CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 12-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8010 |
0.8008 |
-0.0002 |
0.0% |
0.7924 |
| High |
0.8035 |
0.8040 |
0.0006 |
0.1% |
0.8025 |
| Low |
0.8009 |
0.8005 |
-0.0005 |
-0.1% |
0.7906 |
| Close |
0.8014 |
0.8025 |
0.0011 |
0.1% |
0.8025 |
| Range |
0.0026 |
0.0036 |
0.0010 |
39.2% |
0.0119 |
| ATR |
0.0056 |
0.0054 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
123 |
106 |
-17 |
-13.8% |
677 |
|
| Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8130 |
0.8113 |
0.8044 |
|
| R3 |
0.8094 |
0.8077 |
0.8034 |
|
| R2 |
0.8059 |
0.8059 |
0.8031 |
|
| R1 |
0.8042 |
0.8042 |
0.8028 |
0.8050 |
| PP |
0.8023 |
0.8023 |
0.8023 |
0.8027 |
| S1 |
0.8006 |
0.8006 |
0.8021 |
0.8015 |
| S2 |
0.7988 |
0.7988 |
0.8018 |
|
| S3 |
0.7952 |
0.7971 |
0.8015 |
|
| S4 |
0.7917 |
0.7935 |
0.8005 |
|
|
| 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 |
0.8040 |
0.7910 |
0.0131 |
1.6% |
0.0037 |
0.5% |
88% |
True |
False |
117 |
| 10 |
0.8040 |
0.7829 |
0.0212 |
2.6% |
0.0050 |
0.6% |
93% |
True |
False |
134 |
| 20 |
0.8040 |
0.7755 |
0.0286 |
3.6% |
0.0058 |
0.7% |
95% |
True |
False |
111 |
| 40 |
0.8040 |
0.7724 |
0.0316 |
3.9% |
0.0056 |
0.7% |
95% |
True |
False |
86 |
| 60 |
0.8048 |
0.7724 |
0.0324 |
4.0% |
0.0050 |
0.6% |
93% |
False |
False |
60 |
| 80 |
0.8159 |
0.7724 |
0.0435 |
5.4% |
0.0051 |
0.6% |
69% |
False |
False |
49 |
| 100 |
0.8319 |
0.7724 |
0.0595 |
7.4% |
0.0048 |
0.6% |
51% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8191 |
|
2.618 |
0.8133 |
|
1.618 |
0.8097 |
|
1.000 |
0.8076 |
|
0.618 |
0.8062 |
|
HIGH |
0.8040 |
|
0.618 |
0.8026 |
|
0.500 |
0.8022 |
|
0.382 |
0.8018 |
|
LOW |
0.8005 |
|
0.618 |
0.7983 |
|
1.000 |
0.7969 |
|
1.618 |
0.7947 |
|
2.618 |
0.7912 |
|
4.250 |
0.7854 |
|
|
| Fisher Pivots for day following 12-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8024 |
0.8017 |
| PP |
0.8023 |
0.8010 |
| S1 |
0.8022 |
0.8003 |
|