CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 20-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8081 |
0.8091 |
0.0011 |
0.1% |
0.8010 |
| High |
0.8119 |
0.8123 |
0.0005 |
0.1% |
0.8104 |
| Low |
0.8081 |
0.8090 |
0.0010 |
0.1% |
0.8005 |
| Close |
0.8091 |
0.8119 |
0.0029 |
0.4% |
0.8075 |
| Range |
0.0038 |
0.0033 |
-0.0005 |
-13.2% |
0.0100 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
84 |
113 |
29 |
34.5% |
686 |
|
| Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8210 |
0.8197 |
0.8137 |
|
| R3 |
0.8177 |
0.8164 |
0.8128 |
|
| R2 |
0.8144 |
0.8144 |
0.8125 |
|
| R1 |
0.8131 |
0.8131 |
0.8122 |
0.8138 |
| PP |
0.8111 |
0.8111 |
0.8111 |
0.8114 |
| S1 |
0.8098 |
0.8098 |
0.8116 |
0.8105 |
| S2 |
0.8078 |
0.8078 |
0.8113 |
|
| S3 |
0.8045 |
0.8065 |
0.8110 |
|
| S4 |
0.8012 |
0.8032 |
0.8101 |
|
|
| 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 |
0.8123 |
0.8047 |
0.0076 |
0.9% |
0.0035 |
0.4% |
95% |
True |
False |
125 |
| 10 |
0.8123 |
0.7942 |
0.0181 |
2.2% |
0.0035 |
0.4% |
98% |
True |
False |
125 |
| 20 |
0.8123 |
0.7815 |
0.0309 |
3.8% |
0.0048 |
0.6% |
99% |
True |
False |
121 |
| 40 |
0.8123 |
0.7755 |
0.0369 |
4.5% |
0.0052 |
0.6% |
99% |
True |
False |
95 |
| 60 |
0.8123 |
0.7724 |
0.0399 |
4.9% |
0.0048 |
0.6% |
99% |
True |
False |
72 |
| 80 |
0.8127 |
0.7724 |
0.0403 |
5.0% |
0.0050 |
0.6% |
98% |
False |
False |
59 |
| 100 |
0.8319 |
0.7724 |
0.0595 |
7.3% |
0.0048 |
0.6% |
66% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8263 |
|
2.618 |
0.8209 |
|
1.618 |
0.8176 |
|
1.000 |
0.8156 |
|
0.618 |
0.8143 |
|
HIGH |
0.8123 |
|
0.618 |
0.8110 |
|
0.500 |
0.8107 |
|
0.382 |
0.8103 |
|
LOW |
0.8090 |
|
0.618 |
0.8070 |
|
1.000 |
0.8057 |
|
1.618 |
0.8037 |
|
2.618 |
0.8004 |
|
4.250 |
0.7950 |
|
|
| Fisher Pivots for day following 20-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8115 |
0.8110 |
| PP |
0.8111 |
0.8102 |
| S1 |
0.8107 |
0.8093 |
|