CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 18-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2021 |
18-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8084 |
0.8080 |
-0.0005 |
-0.1% |
0.8010 |
| High |
0.8104 |
0.8088 |
-0.0016 |
-0.2% |
0.8104 |
| Low |
0.8067 |
0.8063 |
-0.0004 |
0.0% |
0.8005 |
| Close |
0.8075 |
0.8080 |
0.0005 |
0.1% |
0.8075 |
| Range |
0.0037 |
0.0025 |
-0.0012 |
-32.4% |
0.0100 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
223 |
137 |
-86 |
-38.6% |
686 |
|
| Daily Pivots for day following 18-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8152 |
0.8141 |
0.8093 |
|
| R3 |
0.8127 |
0.8116 |
0.8086 |
|
| R2 |
0.8102 |
0.8102 |
0.8084 |
|
| R1 |
0.8091 |
0.8091 |
0.8082 |
0.8092 |
| PP |
0.8077 |
0.8077 |
0.8077 |
0.8078 |
| S1 |
0.8066 |
0.8066 |
0.8077 |
0.8067 |
| S2 |
0.8052 |
0.8052 |
0.8075 |
|
| S3 |
0.8027 |
0.8041 |
0.8073 |
|
| S4 |
0.8002 |
0.8016 |
0.8066 |
|
|
| 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% |
75% |
False |
False |
140 |
| 10 |
0.8104 |
0.7910 |
0.0195 |
2.4% |
0.0037 |
0.5% |
87% |
False |
False |
130 |
| 20 |
0.8104 |
0.7784 |
0.0320 |
4.0% |
0.0052 |
0.6% |
92% |
False |
False |
126 |
| 40 |
0.8104 |
0.7755 |
0.0350 |
4.3% |
0.0054 |
0.7% |
93% |
False |
False |
93 |
| 60 |
0.8104 |
0.7724 |
0.0380 |
4.7% |
0.0048 |
0.6% |
94% |
False |
False |
70 |
| 80 |
0.8147 |
0.7724 |
0.0423 |
5.2% |
0.0050 |
0.6% |
84% |
False |
False |
56 |
| 100 |
0.8319 |
0.7724 |
0.0595 |
7.4% |
0.0048 |
0.6% |
60% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8194 |
|
2.618 |
0.8153 |
|
1.618 |
0.8128 |
|
1.000 |
0.8113 |
|
0.618 |
0.8103 |
|
HIGH |
0.8088 |
|
0.618 |
0.8078 |
|
0.500 |
0.8076 |
|
0.382 |
0.8073 |
|
LOW |
0.8063 |
|
0.618 |
0.8048 |
|
1.000 |
0.8038 |
|
1.618 |
0.8023 |
|
2.618 |
0.7998 |
|
4.250 |
0.7957 |
|
|
| Fisher Pivots for day following 18-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8078 |
0.8078 |
| PP |
0.8077 |
0.8077 |
| S1 |
0.8076 |
0.8076 |
|