CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 15-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2021 |
15-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
0.8048 |
0.8084 |
0.0037 |
0.5% |
0.8010 |
High |
0.8091 |
0.8104 |
0.0013 |
0.2% |
0.8104 |
Low |
0.8047 |
0.8067 |
0.0020 |
0.2% |
0.8005 |
Close |
0.8085 |
0.8075 |
-0.0011 |
-0.1% |
0.8075 |
Range |
0.0044 |
0.0037 |
-0.0007 |
-15.9% |
0.0100 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
71 |
223 |
152 |
214.1% |
686 |
|
Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8193 |
0.8171 |
0.8095 |
|
R3 |
0.8156 |
0.8134 |
0.8085 |
|
R2 |
0.8119 |
0.8119 |
0.8081 |
|
R1 |
0.8097 |
0.8097 |
0.8078 |
0.8089 |
PP |
0.8082 |
0.8082 |
0.8082 |
0.8078 |
S1 |
0.8060 |
0.8060 |
0.8071 |
0.8052 |
S2 |
0.8045 |
0.8045 |
0.8068 |
|
S3 |
0.8008 |
0.8023 |
0.8064 |
|
S4 |
0.7971 |
0.7986 |
0.8054 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8360 |
0.8317 |
0.8129 |
|
R3 |
0.8260 |
0.8217 |
0.8102 |
|
R2 |
0.8161 |
0.8161 |
0.8093 |
|
R1 |
0.8118 |
0.8118 |
0.8084 |
0.8139 |
PP |
0.8061 |
0.8061 |
0.8061 |
0.8072 |
S1 |
0.8018 |
0.8018 |
0.8065 |
0.8040 |
S2 |
0.7962 |
0.7962 |
0.8056 |
|
S3 |
0.7862 |
0.7919 |
0.8047 |
|
S4 |
0.7763 |
0.7819 |
0.8020 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8104 |
0.8005 |
0.0100 |
1.2% |
0.0034 |
0.4% |
70% |
True |
False |
137 |
10 |
0.8104 |
0.7906 |
0.0198 |
2.5% |
0.0039 |
0.5% |
85% |
True |
False |
136 |
20 |
0.8104 |
0.7755 |
0.0350 |
4.3% |
0.0054 |
0.7% |
92% |
True |
False |
123 |
40 |
0.8104 |
0.7724 |
0.0380 |
4.7% |
0.0055 |
0.7% |
92% |
True |
False |
94 |
60 |
0.8104 |
0.7724 |
0.0380 |
4.7% |
0.0048 |
0.6% |
92% |
True |
False |
67 |
80 |
0.8147 |
0.7724 |
0.0423 |
5.2% |
0.0050 |
0.6% |
83% |
False |
False |
55 |
100 |
0.8319 |
0.7724 |
0.0595 |
7.4% |
0.0048 |
0.6% |
59% |
False |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8261 |
2.618 |
0.8201 |
1.618 |
0.8164 |
1.000 |
0.8141 |
0.618 |
0.8127 |
HIGH |
0.8104 |
0.618 |
0.8090 |
0.500 |
0.8086 |
0.382 |
0.8081 |
LOW |
0.8067 |
0.618 |
0.8044 |
1.000 |
0.8030 |
1.618 |
0.8007 |
2.618 |
0.7970 |
4.250 |
0.7910 |
|
|
Fisher Pivots for day following 15-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8086 |
0.8069 |
PP |
0.8082 |
0.8064 |
S1 |
0.8078 |
0.8059 |
|