CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 02-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2021 |
02-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8076 |
0.8082 |
0.0006 |
0.1% |
0.8081 |
| High |
0.8092 |
0.8082 |
-0.0011 |
-0.1% |
0.8127 |
| Low |
0.8069 |
0.8046 |
-0.0023 |
-0.3% |
0.8046 |
| Close |
0.8083 |
0.8059 |
-0.0024 |
-0.3% |
0.8079 |
| Range |
0.0024 |
0.0036 |
0.0012 |
51.1% |
0.0081 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
132 |
152 |
20 |
15.2% |
681 |
|
| Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8169 |
0.8149 |
0.8079 |
|
| R3 |
0.8133 |
0.8114 |
0.8069 |
|
| R2 |
0.8098 |
0.8098 |
0.8066 |
|
| R1 |
0.8078 |
0.8078 |
0.8062 |
0.8070 |
| PP |
0.8062 |
0.8062 |
0.8062 |
0.8058 |
| S1 |
0.8043 |
0.8043 |
0.8056 |
0.8035 |
| S2 |
0.8027 |
0.8027 |
0.8052 |
|
| S3 |
0.7991 |
0.8007 |
0.8049 |
|
| S4 |
0.7956 |
0.7972 |
0.8039 |
|
|
| 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% |
0.0043 |
0.5% |
16% |
False |
True |
154 |
| 10 |
0.8137 |
0.8046 |
0.0091 |
1.1% |
0.0041 |
0.5% |
14% |
False |
True |
131 |
| 20 |
0.8137 |
0.7910 |
0.0228 |
2.8% |
0.0038 |
0.5% |
66% |
False |
False |
129 |
| 40 |
0.8137 |
0.7755 |
0.0383 |
4.7% |
0.0051 |
0.6% |
80% |
False |
False |
117 |
| 60 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0049 |
0.6% |
81% |
False |
False |
91 |
| 80 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0048 |
0.6% |
81% |
False |
False |
72 |
| 100 |
0.8238 |
0.7724 |
0.0514 |
6.4% |
0.0049 |
0.6% |
65% |
False |
False |
60 |
| 120 |
0.8319 |
0.7724 |
0.0595 |
7.4% |
0.0047 |
0.6% |
56% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8232 |
|
2.618 |
0.8174 |
|
1.618 |
0.8139 |
|
1.000 |
0.8117 |
|
0.618 |
0.8103 |
|
HIGH |
0.8082 |
|
0.618 |
0.8068 |
|
0.500 |
0.8064 |
|
0.382 |
0.8060 |
|
LOW |
0.8046 |
|
0.618 |
0.8024 |
|
1.000 |
0.8011 |
|
1.618 |
0.7989 |
|
2.618 |
0.7953 |
|
4.250 |
0.7895 |
|
|
| Fisher Pivots for day following 02-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8064 |
0.8078 |
| PP |
0.8062 |
0.8071 |
| S1 |
0.8061 |
0.8065 |
|