CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 22-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2021 |
22-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
0.8115 |
0.8082 |
-0.0033 |
-0.4% |
0.8080 |
High |
0.8137 |
0.8113 |
-0.0025 |
-0.3% |
0.8137 |
Low |
0.8076 |
0.8075 |
-0.0001 |
0.0% |
0.8063 |
Close |
0.8077 |
0.8086 |
0.0009 |
0.1% |
0.8086 |
Range |
0.0062 |
0.0038 |
-0.0024 |
-39.0% |
0.0074 |
ATR |
0.0048 |
0.0048 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
105 |
134 |
29 |
27.6% |
573 |
|
Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8204 |
0.8182 |
0.8107 |
|
R3 |
0.8166 |
0.8145 |
0.8096 |
|
R2 |
0.8129 |
0.8129 |
0.8093 |
|
R1 |
0.8107 |
0.8107 |
0.8089 |
0.8118 |
PP |
0.8091 |
0.8091 |
0.8091 |
0.8097 |
S1 |
0.8070 |
0.8070 |
0.8083 |
0.8081 |
S2 |
0.8054 |
0.8054 |
0.8079 |
|
S3 |
0.8016 |
0.8032 |
0.8076 |
|
S4 |
0.7979 |
0.7995 |
0.8065 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8317 |
0.8276 |
0.8127 |
|
R3 |
0.8243 |
0.8202 |
0.8106 |
|
R2 |
0.8169 |
0.8169 |
0.8100 |
|
R1 |
0.8128 |
0.8128 |
0.8093 |
0.8149 |
PP |
0.8095 |
0.8095 |
0.8095 |
0.8106 |
S1 |
0.8054 |
0.8054 |
0.8079 |
0.8075 |
S2 |
0.8021 |
0.8021 |
0.8072 |
|
S3 |
0.7947 |
0.7980 |
0.8066 |
|
S4 |
0.7873 |
0.7906 |
0.8045 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8137 |
0.8063 |
0.0074 |
0.9% |
0.0039 |
0.5% |
31% |
False |
False |
114 |
10 |
0.8137 |
0.8005 |
0.0133 |
1.6% |
0.0036 |
0.5% |
62% |
False |
False |
125 |
20 |
0.8137 |
0.7829 |
0.0309 |
3.8% |
0.0046 |
0.6% |
83% |
False |
False |
127 |
40 |
0.8137 |
0.7755 |
0.0383 |
4.7% |
0.0052 |
0.6% |
87% |
False |
False |
101 |
60 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0049 |
0.6% |
88% |
False |
False |
76 |
80 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0050 |
0.6% |
88% |
False |
False |
60 |
100 |
0.8311 |
0.7724 |
0.0587 |
7.3% |
0.0048 |
0.6% |
62% |
False |
False |
51 |
120 |
0.8319 |
0.7724 |
0.0595 |
7.4% |
0.0046 |
0.6% |
61% |
False |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8272 |
2.618 |
0.8211 |
1.618 |
0.8173 |
1.000 |
0.8150 |
0.618 |
0.8136 |
HIGH |
0.8113 |
0.618 |
0.8098 |
0.500 |
0.8094 |
0.382 |
0.8089 |
LOW |
0.8075 |
0.618 |
0.8052 |
1.000 |
0.8038 |
1.618 |
0.8014 |
2.618 |
0.7977 |
4.250 |
0.7916 |
|
|
Fisher Pivots for day following 22-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8094 |
0.8106 |
PP |
0.8091 |
0.8099 |
S1 |
0.8089 |
0.8093 |
|