CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 29-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2021 |
29-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
0.8080 |
0.8097 |
0.0018 |
0.2% |
0.8081 |
High |
0.8107 |
0.8109 |
0.0002 |
0.0% |
0.8127 |
Low |
0.8077 |
0.8062 |
-0.0015 |
-0.2% |
0.8046 |
Close |
0.8097 |
0.8079 |
-0.0019 |
-0.2% |
0.8079 |
Range |
0.0031 |
0.0047 |
0.0017 |
54.1% |
0.0081 |
ATR |
0.0047 |
0.0047 |
0.0000 |
0.1% |
0.0000 |
Volume |
100 |
138 |
38 |
38.0% |
681 |
|
Daily Pivots for day following 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8224 |
0.8198 |
0.8104 |
|
R3 |
0.8177 |
0.8151 |
0.8091 |
|
R2 |
0.8130 |
0.8130 |
0.8087 |
|
R1 |
0.8104 |
0.8104 |
0.8083 |
0.8094 |
PP |
0.8083 |
0.8083 |
0.8083 |
0.8078 |
S1 |
0.8057 |
0.8057 |
0.8074 |
0.8047 |
S2 |
0.8036 |
0.8036 |
0.8070 |
|
S3 |
0.7989 |
0.8010 |
0.8066 |
|
S4 |
0.7942 |
0.7963 |
0.8053 |
|
|
Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8325 |
0.8282 |
0.8123 |
|
R3 |
0.8245 |
0.8202 |
0.8101 |
|
R2 |
0.8164 |
0.8164 |
0.8093 |
|
R1 |
0.8121 |
0.8121 |
0.8086 |
0.8103 |
PP |
0.8084 |
0.8084 |
0.8084 |
0.8074 |
S1 |
0.8041 |
0.8041 |
0.8071 |
0.8022 |
S2 |
0.8003 |
0.8003 |
0.8064 |
|
S3 |
0.7923 |
0.7960 |
0.8056 |
|
S4 |
0.7842 |
0.7880 |
0.8034 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8127 |
0.8046 |
0.0081 |
1.0% |
0.0044 |
0.5% |
40% |
False |
False |
136 |
10 |
0.8137 |
0.8046 |
0.0091 |
1.1% |
0.0041 |
0.5% |
36% |
False |
False |
125 |
20 |
0.8137 |
0.7906 |
0.0231 |
2.9% |
0.0040 |
0.5% |
75% |
False |
False |
130 |
40 |
0.8137 |
0.7755 |
0.0383 |
4.7% |
0.0052 |
0.6% |
85% |
False |
False |
110 |
60 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0050 |
0.6% |
86% |
False |
False |
87 |
80 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0048 |
0.6% |
86% |
False |
False |
68 |
100 |
0.8278 |
0.7724 |
0.0554 |
6.9% |
0.0049 |
0.6% |
64% |
False |
False |
58 |
120 |
0.8319 |
0.7724 |
0.0595 |
7.4% |
0.0047 |
0.6% |
60% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8309 |
2.618 |
0.8232 |
1.618 |
0.8185 |
1.000 |
0.8156 |
0.618 |
0.8138 |
HIGH |
0.8109 |
0.618 |
0.8091 |
0.500 |
0.8086 |
0.382 |
0.8080 |
LOW |
0.8062 |
0.618 |
0.8033 |
1.000 |
0.8015 |
1.618 |
0.7986 |
2.618 |
0.7939 |
4.250 |
0.7862 |
|
|
Fisher Pivots for day following 29-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8086 |
0.8086 |
PP |
0.8083 |
0.8084 |
S1 |
0.8081 |
0.8081 |
|