
0.7960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8025 |
0.7906 |
0.0119 |
1.5% |
0.0045 |
0.6% |
100% |
True |
False |
135 |
| 10 |
0.8025 |
0.7829 |
0.0197 |
2.4% |
0.0055 |
0.7% |
100% |
True |
False |
129 |
| 20 |
0.8025 |
0.7755 |
0.0271 |
3.4% |
0.0059 |
0.7% |
100% |
True |
False |
102 |
| 40 |
0.8025 |
0.7724 |
0.0301 |
3.8% |
0.0055 |
0.7% |
100% |
True |
False |
80 |
| 60 |
0.8048 |
0.7724 |
0.0324 |
4.0% |
0.0050 |
0.6% |
93% |
False |
False |
57 |
| 80 |
0.8159 |
0.7724 |
0.0435 |
5.4% |
0.0051 |
0.6% |
69% |
False |
False |
47 |
| 100 |
0.8319 |
0.7724 |
0.0595 |
7.4% |
0.0048 |
0.6% |
51% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8280 |
|
2.618 |
0.8182 |
|
1.618 |
0.8122 |
|
1.000 |
0.8085 |
|
0.618 |
0.8062 |
|
HIGH |
0.8025 |
|
0.618 |
0.8002 |
|
0.500 |
0.7995 |
|
0.382 |
0.7988 |
|
LOW |
0.7965 |
|
0.618 |
0.7928 |
|
1.000 |
0.7905 |
|
1.618 |
0.7868 |
|
2.618 |
0.7808 |
|
4.250 |
0.7710 |
|
|
| Fisher Pivots for day following 08-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8015 |
0.8006 |
| PP |
0.8005 |
0.7987 |
| S1 |
0.7995 |
0.7967 |
|