CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 26-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
0.8081 |
0.8076 |
-0.0005 |
-0.1% |
0.8080 |
High |
0.8102 |
0.8095 |
-0.0007 |
-0.1% |
0.8137 |
Low |
0.8067 |
0.8068 |
0.0002 |
0.0% |
0.8063 |
Close |
0.8074 |
0.8073 |
-0.0001 |
0.0% |
0.8086 |
Range |
0.0035 |
0.0027 |
-0.0009 |
-24.3% |
0.0074 |
ATR |
0.0047 |
0.0045 |
-0.0001 |
-3.1% |
0.0000 |
Volume |
105 |
86 |
-19 |
-18.1% |
573 |
|
Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8158 |
0.8142 |
0.8088 |
|
R3 |
0.8132 |
0.8116 |
0.8080 |
|
R2 |
0.8105 |
0.8105 |
0.8078 |
|
R1 |
0.8089 |
0.8089 |
0.8075 |
0.8084 |
PP |
0.8079 |
0.8079 |
0.8079 |
0.8076 |
S1 |
0.8063 |
0.8063 |
0.8071 |
0.8057 |
S2 |
0.8052 |
0.8052 |
0.8068 |
|
S3 |
0.8026 |
0.8036 |
0.8066 |
|
S4 |
0.7999 |
0.8010 |
0.8058 |
|
|
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% |
0.0039 |
0.5% |
9% |
False |
False |
108 |
10 |
0.8137 |
0.8015 |
0.0123 |
1.5% |
0.0036 |
0.5% |
48% |
False |
False |
122 |
20 |
0.8137 |
0.7829 |
0.0309 |
3.8% |
0.0043 |
0.5% |
79% |
False |
False |
128 |
40 |
0.8137 |
0.7755 |
0.0383 |
4.7% |
0.0051 |
0.6% |
83% |
False |
False |
100 |
60 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0048 |
0.6% |
85% |
False |
False |
79 |
80 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0049 |
0.6% |
85% |
False |
False |
62 |
100 |
0.8286 |
0.7724 |
0.0562 |
7.0% |
0.0048 |
0.6% |
62% |
False |
False |
53 |
120 |
0.8319 |
0.7724 |
0.0595 |
7.4% |
0.0046 |
0.6% |
59% |
False |
False |
48 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8207 |
2.618 |
0.8164 |
1.618 |
0.8137 |
1.000 |
0.8121 |
0.618 |
0.8111 |
HIGH |
0.8095 |
0.618 |
0.8084 |
0.500 |
0.8081 |
0.382 |
0.8078 |
LOW |
0.8068 |
0.618 |
0.8052 |
1.000 |
0.8042 |
1.618 |
0.8025 |
2.618 |
0.7999 |
4.250 |
0.7955 |
|
|
Fisher Pivots for day following 26-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8081 |
0.8090 |
PP |
0.8079 |
0.8084 |
S1 |
0.8076 |
0.8079 |
|