CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 04-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2021 |
04-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
0.8056 |
0.8073 |
0.0017 |
0.2% |
0.8081 |
High |
0.8068 |
0.8077 |
0.0009 |
0.1% |
0.8127 |
Low |
0.8032 |
0.8019 |
-0.0013 |
-0.2% |
0.8046 |
Close |
0.8068 |
0.8025 |
-0.0044 |
-0.5% |
0.8079 |
Range |
0.0037 |
0.0058 |
0.0021 |
57.5% |
0.0081 |
ATR |
0.0044 |
0.0045 |
0.0001 |
2.2% |
0.0000 |
Volume |
236 |
221 |
-15 |
-6.4% |
681 |
|
Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8213 |
0.8176 |
0.8056 |
|
R3 |
0.8155 |
0.8119 |
0.8040 |
|
R2 |
0.8098 |
0.8098 |
0.8035 |
|
R1 |
0.8061 |
0.8061 |
0.8030 |
0.8051 |
PP |
0.8040 |
0.8040 |
0.8040 |
0.8035 |
S1 |
0.8004 |
0.8004 |
0.8019 |
0.7993 |
S2 |
0.7983 |
0.7983 |
0.8014 |
|
S3 |
0.7925 |
0.7946 |
0.8009 |
|
S4 |
0.7868 |
0.7889 |
0.7993 |
|
|
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 |
0.8109 |
0.8019 |
0.0090 |
1.1% |
0.0040 |
0.5% |
6% |
False |
True |
175 |
10 |
0.8127 |
0.8019 |
0.0108 |
1.3% |
0.0041 |
0.5% |
5% |
False |
True |
155 |
20 |
0.8137 |
0.7965 |
0.0172 |
2.1% |
0.0040 |
0.5% |
35% |
False |
False |
140 |
40 |
0.8137 |
0.7755 |
0.0383 |
4.8% |
0.0050 |
0.6% |
71% |
False |
False |
119 |
60 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0050 |
0.6% |
73% |
False |
False |
98 |
80 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0048 |
0.6% |
73% |
False |
False |
77 |
100 |
0.8219 |
0.7724 |
0.0495 |
6.2% |
0.0049 |
0.6% |
61% |
False |
False |
65 |
120 |
0.8319 |
0.7724 |
0.0595 |
7.4% |
0.0047 |
0.6% |
51% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8321 |
2.618 |
0.8227 |
1.618 |
0.8170 |
1.000 |
0.8134 |
0.618 |
0.8112 |
HIGH |
0.8077 |
0.618 |
0.8055 |
0.500 |
0.8048 |
0.382 |
0.8041 |
LOW |
0.8019 |
0.618 |
0.7983 |
1.000 |
0.7962 |
1.618 |
0.7926 |
2.618 |
0.7868 |
4.250 |
0.7775 |
|
|
Fisher Pivots for day following 04-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8048 |
0.8050 |
PP |
0.8040 |
0.8042 |
S1 |
0.8032 |
0.8033 |
|