CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 19-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2021 |
19-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8080 |
0.8081 |
0.0001 |
0.0% |
0.8010 |
| High |
0.8088 |
0.8119 |
0.0031 |
0.4% |
0.8104 |
| Low |
0.8063 |
0.8081 |
0.0018 |
0.2% |
0.8005 |
| Close |
0.8080 |
0.8091 |
0.0011 |
0.1% |
0.8075 |
| Range |
0.0025 |
0.0038 |
0.0013 |
52.0% |
0.0100 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
137 |
84 |
-53 |
-38.7% |
686 |
|
| Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8211 |
0.8189 |
0.8111 |
|
| R3 |
0.8173 |
0.8151 |
0.8101 |
|
| R2 |
0.8135 |
0.8135 |
0.8097 |
|
| R1 |
0.8113 |
0.8113 |
0.8094 |
0.8124 |
| PP |
0.8097 |
0.8097 |
0.8097 |
0.8102 |
| S1 |
0.8075 |
0.8075 |
0.8087 |
0.8086 |
| S2 |
0.8059 |
0.8059 |
0.8084 |
|
| S3 |
0.8021 |
0.8037 |
0.8080 |
|
| S4 |
0.7983 |
0.7999 |
0.8070 |
|
|
| 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 |
0.8119 |
0.8015 |
0.0104 |
1.3% |
0.0034 |
0.4% |
73% |
True |
False |
135 |
| 10 |
0.8119 |
0.7910 |
0.0209 |
2.6% |
0.0036 |
0.4% |
87% |
True |
False |
126 |
| 20 |
0.8119 |
0.7797 |
0.0322 |
4.0% |
0.0050 |
0.6% |
91% |
True |
False |
118 |
| 40 |
0.8119 |
0.7755 |
0.0364 |
4.5% |
0.0052 |
0.6% |
92% |
True |
False |
93 |
| 60 |
0.8119 |
0.7724 |
0.0395 |
4.9% |
0.0048 |
0.6% |
93% |
True |
False |
71 |
| 80 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0050 |
0.6% |
89% |
False |
False |
57 |
| 100 |
0.8319 |
0.7724 |
0.0595 |
7.4% |
0.0048 |
0.6% |
62% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8280 |
|
2.618 |
0.8218 |
|
1.618 |
0.8180 |
|
1.000 |
0.8157 |
|
0.618 |
0.8142 |
|
HIGH |
0.8119 |
|
0.618 |
0.8104 |
|
0.500 |
0.8100 |
|
0.382 |
0.8095 |
|
LOW |
0.8081 |
|
0.618 |
0.8057 |
|
1.000 |
0.8043 |
|
1.618 |
0.8019 |
|
2.618 |
0.7981 |
|
4.250 |
0.7919 |
|
|
| Fisher Pivots for day following 19-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8100 |
0.8091 |
| PP |
0.8097 |
0.8091 |
| S1 |
0.8094 |
0.8091 |
|