CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 14-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2021 |
14-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
0.8022 |
0.8048 |
0.0026 |
0.3% |
0.7924 |
High |
0.8042 |
0.8091 |
0.0050 |
0.6% |
0.8025 |
Low |
0.8015 |
0.8047 |
0.0033 |
0.4% |
0.7906 |
Close |
0.8042 |
0.8085 |
0.0044 |
0.5% |
0.8025 |
Range |
0.0027 |
0.0044 |
0.0017 |
63.0% |
0.0119 |
ATR |
0.0052 |
0.0052 |
0.0000 |
-0.4% |
0.0000 |
Volume |
163 |
71 |
-92 |
-56.4% |
677 |
|
Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8206 |
0.8190 |
0.8109 |
|
R3 |
0.8162 |
0.8146 |
0.8097 |
|
R2 |
0.8118 |
0.8118 |
0.8093 |
|
R1 |
0.8102 |
0.8102 |
0.8089 |
0.8110 |
PP |
0.8074 |
0.8074 |
0.8074 |
0.8079 |
S1 |
0.8058 |
0.8058 |
0.8081 |
0.8066 |
S2 |
0.8030 |
0.8030 |
0.8077 |
|
S3 |
0.7986 |
0.8014 |
0.8073 |
|
S4 |
0.7942 |
0.7970 |
0.8061 |
|
|
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 |
0.8091 |
0.7965 |
0.0126 |
1.6% |
0.0038 |
0.5% |
95% |
True |
False |
118 |
10 |
0.8091 |
0.7850 |
0.0242 |
3.0% |
0.0043 |
0.5% |
98% |
True |
False |
133 |
20 |
0.8091 |
0.7755 |
0.0337 |
4.2% |
0.0056 |
0.7% |
98% |
True |
False |
119 |
40 |
0.8091 |
0.7724 |
0.0367 |
4.5% |
0.0056 |
0.7% |
98% |
True |
False |
91 |
60 |
0.8091 |
0.7724 |
0.0367 |
4.5% |
0.0048 |
0.6% |
98% |
True |
False |
64 |
80 |
0.8159 |
0.7724 |
0.0435 |
5.4% |
0.0050 |
0.6% |
83% |
False |
False |
52 |
100 |
0.8319 |
0.7724 |
0.0595 |
7.4% |
0.0048 |
0.6% |
61% |
False |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8278 |
2.618 |
0.8206 |
1.618 |
0.8162 |
1.000 |
0.8135 |
0.618 |
0.8118 |
HIGH |
0.8091 |
0.618 |
0.8074 |
0.500 |
0.8069 |
0.382 |
0.8064 |
LOW |
0.8047 |
0.618 |
0.8020 |
1.000 |
0.8003 |
1.618 |
0.7976 |
2.618 |
0.7932 |
4.250 |
0.7860 |
|
|
Fisher Pivots for day following 14-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8080 |
0.8073 |
PP |
0.8074 |
0.8060 |
S1 |
0.8069 |
0.8048 |
|