CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 25-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2021 |
25-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8082 |
0.8081 |
-0.0001 |
0.0% |
0.8080 |
| High |
0.8113 |
0.8102 |
-0.0011 |
-0.1% |
0.8137 |
| Low |
0.8075 |
0.8067 |
-0.0009 |
-0.1% |
0.8063 |
| Close |
0.8086 |
0.8074 |
-0.0012 |
-0.1% |
0.8086 |
| Range |
0.0038 |
0.0035 |
-0.0003 |
-6.7% |
0.0074 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
134 |
105 |
-29 |
-21.6% |
573 |
|
| Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8186 |
0.8165 |
0.8093 |
|
| R3 |
0.8151 |
0.8130 |
0.8084 |
|
| R2 |
0.8116 |
0.8116 |
0.8080 |
|
| R1 |
0.8095 |
0.8095 |
0.8077 |
0.8088 |
| PP |
0.8081 |
0.8081 |
0.8081 |
0.8077 |
| S1 |
0.8060 |
0.8060 |
0.8071 |
0.8053 |
| S2 |
0.8046 |
0.8046 |
0.8068 |
|
| S3 |
0.8011 |
0.8025 |
0.8064 |
|
| S4 |
0.7976 |
0.7990 |
0.8055 |
|
|
| 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 |
0.8067 |
0.0071 |
0.9% |
0.0041 |
0.5% |
11% |
False |
True |
108 |
| 10 |
0.8137 |
0.8005 |
0.0133 |
1.6% |
0.0037 |
0.5% |
52% |
False |
False |
124 |
| 20 |
0.8137 |
0.7829 |
0.0309 |
3.8% |
0.0045 |
0.6% |
80% |
False |
False |
127 |
| 40 |
0.8137 |
0.7755 |
0.0383 |
4.7% |
0.0052 |
0.6% |
84% |
False |
False |
103 |
| 60 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0049 |
0.6% |
85% |
False |
False |
78 |
| 80 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0050 |
0.6% |
85% |
False |
False |
61 |
| 100 |
0.8286 |
0.7724 |
0.0562 |
7.0% |
0.0048 |
0.6% |
62% |
False |
False |
52 |
| 120 |
0.8319 |
0.7724 |
0.0595 |
7.4% |
0.0046 |
0.6% |
59% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8250 |
|
2.618 |
0.8193 |
|
1.618 |
0.8158 |
|
1.000 |
0.8137 |
|
0.618 |
0.8123 |
|
HIGH |
0.8102 |
|
0.618 |
0.8088 |
|
0.500 |
0.8084 |
|
0.382 |
0.8080 |
|
LOW |
0.8067 |
|
0.618 |
0.8045 |
|
1.000 |
0.8032 |
|
1.618 |
0.8010 |
|
2.618 |
0.7975 |
|
4.250 |
0.7918 |
|
|
| Fisher Pivots for day following 25-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8084 |
0.8102 |
| PP |
0.8081 |
0.8093 |
| S1 |
0.8077 |
0.8083 |
|